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We present an adaptation of Stein's method of normal approximation to the study of both discrete- and continuous-time dynamical systems. We obtain new correlation-decay conditions on dynamical systems for a multivariate central limit…

Probability · Mathematics 2017-01-12 Olli Hella , Juho Leppänen , Mikko Stenlund

This paper presents a general method for producing randomly perturbed density operators subject to different sets of constraints. The perturbed density operators are a specified "distance" away from the state described by the original…

Quantum Physics · Physics 2024-06-10 J. A. Montanez-Barrera , R. T. Holladay , G. P. Beretta , Michael R. von Spakovsky

Stein's method is used to approximate sums of discrete and locally dependent random variables by a centered and symmetric Binomial distribution. Under appropriate smoothness properties of the summands, the same order of accuracy as in the…

Probability · Mathematics 2007-05-23 Adrian Röllin

Stein's method is applied to obtain a general Cramer-type moderate deviation result for dependent random variables whose dependence is defined in terms of a Stein identity. A corollary for zero-bias coupling is deduced. The result is also…

Probability · Mathematics 2013-02-06 Louis H. Y. Chen , Xiao Fang , Qi-Man Shao

This monograph provides a rigorous overview of theoretical and methodological aspects of probabilistic inference and learning with Stein's method. Recipes are provided for constructing Stein discrepancies from Stein operators and Stein…

Machine Learning · Statistics 2026-03-10 Qiang Liu , Lester Mackey , Chris Oates

In this article, we discuss the basic ideas of a general procedure to adapt the Stein-Chen method to bound the distance between conditional distributions. From an integration-by-parts formula (IBPF), we derive a Stein operator whose…

Probability · Mathematics 2017-10-25 Alberto Chiarini , Alessandra Cipriani , Giovanni Conforti

Stein operators allow to characterise probability distributions via differential operators. Based on these characterisations, we develop a new method of point estimation for marginal parameters of strictly stationary and ergodic processes,…

Statistics Theory · Mathematics 2024-12-05 Bruno Ebner , Adrian Fischer , Robert E. Gaunt , Babette Picker , Yvik Swan

Extracting the outcome of a quantum computation is a difficult task. In many cases, the quantum phase estimation algorithm is used to digitally encode a value in a quantum register whose amplitudes' magnitudes reflect the discrete sinc…

Quantum Physics · Physics 2022-07-04 Charlee Stefanski , Vanio Markov , Constantin Gonciulea

We study perturbations of topological pressures, Gibbs measures and measure-theoretic entropies of these measures concerning perturbed potentials defined on topologically transitive subshift of finite type. The subshift with respect to…

Probability · Mathematics 2019-01-21 Haruyoshi Tanaka

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…

Probability · Mathematics 2020-09-28 Robert E. Gaunt , Guillaume Mijoule , Yvik Swan

In this paper, we obtain error bound for binomial and negative binomial approximations to weighted sums of locally dependent random variables, using Stein's method. We also discuss approximation results for weighted sums of independent…

Probability · Mathematics 2020-10-20 Amit N. Kumar

Poisson approximation using Stein's method has been extensively studied in the literature. The main focus has been on bounding the total variation distance. This paper is a first attempt on moderate deviations in Poisson approximation for…

Probability · Mathematics 2013-06-21 Louis H. Y. Chen , Xiao Fang , Qi-Man Shao

One of the key ingredients to successfully apply Stein's method for distributional approximation are solutions to the Stein equations and their derivatives. Using Barbour's generator approach, one can solve for the solutions to the Stein…

Probability · Mathematics 2019-06-04 Han L. Gan

We develop a general approach to Stein's method for approximating a random process in the path space $D([0,T]\to R^d)$ by a real continuous Gaussian process. We then use the approach in the context of processes that have a representation as…

Probability · Mathematics 2024-01-24 A. D. Barbour , Nathan Ross , Guangqu Zheng

The framework of Stein's method for Poisson process approximation is presented from the point of view of Palm theory, which is used to construct Stein identities and define local dependence. A general result (Theorem…

Probability · Mathematics 2016-09-07 Louis H. Y. Chen , Aihua Xia

Quantum measurements can be described by operators that assign conditional probabilities to different outcomes while also describing unavoidable physical changes to the system. Here, we point out that operators describing information gain…

Quantum Physics · Physics 2026-05-18 Hollis Williams , Holger F. Hofmann

Instances of discrete quantum systems coupled to a continuum of oscillators are ubiquitous in physics. Often the continua are approximated by a discrete set of modes. We derive analytical error bounds on expectation values of system…

Quantum Physics · Physics 2016-02-16 Mischa P. Woods , Martin B. Plenio

The generalized perturbative approach is an all purpose variant of Stein's method used to obtain rates of normal approximation. Originally developed for functions of independent random variables this method is here extended to functions of…

Probability · Mathematics 2020-10-12 Christian Houdré , George Kerchev

We obtain Stein approximation bounds for stochastic integrals with respect to a Poisson random measure over ${\Bbb R}^d$, $d\geq 2$. This approach relies on third cumulant Edgeworth-type expansions based on derivation operators defined by…

Probability · Mathematics 2018-06-04 Nicolas Privault

By a method inspired of the Stein's method, we derive an upper-bound of the Rubinstein distance between two absolutely continuous probability measures on configurations space. As an application, we show that the best way to approximate a…

Probability · Mathematics 2007-07-04 Laurent Decreusefond , Nicolas Savy