零偏置增强型Stein联轴器

IF 0.5 4区 数学 Q4 STATISTICS & PROBABILITY
L. Goldstein
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引用次数: 0

摘要

Chen和Roellin(2010)的Stein耦合极大地扩大了Stein法正态近似方法中耦合结构的应用范围,并包含了Stein经典的可交换对以及尺寸偏置耦合。进一步的简单概括包括零偏置耦合,并且还允许耦合不精确的情况。零偏差版本产生的边界通常不需要对条件期望的方差进行繁琐的计算。Lightbulb过程的一个例子表明,尽管该方法应用起来可能很简单,但它可能会比以前的结果有所改进,以前的结果已经达到了最佳速率和小而明确的常数。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Zero bias enhanced Stein couplings
The Stein couplings of Chen and Roellin (2010) vastly expanded the range of applications for which coupling constructions in Stein's method for normal approximation could be applied, and subsumed both Stein's classical exchangeable pair, as well as the size bias coupling. A further simple generalization includes zero bias couplings, and also allows for situations where the coupling is not exact. The zero bias versions result in bounds for which often tedious computations of a variance of a conditional expectation is not required. An example to the Lightbulb process shows that even though the method may be simple to apply, it may yield improvements over previous results that had achieved bounds with optimal rates and small, explicit constants.
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来源期刊
Electronic Communications in Probability
Electronic Communications in Probability 工程技术-统计学与概率论
CiteScore
1.00
自引率
0.00%
发文量
38
审稿时长
6-12 weeks
期刊介绍: The Electronic Communications in Probability (ECP) publishes short research articles in probability theory. Its sister journal, the Electronic Journal of Probability (EJP), publishes full-length articles in probability theory. Short papers, those less than 12 pages, should be submitted to ECP first. EJP and ECP share the same editorial board, but with different Editors in Chief.
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