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200 篇论文

We prove a Poisson process approximation result for stabilizing functionals of a determinantal point process. Our results use concrete couplings of determinantal processes with different Palm measures and exploit their association…

概率论 · 数学 2024-02-14 Moritz Otto

The question of optimally approximating an arbitrary probability measure in the Wasserstein distance by a discrete one with uniform weights is considered. Estimates are obtained for the optimal approximation distance, with an explicit rate…

概率论 · 数学 2026-04-14 Benjamin Seeger

Stein's method provides a way of bounding the distance of a probability distribution to a target distribution $\mu$. Here we develop Stein's method for the class of discrete Gibbs measures with a density $e^V$, where $V$ is the energy…

概率论 · 数学 2008-08-22 Peter Eichelsbacher , Gesine Reinert

In this paper we propose tight upper and lower bounds for the Wasserstein distance between any two {{univariate continuous distributions}} with probability densities $p_1$ and $p_2$ having nested supports. These explicit bounds are…

概率论 · 数学 2015-10-21 Christophe Ley , Gesine Reinert , Yvik Swan

We establish a general inequality on the Poisson space, yielding an upper bound for the distance in total variation between the law of a regular random variable with values in the integers and a Poisson distribution. Several applications…

概率论 · 数学 2012-04-18 Giovanni Peccati

In the study of dynamical and physical systems, the input parameters are often uncertain or randomly distributed according to a measure $\varrho$. The system's response $f$ pushes forward $\varrho$ to a new measure $f\circ \varrho$ which we…

经典分析与常微分方程 · 数学 2019-11-15 Amir Sagiv

We consider the behavior of spatial point processes when subjected to a class of linear transformations indexed by a variable T. It was shown in Ellis [Adv. in Appl. Probab. 18 (1986) 646-659] that, under mild assumptions, the transformed…

概率论 · 数学 2007-05-23 Dominic Schuhmacher

A common way to discretize a probability measure is to use an empirical measure as a discrete approximation. But how far from being optimal is this approximation in the p-Wasserstein distance? In this paper, we study this question in two…

概率论 · 数学 2025-08-05 March T. Boedihardjo

This paper derives new bounds on the difference of the entropies of two discrete random variables in terms of the local and total variation distances between their probability mass functions. The derivation of the bounds relies on maximal…

信息论 · 计算机科学 2016-11-17 Igal Sason

We obtain upper bounds for the total variation distance between the distributions of two Gibbs point processes in a very general setting. Applications are provided to various well-known processes and settings from spatial statistics and…

概率论 · 数学 2014-09-15 Dominic Schuhmacher , Kaspar Stucki

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…

概率论 · 数学 2007-05-23 Mathew D. Penrose , J. E. Yukich

In this paper we give a historical account of the development of Poisson approximation using Stein's method and present some of the main results. We give two recent applications, one on maximal arithmetic progressions and the other on…

概率论 · 数学 2013-10-09 Louis H. Y. Chen , Adrian Röllin

In this article, we present the theoretical basis for an approach to Stein's method for probability distributions on Riemannian manifolds. Using a semigroup representation for the solution to the Stein equation, we use tools from stochastic…

概率论 · 数学 2020-01-28 James Thompson

Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In a previous paper of one of the authors it was established that one of these…

统计理论 · 数学 2012-11-06 Serguei Dachian , Ilia Negri

The Wasserstein distance is a distance between two probability distributions and has recently gained increasing popularity in statistics and machine learning, owing to its attractive properties. One important approach to extending this…

统计方法学 · 统计学 2022-02-14 Ryo Okano , Masaaki Imaizumi

In this paper, we revisit the original ideas of Stein and propose an estimator of the intensity parameter of a homogeneous Poisson point process defined in $\R^d$ and observed in a bounded window. The procedure is based on a new general…

统计理论 · 数学 2015-07-31 Marianne Clausel , Jean-François Coeurjolly , Jérôme Lelong

The Wasserstein distance between two probability measures on a metric space is a measure of closeness with applications in statistics, probability, and machine learning. In this work, we consider the fundamental question of how quickly the…

概率论 · 数学 2017-07-04 Jonathan Weed , Francis Bach

We consider the approximation of a convolution of possibly different probability measures by (compound) Poisson distributions and also by related signed measures of higher order. We present new total variation bounds having a better…

概率论 · 数学 2017-03-08 Bero Roos

We study a local thinning $T_r$ that retains a point with probability $p(n_r)$, where $n_r$ counts neighbors within radius $r$. For Poisson input with spatially varying intensity, we obtain an exact intensity via a Poisson--mixture formula…

概率论 · 数学 2025-11-14 Kateryna Hlyniana

In this paper, we establish sharp upper and lower bounds on the convergence rate of the empirical measures of point processes under the Wasserstein distance. To this end, we first introduce a new metric on the space of counting measures…

统计理论 · 数学 2026-04-28 Dongzhou Huang , Tianyi Jiang , Haonan Wang