Related papers: Archimedes, Gauss, and Stein

This paper provides a general framework for Stein's density method for multivariate continuous distributions. The approach associates to any probability density function a canonical operator and Stein class, as well as an infinite…

This article derives several properties of the Riesz distributions, such as their corresponding Bartlett decompositions, the inverse Riesz distributions and the distribution of the generalised variance for real normed division algebras. In…

In this paper we have introduced a generalized version of alpha beta skew normal distribution in the same line of Sharafi et al. (2017) and investigated some of its basic properties. The extensions of the proposed distribution have also…

We provide an explanation of the main ideas underlying G\"otze's main result in using Stein's method. We also provide detailed derivations of various intermediate estimates. Curiously, we are led to a different dimensional dependence of the…

We provide a general result for finding Stein operators for the product of two independent random variables whose Stein operators satisfy a certain assumption, extending a recent result of Gaunt, Mijoule and Swan \cite{gms18}. This…

The central limit theorem provides the theoretical foundation for the universality of the normal distribution: under broad conditions, the asymptotic distribution of a sum of independent random variables approaches a Gaussian. Yet, physical…

Generalized gamma distributions arise as limits in many settings involving random graphs, walks, trees, and branching processes. Pek\"oz, R\"ollin, and Ross (2016, arXiv:1309.4183 [math.PR]) exploited characterizing distributional fixed…

The Gaussian theory of errors has been generalized to situations, where the Gaussian distribution and, hence, the Gaussian rules of error propagation are inadequate. The generalizations are based on Bayes' theorem and a suitable measure.…

Starting from the probability distribution of finite N-body systems, which maximises the Havrda--Charv\'at entropy, we build a Stein-type goodness-of-fit test. The Maxwell--Boltzmann distribution is exact only in the thermodynamic limit,…

Stein's method provides a way of bounding the distance of a probability distribution to a target distribution $\mu$. Here we develop Stein's method for the class of discrete Gibbs measures with a density $e^V$, where $V$ is the energy…

A new characterization of the multivariate so-called "quasi-Gaussian distribution" (the authors dared to coin a new term) by means of independence their Cartesian and polar coordinates proposed. The authors try to show that these…

From the distributional characterizations that lie at the heart of Stein's method we derive explicit formulae for the mass functions of discrete probability laws that identify those distributions. These identities are applied to develop…

We introduce priors and algorithms to perform Bayesian inference in Gaussian models defined by acyclic directed mixed graphs. Such a class of graphs, composed of directed and bi-directed edges, is a representation of conditional…

The mathematical properties of a family of generalized beta distribution, including beta-normal, skewed-t, log-F, beta-exponential, beta-Weibull distributions have recently been studied in several publications. This paper applies these…

Extended geometric distribution is defined and its mixture is characterized by the property of having completely monotone probability sequence. Also, convolution equations and probability generating functions are used to characterize…

The Yule--Simon distribution has been out of the radar of the Bayesian community, so far. In this note, we propose an explicit Gibbs sampling scheme when a Gamma prior is chosen for the shape parameter. The performance of the algorithm is…

Stein's method allows to prove distributional convergence of a sequence of random variables and to quantify it with respect to a given metric such as Kolmogorov's (a Berry-Ess\'een type theorem). Mod-* convergence quantifies the convergence…

In this note, we define a Gaussian probability distribution over matrices. We prove some useful properties of this distribution, namely, the fact that marginalization, conditioning, and affine transformations preserve the matrix Gaussian…

In this article we give a homological characterization of the topology of Stein spaces over any valued base field. In particular, when working over the field of complex numbers, we obtain a characterization of the usual Euclidean…

Stein's identity is a fundamental tool in machine learning with applications in generative models, stochastic optimization, and other problems involving gradients of expectations under Gaussian distributions. Less attention has been paid to…