Related papers: On Stein's Method for Infinitely Divisible Laws Wi…
Under certain mild conditions, limit theorems for additive functionals of some $d$-dimensional self-similar Gaussian processes are obtained. These limit theorems work for general Gaussian processes including fractional Brownian motions,…
We introduce $\textit{Stein transport}$, a novel methodology for Bayesian inference designed to efficiently push an ensemble of particles along a predefined curve of tempered probability distributions. The driving vector field is chosen…
We study the Stein equation associated with the one-dimensional Gamma distribution, and provide novel bounds, allowing one to effectively deal with test functions supported by the whole real line. We apply our estimates to derive new…
This paper gives a complete characterization of infinitely divisible semimartingales, i.e., semimartingales whose finite dimensional distributions are infinitely divisible. An explicit and essentially unique decomposition of such…
This paper summarizes a research program that has been underway for a decade. The objective is to find a fast and accurate scheme for solving quantum problems which does not involve a Monte Carlo algorithm. We use an alternative strategy…
In this paper, we propose a general means of estimating the rate at which convergences in law occur. Our approach, which is an extension of the classical Stein-Tikhomirov method, rests on a new pair of linear operators acting on…
In this paper, we construct a semi-implicit finite difference method for the time dependent Poisson-Nernst-Planck system. Although the Poisson-Nernst-Planck system is a nonlinear system, the numerical method presented in this paper only…
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…
Motivated by its appearance as a limiting distribution for random and non-random sums of independent random variables, in this paper we develop Stein's method for approximation by the asymmetric Laplace distribution. Our results generalise…
There has been recently a lot of interest in the analysis of the Stein gradient descent method, a deterministic sampling algorithm. It is based on a particle system moving along the gradient flow of the Kullback-Leibler divergence towards…
We construct a continuous family of exchangeable pairs by perturbing the random variable through diffusion processes on manifold in order to apply Stein method to certain geometric settings. We compare our perturbation by diffusion method…
This paper establishes limit theorems and quantitative statistical stability for a class of piecewise partially hyperbolic maps that are not necessarily continuous nor locally invertible. By employing a flexible functional-analytic…
New bounds on the total variation distance between the law of integer valued functionals of possibly non-symmetric and non-homogeneous infinite Rademacher sequences and the Poisson distribution are established. They are based on a…
We develop a new formulation of Stein's method to obtain computable upper bounds on the total variation distance between the geometric distribution and a distribution of interest. Our framework reduces the problem to the construction of a…
Consider the following partial "sorting algorithm" on permutations: take the first entry of the permutation in one-line notation and insert it into the position of its own value. Continue until the first entry is 1. This process imposes a…
We propose a new Stein self-repulsive dynamics for obtaining diversified samples from intractable un-normalized distributions. Our idea is to introduce Stein variational gradient as a repulsive force to push the samples of Langevin dynamics…
We investigate links between the so-called Stein's density approach in dimension one and some functional and concentration inequalities. We show that measures having a finite first moment and a density with connected support satisfy a…
Let $n \in \mathbb N$, let $\zeta_{n,1},...,\zeta_{n,n}$ be a sequence of independent random variables with $\mathbb E \zeta_{n,i}=0$ and $\mathbb E |\zeta_{n,i}|<\infty$ for each $i$, and let $\mu$ be an $\alpha$-stable distribution having…
The trade-offs between error probabilities in quantum hypothesis testing are by now well-understood in the centralized setting, but much less is known for distributed settings. Here, we study a distributed binary hypothesis testing problem…
We study the finite element formulation of general boundary conditions for incompressible flow problems. Distinguishing between the contributions from the inviscid and viscid parts of the equations, we use Nitsche's method to develop a…