Related papers: The Efron-Stein inequality for identically distrib…
This paper establishes new concentration inequalities for random matrices constructed from independent random variables. These results are analogous with the generalized Efron-Stein inequalities developed by Boucheron et al. The proofs rely…
The main purpose of this paper is to establish a noncommutative analogue of the Efron--Stein inequality, which bounds the variance of a general function of some independent random variables. Moreover, we state an operator version including…
We show by a surprisingly simple argument that the exchangeability condition, which is key to the exchangeable pair approach in Stein's method for distributional approximation, can be omitted in many standard settings. This is achieved by…
We consider the variance of a function of $n$ independent random variables and provide new inequalities which, in particular, extend previous results obtained for symmetric functions in the i.i.d.~setting. For instance, we obtain various…
This paper establishes a non-uniform Berry--Esseen bound in normal approximation for exchangeable pairs using Stein's method via a concentration inequality approach. The main theorem extends and improves several results in the literature,…
We give a distribution-dependent concentration inequality for functions of independent variables. The result extends Bernstein's inequality from sums to more general functions, whose variation in any argument does not depend too much on the…
An exchangeable pair approach is commonly taken in the normal and non-normal approximation using Stein's method. It has been successfully used to identify the limiting distribution and provide an error of approximation. However, when the…
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…
This note describes non-asymptotic variance and tail bounds for order statistics of samples of independent identically distributed random variables. Those bounds are checked to be asymptotically tight when the sampling distribution belongs…
In this paper, we present a refined version of the (classical) Stein inequality for the Fourier transform, elevating it to a new level of accuracy. Furthermore, we establish extended analogues of a more precise version of the Stein…
We propose probabilistic representations for inverse Stein operators (i.e. solutions to Stein equations) under general conditions; in particular we deduce new simple expressions for the Stein kernel. These representations allow to deduce…
Since the introduction of Stein's method in the early 1970s, much research has been done in extending and strengthening it; however, there does not exist a version of Stein's original method of exchangeable pairs for multivariate normal…
We derive explicit central moment inequalities for random variables that admit a Stein coupling, such as exchangeable pairs, size--bias couplings or local dependence, among others. The bounds are in terms of moments (not necessarily…
This is a substantially generalized version of the preprint arXiv:1105.4214 by Lifshits and Tyurin. We prove that for any pair of i.i.d. random vectors $X, Y$ in $R^n$ and any real-valued continuous negative definite function $g: R^n\to R$…
The extended de Finetti theorem characterizes exchangeable infinite random sequences as conditionally i.i.d. and shows that the apparently weaker distributional symmetry of spreadability is equivalent to exchangeability. Our main result is…
For convex univalent functions we give instances where the sharp bound for various coefficient functionals are identical to those for the corresponding bound for the inverse function. We give instances where the sharp bounds differ and also…
We extend Stein's celebrated Wasserstein bound for normal approximation via exchangeable pairs to the multi-dimensional setting. As an intermediate step, we exploit the symmetry of exchangeable pairs to obtain an error bound for smooth test…
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…
In Stein's method, the exchangeable pair approach is commonly used to estimate the approximation errors in normal approximation. In this paper, we establish a Cram\'er-type moderate deviation theorem of normal approximation for unbounded…
We consider Khintchine type inequalities on the $p$-th moments of vectors of $N$ pairwise independent Rademacher random variables. We establish that an analogue of Khintchine's inequality cannot hold in this setting with a constant that is…