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Related papers: On Discrete Gibbs Measure Approximation to Runs

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A new type of combinations of Bernstein operators is given in [1]. Here, we introduce another one, which can be used to approximate the functions with singularities. The direct and inverse results of the weighted approximation of this new…

Functional Analysis · Mathematics 2011-06-28 Wen-ming Lu , Lin Zhang

We introduce a density-power weighted variant for the Stein operator, called the $\gamma$-Stein operator. This is a novel class of operators derived from the $\gamma$-divergence, designed to build robust inference methods for unnormalized…

Machine Learning · Statistics 2026-05-26 Shinto Eguchi

In this article, we consider Poisson and Poisson convoluted geometric approximation to the sums of $n$ independent random variables under moment conditions. We use Stein's method to derive the approximation results in total variation…

Probability · Mathematics 2020-07-07 Pratima Eknath Kadu

An integration by parts formula is derived for the first order differential operator corresponding to the action of translations on the space of locally finite simple configurations of infinitely many points on R^d. As reference measures,…

Mathematical Physics · Physics 2011-03-31 Florian Conrad , Tobias Kuna

We study an approximation method of stationary characters of a two-dimensional Markov chain via the Stein method. For this purpose, innovative methods are developed to estimate the moments of the Markov chain, as well as the solution to the…

Probability · Mathematics 2021-12-13 Yingdong Lu

We extend the ideas of (Barbour 1990) and use Stein's method to obtain a bound on the distance between a scaled time-changed random walk and a time-changed Brownian Motion. We then apply this result to bound the distance between a…

Probability · Mathematics 2017-10-05 Mikolaj J. Kasprzak

This paper presents a sharp approximation of the density of long runs of a random walk conditioned on its end value or by an average of a functions of its summands as their number tends to infinity. The conditioning event is of moderate or…

Probability · Mathematics 2011-06-14 Michel Broniatowski , Virgile Caron

In this article, we derive Stein's method for approximating a spatial random graph by a generalised random geometric graph, which has vertices given by a finite Gibbs point process and edges based on a general connection function. Our main…

Probability · Mathematics 2024-11-06 Dominic Schuhmacher , Leoni Carla Wirth

We use Stein's method to obtain bounds on the rate of convergence for a class of statistics in geometric probability obtained as a sum of contributions from Poisson points which are exponentially stabilizing, i.e. locally determined in a…

Probability · Mathematics 2007-05-23 Mathew D. Penrose , J. E. Yukich

We consider the locally thinned Bernoulli field on $\mathbb Z^d$, which is the lattice version of the Type-I Mat\'ern hardcore process in Euclidean space. It is given as the lattice field of occupation variables, obtained as image of an…

Probability · Mathematics 2022-01-11 Nils Engler , Benedikt Jahnel , Christof Kuelske

In many fields, data appears in the form of direction (unit vector) and usual statistical procedures are not applicable to such directional data. In this study, we propose non-parametric goodness-of-fit testing procedures for general…

Methodology · Statistics 2020-02-18 Wenkai Xu , Takeru Matsuda

We introduce some applications of Stein's method in the high temperature analysis of spin glasses. Stein's method allows the direct analysis of the Gibbs measure without having to create a cavity. Another advantage is that it gives limit…

Probability · Mathematics 2009-08-02 Sourav Chatterjee

We develop a variant of Stein's method of comparison of generators to bound the Kolmogorov, total variation, and Wasserstein-1 distances between distributions on the real line. Our discrepancy is expressed in terms of the ratio of reverse…

Probability · Mathematics 2025-10-28 Paul Mansanarez , Guillaume Poly , Yvik Swan

We introduce a new type of Bernstein operators, which can be used to approximate the functions with inner singularities. The direct and inverse results of the weighted approximation of this new type of combinations are given.

Functional Analysis · Mathematics 2012-08-21 Wen-ming Lu , Lin Zhang

Stein's method for measuring convergence to a continuous target distribution relies on an operator characterizing the target and Stein factor bounds on the solutions of an associated differential equation. While such operators and bounds…

Machine Learning · Statistics 2018-11-14 Jackson Gorham , Andrew B. Duncan , Sebastian J. Vollmer , Lester Mackey

The concentration inequality approach for normal approximation by Stein's method is generalized to the multivariate setting. We use this approach to prove a non-smooth function distance for multivariate normal approximation for standardized…

Probability · Mathematics 2015-05-19 Louis H. Y. Chen , Xiao Fang

In this paper, we describe several different meanings for the concept of Gibbs measure on the lattice $\mathbb{N}$ in the context of finite alphabets (or state space). We compare and analyze these "in principle" distinct notions: DLR-Gibbs…

Dynamical Systems · Mathematics 2017-07-19 Leandro Cioletti , Artur O. Lopes

We construct Gibbs perturbations of the Gamma process on $\mathbbm{R}^d$, which may be used in applications to model systems of densely distributed particles. First we propose a definition of Gibbs measures over the cone of discrete Radon…

Mathematical Physics · Physics 2012-07-13 Dennis Hagedorn , Yuri Kondratiev , Tanja Pasurek , Michael Röckner

Stein discrepancies have emerged as a powerful statistical tool, being applied to fundamental statistical problems including parameter inference, goodness-of-fit testing, and sampling. The canonical Stein discrepancies require the…

Computation · Statistics 2022-07-20 Matthew A Fisher , Chris. J Oates

Motivated by applications to quantum field theory we consider Gibbs measures for which the reference measure is Wiener measure and the interaction is given by a double stochastic integral and a pinning external potential. In order properly…

Mathematical Physics · Physics 2007-05-23 Massimiliano Gubinelli , Jozsef Lorinczi