相关论文: Exponential Approximation by Stein's Method and Sp…
We prove an exponential concentration bound for cover times of general graphs in terms of the Gaussian free field, extending the work of Ding-Lee-Peres and Ding. The estimate is asymptotically sharp as the ratio of hitting time to cover…
We use Stein's method to obtain explicit bounds on the rate of convergence for the Laplace approximation of two different sums of independent random variables; one being a random sum of mean zero random variables and the other being a…
In this paper, we consider the problem of parameter estimating for a family of exponential distributions. We develop the improved estimation method, which generalized the James--Stein approach for a wide class of distributions. The proposed…
An optimal bound on the quantiles of a certain kind of distributions is given. Such a bound is used in applications to Berry--Esseen-type bounds for nonlinear statistics.
The first part of this work considers the entropy of the sum of (possibly dependent and non-identically distributed) Bernoulli random variables. Upper bounds on the error that follows from an approximation of this entropy by the entropy of…
We develop Stein's method for the half-normal distribution and apply it to derive rates of convergence in distributional limit theorems for three statistics of the simple symmetric random walk: the maximum value, the number of returns to…
In this paper non-asymptotic exact exponential estimates are derived for the tail of maximum distribution of random field in the terms of majoring measures or, equally, generic chaining.
The aim of this paper is to present a new proof of an explicit version of the Berry-Ess\'{e}en type inequality of Bolthausen (Zeitschrift f\"ur Wahrscheinlichkeitstheorie und Verwandte Gebiete, 66, 379--386, 1984). The literature already…
In numerous instances, the generalized exponential distribution can be used as an alternative to the most widely used non-regular family of distributions: Weibull, gamma, lognormal with three-parameters when analyzing lifetime or any skewed…
Although asymptotic analyses of undirected network models based on degree sequences have started to appear in recent literature, it remains an open problem to study statistical properties of directed network models. In this paper, we…
The belief propagation (BP) algorithm is widely applied to perform approximate inference on arbitrary graphical models, in part due to its excellent empirical properties and performance. However, little is known theoretically about when…
This work obtains sharp closed-form exponential concentration inequalities of Bernstein type for the ubiquitous beta distribution, improving upon sub-gaussian and sub-gamma bounds previously studied in this context. The proof leverages a…
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…
We discuss Stein's method for approximation by the stationary distribution of a single-birth Markov chain, in conjunction with stochastic monotonicity and similar assumptions. We use bounds on the increments of the solution of Poisson's…
In this paper we obtain non-uniform Berry-Esseen bounds for normal approximations by the Malliavin-Stein method. The techniques rely on a detailed analysis of the solutions of Stein's equations and will be applied to functionals of a…
We establish central limit theorems for a large class of supercritical branching Markov processes in infinite dimension with spatially dependent and non-necessarily local branching mechanisms. This result relies on a fourth moment…
We establish an Expander Mixing Lemma for directed graphs in terms of the eigenvalues of an associated asymmetric transition probability matrix, extending the classical spectral inequality to the asymmetric setting. As an application, we…
We analyse the $\ell^2(\pi)$-convergence rate of irreducible and aperiodic Markov chains with $N$-band transition probability matrix $P$ and with invariant distribution $\pi$. This analysis is heavily based on: first the study of the…
We study the empirical spectral distribution of the normalized Laplacian of linear preferential attachment graphs in the Barab{\'a}si-Albert regime with fixed out-degree. For the resulting sequence of random multigraphs, we prove that the…
Renz (Ann. Probab. 1996) has established a rate of convergence $1/\sqrt{n}$ in the central limit theorem for martingales with some restrictive conditions. In the present paper a modification of the methods, developed by Bolthausen (Ann.…