Please use this identifier to cite or link to this item:
https://doi.org/10.1214/11-AIHP473
DC Field | Value | |
---|---|---|
dc.title | Stein's method in high dimensions with applications | |
dc.contributor.author | Röllin, A. | |
dc.date.accessioned | 2014-10-28T05:15:32Z | |
dc.date.available | 2014-10-28T05:15:32Z | |
dc.date.issued | 2013-05 | |
dc.identifier.citation | Röllin, A. (2013-05). Stein's method in high dimensions with applications. Annales de l'institut Henri Poincare (B) Probability and Statistics 49 (2) : 529-549. ScholarBank@NUS Repository. https://doi.org/10.1214/11-AIHP473 | |
dc.identifier.issn | 02460203 | |
dc.identifier.uri | http://scholarbank.nus.edu.sg/handle/10635/105396 | |
dc.description.abstract | Let h be a three times partially differentiable function on Rn, let X = (X1, +⋯, Xn) be a collection of real-valued random variables and let Z = (Z1, +⋯, Zn) be a multivariate Gaussian vector. In this article, we develop Stein's method to give error bounds on the difference Eh(X) - Eh(Z) in cases where the coordinates of X are not necessarily independent, focusing on the high dimensional case n→∞. In order to express the dependency structure we use Stein couplings, which allows for a broad range of applications, such as classic occupancy, local dependence, Curie-Weiss model, etc. We will also give applications to the Sherrington-Kirkpatrick model and last passage percolation on thin rectangles. © 2013 Association des Publications de l'Institut Henri Poincaré. | |
dc.description.uri | http://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1214/11-AIHP473 | |
dc.source | Scopus | |
dc.subject | Curie-Weiss model | |
dc.subject | Gaussian interpolation | |
dc.subject | Last passage percolation on thin rectangles | |
dc.subject | Sherrington-Kirkpatrick model | |
dc.subject | Stein's method | |
dc.type | Article | |
dc.contributor.department | STATISTICS & APPLIED PROBABILITY | |
dc.description.doi | 10.1214/11-AIHP473 | |
dc.description.sourcetitle | Annales de l'institut Henri Poincare (B) Probability and Statistics | |
dc.description.volume | 49 | |
dc.description.issue | 2 | |
dc.description.page | 529-549 | |
dc.description.coden | AHPBA | |
dc.identifier.isiut | 000325834600009 | |
Appears in Collections: | Staff Publications |
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