Related papers: A diffusion approach to Stein's method on Riemanni…

We study a variational problem on a smooth manifold with a decomposition of the tangent bundle into $k>2$ subbundles (distributions), namely, we consider the integrated sum of their mixed scalar curvatures as a functional of adapted…

We consider a collection of $n$ points in $\mathbb{R}^d$ measured at $m$ times, which are encoded in an $n \times d \times m$ data tensor. Our objective is to define a single embedding of the $n$ points into Euclidean space which summarizes…

Diffusion approximations are widely used in the analysis of service systems, providing tractable insights into complex models. While heavy-traffic limit theorems justify these approximations asymptotically, they do not quantify the error…

In this paper, we apply the Stein's method in the context of point processes, namely when the target measure is the distribution of a finite Poisson point process. We show that the so-called Kantorovich-Rubinstein distance between such a…

Applying an inductive technique for Stein and zero bias couplings yields Berry-Esseen theorems for normal approximation for two new examples. The conditions of the main results do not require that the couplings be bounded. Our two…

Let $h$ be a three times partially differentiable function on $R^n$, let $X=(X_1,\dots,X_n)$ be a collection of real-valued random variables and let $Z=(Z_1,\dots,Z_n)$ be a multivariate Gaussian vector. In this article, we develop Stein's…

We prove that there exists a diffusion process whose invariant measure is the three dimensional polymer measure $\nu_\lambda$ for all $\lambda>0$. We follow in part a previous incomplete unpublished work of the first named author with M.…

We study the discrepancy between the distribution of a vector-valued functional of i.i.d. random elements and that of a Gaussian vector. Our main contribution is an explicit bound on the convex distance between the two distributions,…

In this paper, we develop a stochastic algorithm based on Euler-Maruyama scheme to approximate the invariant measure of the limiting multidimensional diffusion of the $M/Ph/n+M$ queue. Specifically, we prove a non-asymptotic error bound…

Stein's method for concentration inequalities was introduced to prove concentration of measure in problems involving complex dependencies such as random permutations and Gibbs measures. In this paper, we provide some extensions of the…

A stochastic algorithm is proposed, finding some elements from the set of intrinsic $p$-mean(s) associated to a probability measure $\nu$ on a compact Riemannian manifold and to $p\in[1,\infty)$. It is fed sequentially with independent…

The geometrical diffraction theory, in the sense of Keller,is here reconsidered as an obstacle problem in the Riemannian geometry. The first result is the proof of the existence and the analysis of the main properties of the diffracted…

A Stein operator for the runs is derived as a perturbation of an operator for discrete Gibbs measure. Due to this fact, using perturbation technique, the approximation results for runs arising from identical and non-identical Bernoulli…

Diffusion models are powerful deep generative models, but unlike classical models, they lack an explicit low-dimensional latent space that parameterizes the data manifold. This absence makes it difficult to perform manifold-aware…

This paper deals with the problem of outliers in high frequency observation data from diffusion processes. Robust estimation methods are needed because the inclusion of outliers can lead to incorrect statistical inference even in the…

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…

In recent years, manifold learning has become increasingly popular as a tool for performing non-linear dimensionality reduction. This has led to the development of numerous algorithms of varying degrees of complexity that aim to recover man…

Score-based diffusion models have proven effective in image generation and have gained widespread usage; however, the underlying factors contributing to the performance disparity between stochastic and deterministic (i.e., the probability…

When maximum likelihood estimation is infeasible, one often turns to score matching, contrastive divergence, or minimum probability flow to obtain tractable parameter estimates. We provide a unifying perspective of these techniques as…

We are interested in comparing probability distributions defined on Riemannian manifold. The traditional approach to study a distribution relies on locating its mean point and finding the dispersion about that point. On a general manifold…