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We establish various bounds on the solutions to a Stein equation for Poisson approximation in Wasserstein distance with non-linear transportation costs. The proofs are a refinement of those in [Barbour and Xia (2006)] using the results in…

概率论 · 数学 2020-04-01 Zhong-Wei Liao , Yutao Ma , Aihua Xia

We explore two aspects of geometric approximation via a coupling approach to Stein's method. Firstly, we refine precision and increase scope for applications by convoluting the approximating geometric distribution with a simple translation…

概率论 · 数学 2024-12-11 Fraser Daly , Claude Lefèvre

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…

概率论 · 数学 2025-10-01 David Grzybowski , Mark Meckes

We present an adaptation of Stein's method of normal approximation to the study of both discrete- and continuous-time dynamical systems. We obtain new correlation-decay conditions on dynamical systems for a multivariate central limit…

概率论 · 数学 2017-01-12 Olli Hella , Juho Leppänen , Mikko Stenlund

Using Stein's method and the Malliavin calculus of variations, we derive explicit estimates for the Gamma approximation of functionals of a Poisson measure. In particular, conditions are presented under which the distribution of a sequence…

概率论 · 数学 2013-09-16 Giovanni Peccati , Christoph Thaele

This work applies modern AI tools (transformers) to solving one of the oldest statistical problems: Poisson means under empirical Bayes (Poisson-EB) setting. In Poisson-EB a high-dimensional mean vector $\theta$ (with iid coordinates…

机器学习 · 计算机科学 2025-05-29 Anzo Teh , Mark Jabbour , Yury Polyanskiy

We obtain some approximation results for the weights appearing in the exchangeable partition probability function identifying Gibbs partition models of parameter $\alpha \in (0,1)$, as introduced in Gnedin and Pitman (2006). We rely on…

概率论 · 数学 2012-06-29 Annalisa Cerquetti

We consider the approximation of the stationary distribution of the finite inclusion process with the Poisson-Dirichlet distribution. Using Stein's method, we derive an explicit bound for the approximation error, which is of order 1/N in…

概率论 · 数学 2025-12-18 Han L. Gan

This paper introduces two mechanisms for computing over-approximations of sets of reachable states, with the aim of ensuring termination of state-space exploration. The first mechanism consists in over-approximating the automata…

形式语言与自动机理论 · 计算机科学 2013-11-27 Alois Dreyfus , Pierre-Cyrille Heam , Olga Kouchnarenko

This article compares the distributions of integer-valued random variables and Poisson random variables. It considers the total variation and the Wasserstein distance and provides, in particular, explicit bounds on the pointwise difference…

概率论 · 数学 2021-04-07 Federico Pianoforte , Matthias Schulte

We compute explicit bounds in the Gaussian approximation of functionals of infinite Rademacher sequences. Our tools involve Stein's method, as well as the use of appropriate discrete Malliavin operators. Although our approach does not…

概率论 · 数学 2009-05-21 Ivan Nourdin , Giovanni Peccati , Gesine Reinert

Although the study of weak convergence of superpositions of point processes to the Poisson process dates back to the work of Grigelionis in 1963, it was only recently that Schuhmacher [Stochastic Process. Appl. 115 (2005) 1819--1837]…

概率论 · 数学 2011-05-10 Louis H. Y. Chen , Aihua Xia

We provide a Poisson approximation result for dependent thinnings of Gibbs point processes as well as qualitative and quantitative central limit theorems for geometric functionals of Gibbs point processes in increasing observation windows.…

概率论 · 数学 2026-01-27 Christian Hirsch , Moritz Otto , Anne Marie Svane

Stein's method has been widely used for probability approximations. However, in the multi-dimensional setting, most of the results are for multivariate normal approximation or for test functions with bounded second- or higher-order…

概率论 · 数学 2018-08-16 Xiao Fang , Qi-Man Shao , Lihu Xu

Exponential random graph models are an important tool in the statistical analysis of data. However, Bayesian parameter estimation for these models is extremely challenging, since evaluation of the posterior distribution typically involves…

统计计算 · 统计学 2017-05-05 Lampros Bouranis , Nial Friel , Florian Maire

We derive sufficient conditions for the mixing of all orders of interacting transformations of a spatial Poisson point process, under a zero-type condition in probability and a generalized adaptedness condition. This extends a classical…

概率论 · 数学 2013-12-24 Nicolas Privault

One of the major themes of random matrix theory is that many asymptotic properties of traditionally studied distributions of random matrices are universal. We probe the edges of universality by studying the spectral properties of random…

概率论 · 数学 2014-06-30 Tobias Johnson

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 intensity of a Gibbs point process is usually an intractable function of the model parameters. For repulsive pairwise interaction point processes, this intensity can be expressed as the Laplace transform of some particular function.…

统计方法学 · 统计学 2017-12-11 Jean-François Coeurjolly , Frédéric Lavancier

Multivariate Poisson approximation of the length spectrum of random surfaces is studied by means of the Chen-Stein method. This approach delivers simple and explicit error bounds in Poisson limit theorems. They are used to prove that…

概率论 · 数学 2017-11-28 Bram Petri , Christoph Thaele