Related papers: On Discrete Gibbs Measure Approximation to Runs
In this paper, we want to clarify the Gibbs phenomenon when continuous and discontinuous finite elements are used to approximate discontinuous or nearly discontinuous PDE solutions from the approximation point of view. For a simple step…
Gradient-based approximate inference methods, such as Stein variational gradient descent (SVGD), provide simple and general-purpose inference engines for differentiable continuous distributions. However, existing forms of SVGD cannot be…
Donsker Theorem is perhaps the most famous invariance principle result for Markov processes. It states that when properly normalized, a random walk behaves asymptotically like a Brownian motion. This approach can be extended to general…
In this paper we consider one model with nearest-neighbor interactions and with the set $[0,1]$ of spin values on the Cayley tree of order three. Translation-invariant Gibbs measures for the model are studied. Results are proved by using…
We derive and analyze new diffusion approximations of stationary distributions of Markov chains that are based on second- and higher-order terms in the expansion of the Markov chain generator. Our approximations achieve a higher degree of…
We develop a multidimensional Stein methodology for non-degenerate self-decomposable random vectors in $\mathbb{R}^d$ having finite first moment. Building on previous univariate findings, we solve an integro-partial differential Stein…
We show that the derivative of the (measure) transfer operator with respect to the parameter of the map is a divergence. Then, for physical measures of discrete-time hyperbolic chaotic systems, we derive an equivariant divergence formula…
Stein's method of exchangeable pairs is examined through five examples in relation to Poisson and normal distribution approximation. In particular, in the case where the exchangeable pair is constructed from a reversible Markov chain, we…
We give new and explicitly computable examples of Gibbs-non-Gibbs transitions of mean-field type, using the large deviation approach introduced in [4]. These examples include Brownian motion with small variance and related diffusion…
We present a novel second-order trajectory optimization algorithm based on Stein Variational Newton's Method and Maximum Entropy Differential Dynamic Programming. The proposed algorithm, called Stein Variational Differential Dynamic…
The paper gives the bounds on the solutions to a Stein equation for the negative binomial distribution that are needed for approximation in terms of the Wasserstein metric. The proofs are probabilistic, and follow the approach introduced in…
We establish inequalities for assessing the distance between the distribution of errors of partially observed high-frequency statistics of multidimensional L\'evy processes and that of a mixed Gaussian random variable. Furthermore, we…
The dynamics of the nuclear-spin quantum computer with large number (L=1000) of qubits is considered using a perturbation approach, based on approximate diagonalization of exponentially large sparse matrices. Small parameters are introduced…
This paper deals with Poisson approximation to weighted sums of locally dependent random variables using Stein's method. The derived result represents a significant improvement of existing results. To illustrate the effectiveness of our…
We study the perturbation of a measure $\mu \in \mathscr{P}(\mathbb{R})$ consisting in superposing two copies of $\mu$, each slightly shifted by a small distance $\pm h$. The difference between $\mu$ and its perturbation is measured with a…
We develop Stein's method for $\alpha$-stable approximation with $\alpha\in(0,1]$, continuing the recent line of research by Xu \cite{lihu} and Chen, Nourdin and Xu \cite{C-N-X} in the case $\alpha\in(1,2).$ The main results include an…
New lower bounds on the total variation distance between the distribution of a sum of independent Bernoulli random variables and the Poisson random variable (with the same mean) are derived via the Chen-Stein method. The new bounds rely on…
A new model validation and performance assessment tool is introduced, the sliding threshold of observation for numeric evaluation (STONE) curve. It is based on the relative operating characteristic (ROC) curve technique, but instead of…
The convergence of various operator splitting procedures, such as the sequential, the Strang and the weighted splitting, is investigated in the presence of a spatial approximation. To this end a variant of Chernoff's product formula is…
Let $(X_{i}, i\in J)$ be a family of locally dependent nonnegative integer-valued random variables, and consider the sum $W=\sum\nolimits_{i\in J}X_i$. We first establish a general error upper bound for $d_{TV}(W, M)$ using Stein's method,…