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Anastasiou A, Barp A, Briol FX, Ebner B, Gaunt RE, Ghaderinezhad F, Gorham J, Gretton A, Ley C, Liu Q, Mackey L, Oates CJ, Reinert G, Swan Y. Stein’s Method Meets Computational Statistics: A Review of Some Recent Developments. Stat Sci 2022. [DOI: 10.1214/22-sts863] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 12/24/2022]
Affiliation(s)
- Andreas Anastasiou
- Andreas Anastasiou is a Lecturer, Department of Mathematics and Statistics, University of Cyprus, P.O. Box: 20537, 1678 Nicosia, Cyprus
| | - Alessandro Barp
- Alessandro Barp is a Research Associate, University of Cambridge, Engineering Dept, Trumpington St, Cambridge CB2 1PZ, UK
| | - François-Xavier Briol
- François-Xavier Briol is a Lecturer, University College London, 1-19 Torrington Place, London WC1E 7HB, UK
| | - Bruno Ebner
- Bruno Ebner is a Lecturer, Institute of Stochastics, Karlsruhe Institute of Technology (KIT), Englerstr. 2, 76128 Karlsruhe, Germany
| | - Robert E. Gaunt
- Robert E. Gaunt is a Lecturer, The University of Manchester, Oxford Road, Manchester M13 9PL, UK
| | - Fatemeh Ghaderinezhad
- Fatemeh Ghaderinezhad is a Data Analyst, amfori, The Gradient Building, Avenue de Tervueren 270, 1150 Brussels, Belgium
| | - Jackson Gorham
- Jackson Gorham is a Data Scientist, Whisper.ai, Inc., USA
| | - Arthur Gretton
- Arthur Gretton is Professor with the Gatsby Computational Neuroscience Unit, University College London, Sainsbury Wellcome Centre, 25 Howland Street, London W1T 4JG, UK
| | - Christophe Ley
- Christophe Ley is Associate Professor, University of Luxembourg, Maison du Nombre, 6 Avenue de la Fonte, L-4364 Esch-sur-Alzette, Luxembourg
| | - Qiang Liu
- Qiang Liu is Assistant Professor, The University of Texas at Austin, Austin, Texas 78712, USA
| | - Lester Mackey
- Lester Mackey is Principal Researcher, Microsoft Research New England, 1 Memorial Drive, Cambridge, Massachusetts 02142, USA
| | | | - Gesine Reinert
- Gesine Reinert is Professor, University of Oxford, Department of Statistics, 24-29 St Giles’, Oxford OX1 3LB, UK
| | - Yvik Swan
- Yvik Swan is Professor, Université Libre de Bruxelles, Department of Mathematics—CP 210, Boulevard du Triomphe, 1050 Brussels, Belgium
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Betsch S, Ebner B, Klar B. Minimum
L
q
‐distance estimators for non‐normalized parametric models. CAN J STAT 2020. [DOI: 10.1002/cjs.11574] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/08/2022]
Affiliation(s)
- Steffen Betsch
- Institute of Stochastics Karlsruhe Institute of Technology (KIT) Karlsruhe Germany
| | - Bruno Ebner
- Institute of Stochastics Karlsruhe Institute of Technology (KIT) Karlsruhe Germany
| | - Bernhard Klar
- Institute of Stochastics Karlsruhe Institute of Technology (KIT) Karlsruhe Germany
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Villemonais D. Lower Bound for the Coarse Ricci Curvature of Continuous-Time Pure-Jump Processes. J THEOR PROBAB 2020. [DOI: 10.1007/s10959-019-00918-9] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/26/2022]
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Gaunt RE. Stein’s method and the distribution of the product of zero mean correlated normal random variables. COMMUN STAT-THEOR M 2019. [DOI: 10.1080/03610926.2019.1634210] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/26/2022]
Affiliation(s)
- Robert E. Gaunt
- School of Mathematics, The University of Manchester, Manchester, UK
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Courtade TA, Fathi M, Pananjady A. Existence of Stein kernels under a spectral gap, and discrepancy bounds. ANNALES DE L'INSTITUT HENRI POINCARÉ, PROBABILITÉS ET STATISTIQUES 2019. [DOI: 10.1214/18-aihp898] [Citation(s) in RCA: 21] [Impact Index Per Article: 4.2] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Ley C, Reinert G, Swan Y. Stein’s method for comparison of univariate distributions. PROBABILITY SURVEYS 2017. [DOI: 10.1214/16-ps278] [Citation(s) in RCA: 53] [Impact Index Per Article: 7.6] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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