相关论文: Steins (magic) method

A famous conjecture of Littlewood (c. 1930) concerns approximating two real numbers by rationals of the same denominator, multiplying the errors. In a lesser-known paper, Wang and Yu (1981) established an asymptotic formula for the number…

We extend Stein's method to include dependence with respect to an auxiliary random variable, for conditional laws for which Stein's characterizations do exist.

The 21st century has seen an enormous growth in the development and use of approximate Bayesian methods. Such methods produce computational solutions to certain intractable statistical problems that challenge exact methods like Markov chain…

We introduce a version of Stein's method of comparison of operators specifically tailored to the problem of bounding the Wasserstein-1 distance between continuous and discrete distributions on the real line. Our approach rests on a new…

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…

For parameter estimation of continuous and discrete distributions, we propose a generalization of the method of moments (MM), where Stein identities are utilized for improved estimation performance. The construction of these Stein-type…

Let $\pi_n$ be a uniformly chosen random permutation on $[n]$. Using an analysis of the probability that two overlapping consecutive $k$-permutations are order isomorphic, the authors of a recent paper showed that the expected number of…

The term Gibbons conjecture is widely used in connection with symmetry results for the Allen-Cahn equation. However, its origin is less transparent than its frequent citation suggests. In this note, we revisit its emergence, tracing it to a…

We describe the probability theory behind a casino game, blackjack, and the procedure to compute the optimal strategy for a deck of arbitrary cards and player's expected win given that he follows the optimal strategy. The exact blackjack…

($k_1,k_2$)-runs have received a special attention in the literature and its distribution can be obtained using combinatorial method (Huang and Tsai) and Markov chain approach (Dafnis et al). But the formulae are difficult to use when the…

The discrete distribution of the length of longest increasing subsequences in random permutations of $n$ integers is deeply related to random matrix theory. In a seminal work, Baik, Deift and Johansson provided an asymptotics in terms of…

We offer an alternative proof, using the Stein-Chen method, of Bollob\'{a}s' theorem concerning the distribution of the extreme degrees of a random graph. Our proof also provides a rate of convergence of the extreme degree to its asymptotic…

We propose a novel use of a recent new computational tool for Bayesian inference, namely the Approximate Bayesian Computation (ABC) methodology. ABC is a way to handle models for which the likelihood function may be intractable or even…

We consider the problem of efficiently computing the maximum likelihood estimator in Generalized Linear Models (GLMs) when the number of observations is much larger than the number of coefficients ($n \gg p \gg 1$). In this regime,…

We present a new algorithm for approximate inference in probabilistic programs, based on a stochastic gradient for variational programs. This method is efficient without restrictions on the probabilistic program; it is particularly…

This paper presents a brief historical survey of iterative methods for solving linear systems of equations. The journey begins with Gauss who developed the first known method that can be termed iterative. The early 20th century saw good…

Von Renesse and the author (Ann. Prob. '09) developed a second order calculus on the Wasserstein space P([0,1]) of probability measures on the unit interval. The basic objects of interest had been Dirichlet form, semigroup and continuous…

We show that a method proposed recently, based on the characteristic polynomial of an effective Hamiltonian, had been developed several years earlier by other authors in a clearer and more general way. We outline both implementations of the…

I review the classical theory of likelihood based inference and consider how it is being extended and developed for use in complex models and sampling schemes.

Richard Arnold Epstein (1927-2016) published the first edition of "The Theory of Gambling and Statistical Logic" in 1967. He introduced some material on round-robin tournaments (complete oriented graphs) with n labeled vertices in Chapter…