Stein's method and stochastic analysis of Rademacher functionals

Stein's method and stochastic analysis of Rademacher functionals

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 require the classical use of exchangeable pairs, we employ a...

Descrizione completa

Dettagli Bibliografici
Autori principali:	Nourdin, I, Peccati, G, Reinert, G
Natura:	Journal article
Lingua:	English
Pubblicazione:	2008

Documenti analoghi

Second order Poincaré inequalities and CLTs on Wiener space
di: Nourdin, I, et al.
Pubblicazione: (2008)

Invariance principles for homogeneous sums: Universality of Gaussian Wiener chaos
di: Nourdin, I, et al.
Pubblicazione: (2009)

Gaussian approximation of functionals: Malliavin calculus and Stein's method
di: Reinert, G
Pubblicazione: (2011)

Malliavin–Stein method: a survey of some recent developments
di: Ehsan Azmoodeh, et al.
Pubblicazione: (2021-06-01)

Stein's method for discrete Gibbs measures
di: Eichelsbacher, P, et al.
Pubblicazione: (2008)

Stein's method for comparison of univariate distributions
di: Ley, C, et al.
Pubblicazione: (2016)

The KKL inequality and Rademacher type 2
di: Paata Ivanisvili, et al.
Pubblicazione: (2024-05-01)

Some applications of the Menshov–Rademacher theorem
di: Mukeru, Safari
Pubblicazione: (2021-09-01)

Mixed Rademacher and BPS black holes
di: Francesca Ferrari, et al.
Pubblicazione: (2017-07-01)

Stein's method for the Beta distribution and the Pólya-Eggenberger Urn
di: Goldstein, L, et al.
Pubblicazione: (2012)

Bounds for the chi-square approximation of Friedman's statistic by Stein's method
di: Gaunt, R, et al.
Pubblicazione: (2023)

First order covariance inequalities via Stein's method
di: Ernst, M, et al.
Pubblicazione: (2020)

Rademacher expansions and the spectrum of 2d CFT
di: Alday, LF, et al.
Pubblicazione: (2020)

A Rademacher-Type Formula for 𝑝𝑜𝑑(𝑛)
di: Vyacheslav Kiria-Kaiserberg
Pubblicazione: (2011-01-01)

A Rademacher Type Formula for Partitions and Overpartitions
di: Andrew V. Sills
Pubblicazione: (2010-01-01)

On the constant in Meńshov-Rademacher inequality
di: Levental Shlomo, et al.
Pubblicazione: (2006-01-01)

Chi-square approximation by Stein's method with application to Pearson's statistic
di: Gaunt, R, et al.
Pubblicazione: (2017)

Distributional transformations, orthogonal polynomials, and stein characterizations
di: Goldstein, L, et al.
Pubblicazione: (2005)

Distributional transformations, orthogonal polynomials, and Stein characterizations
di: Goldstein, L, et al.
Pubblicazione: (2005)

Heegaard floer correction terms and dedekind-rademacher sums
di: Jabuka, Stanislav, et al.
Pubblicazione: (2014)

Mining Sequential Patterns with VC-Dimension and Rademacher Complexity
di: Diego Santoro, et al.
Pubblicazione: (2020-05-01)

Estimates of the Approximation Error Using Rademacher Complexity: Learning Vector-Valued Functions
di: Sanguineti Marcello, et al.
Pubblicazione: (2008-01-01)

Estimates of the Approximation Error Using Rademacher Complexity: Learning Vector-Valued Functions
di: Giorgio Gnecco, et al.
Pubblicazione: (2009-02-01)

Empirical Bayes via ERM and Rademacher complexities: the Poisson model
di: Teh, Anzo Zhao Yang
Pubblicazione: (2023)

Multivariate normal approximation with Stein's method of exchangeable pairs under a general linearity condition
di: Reinert, G, et al.
Pubblicazione: (2007)

Differentiability and ApproximateDifferentiability for Intrinsic LipschitzFunctions in Carnot Groups and a RademacherTheorem
di: Franchi Bruno, et al.
Pubblicazione: (2014-01-01)

Stein's method for functional approximations
di: Kasprzak, M
Pubblicazione: (2018)

A kernelised Stein statistic for assessing implicit generative models
di: Xu, W, et al.
Pubblicazione: (2023)

A Stein goodness-of-test for exponential random graph models
di: Xu, W, et al.
Pubblicazione: (2021)

About interpolation of subspaces of rearrangement invariant spaces generated by Rademacher system
di: Sergey V. Astashkin
Pubblicazione: (2001-01-01)

Discrete orthogonal transform in signal processing based on the sequence of Fibonacci-Rademacher
di: Trương Hoàng Vinh
Pubblicazione: (2013-09-01)

Third cumulant stein approximation for Poisson stochastic integrals
di: Privault, Nicolas
Pubblicazione: (2021)

On RKHS choices for assessing graph generators via kernel Stein statistics
di: Weckbecker, M, et al.
Pubblicazione: (2022)

AgraSSt: approximate graph Stein statistics for interpretable assessment of implicit graph generators
di: Xu, W, et al.
Pubblicazione: (2023)

Exponential tail local Rademacher complexity risk bounds without the Bernstein condition
di: Kanade, V, et al.
Pubblicazione: (2024)

Exact half-BPS black hole entropies in CHL models from Rademacher series
di: Richard Nally
Pubblicazione: (2019-01-01)

Stein's method for functions of multivariate normal random variables
di: Gaunt, R
Pubblicazione: (2015)

Virginia Newhall Rademacher, Derivative Lives. Biofiction, Uncertainty, and Speculative Risk in Contemporary Spanish Narrative
di: J. Ignacio Díez
Pubblicazione: (2024-03-01)

Stein-type covariance identities: Klaassen, Papathanasiou and Olkin-Shepp type bounds for arbitrary target distributions
di: Ernst, M, et al.
Pubblicazione: (2018)

The Stein-Dirichlet-Malliavin method
di: Decreusefond L.
Pubblicazione: (2015-10-01)