相关论文: Stein's Method and Minimum Parsimony Distance afte…
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…
Consider a graph on randomly scattered points in an arbitrary space, with two points $x,y$ connected with probability $\phi(x,y)$. Suppose the number of points is large but the mean number of isolated points is $O(1)$. We give general…
In this paper, we present a detailed proof for the exhibition of a cutoff for the one-sided transposition (OST) shuffle on the generalized symmetric group $G_{m,n}$. Our work shows that based on techniques for $m \leq 2$ proven by…
This paper considers the problem of regression over distributions, which is becoming increasingly important in machine learning. Existing approaches often ignore the geometry of the probability space or are computationally expensive. To…
The telegraph process models a random motion with finite velocity and it is usually proposed as an alternative to diffusion models. The process describes the position of a particle moving on the real line, alternatively with constant…
In this paper we extend Stein's method to the distribution of the product of $n$ independent mean zero normal random variables. A Stein equation is obtained for this class of distributions, which reduces to the classical normal Stein…
Recent years have witnessed a tremendous growth using topological summaries, especially the persistence diagrams (encoding the so-called persistent homology) for analyzing complex shapes. Intuitively, persistent homology maps a potentially…
A number of fields, including the study of genome rearrangements and the design of interconnection networks, deal with the connected problems of sorting permutations in "as few moves as possible", using a given set of allowed operations, or…
The prefix exchange distance of a permutation is the minimum number of exchanges involving the leftmost element that sorts the permutation. We give new combinatorial proofs of known results on the distribution of the prefix exchange…
In this article, we first obtain, for the Kolmogorov distance, an error bound between a tempered stable and a compound Poisson distribution and also an error bound between a tempered stable and an alpha stable distribution via Stein method.…
In this note, we revisit the recursive random contraction algorithm of Karger and Stein for finding a minimum cut in a graph. Our revisit is occasioned by a paper of Fox, Panigrahi, and Zhang which gives an extension of the Karger-Stein…
We present a way to use Stein's method in order to bound the Wasserstein distance of order $2$ between two measures $\nu$ and $\mu$ supported on $\mathbb{R}^d$ such that $\mu$ is the reversible measure of a diffusion process. In order to…
Motivated by the omnipresence of extreme value distributions in limit theorems involving extremes of random processes, we adapt Stein's method to include these laws as possible target distributions. We do so by using the generator approach…
We show how the infinitesimal exchangeable pairs approach to Stein's method combines naturally with the theory of Markov semigroups. We present a multivariate normal approximation theorem for functions of a random variable invariant with…
The random transposition shuffle on repeated cards induces a Markov chain on the quotient space of arrangements with multiplicities, and is equivalent to the many-urn mean-field Bernoulli-Laplace model introduced by Scarabotti. Writing…
In this paper we present a random shuffling scheme to apply with adaptive sorting algorithms. Adaptive sorting algorithms utilize the presortedness present in a given sequence. We have probabilistically increased the amount of presortedness…
We consider additive functionals of systems of random measures whose initial configuration is given by a Poisson point process, and whose individual components evolve according to arbitrary Markovian or non-Markovian measure valued…
We establish inequalities for assessing the distance between the distribution of errors of partially observed high-frequency statistics of multidimensional L\'evy processes and that of a mixed Gaussian random variable. Furthermore, we…
This paper provides an introduction to the Stein method framework in the context of steady-state diffusion approximations. The framework consists of three components: the Poisson equation and gradient bounds, generator coupling, and moment…
Bayesian inference problems require sampling or approximating high-dimensional probability distributions. The focus of this paper is on the recently introduced Stein variational gradient descent methodology, a class of algorithms that rely…