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IEEE transactions on information theory, ISSN 1557-9654, 2018, Volume 64, Issue 2, pp. 1083 - 1091
Journal Article
Statistics and Probability Letters, ISSN 0167-7152, 04/2016, Volume 111, pp. 67 - 71
We present a general characterization theorem for parametric probability distributions in terms of a differential operator akin to the so-called Stein... 
Parametric distributions | Stein’s method | Stein operators | Stein's method | Analysis | Distribution (Probability theory)
Journal Article
Probability surveys, ISSN 1549-5787, 2017, Volume 14, Issue 2017, pp. 1 - 52
Journal Article
Journal of mathematical analysis and applications, ISSN 0022-247X, 2019, Volume 469, Issue 1, pp. 260 - 279
We build upon recent advances on the distributional aspect of Stein's method to propose a novel and flexible technique for computing Stein operators for random... 
Variance-gamma distribution | Product distributions | Stein's method | Stein operators | GAMMA | MATHEMATICS | RATES | MATHEMATICS, APPLIED | APPROXIMATION | PRODUCTS | RANDOM-VARIABLES | BETA
Journal Article
Stochastic Processes and their Applications, ISSN 0304-4149, 11/2017, Volume 127, Issue 11, pp. 3661 - 3688
We provide the first in-depth study of the Laguerre interpolation scheme between an arbitrary probability measure and the gamma distribution. We propose new... 
Representation formulae | Gamma approximation | Smart path | Semigroup interpolation | Entropy | De Bruijn identity | Fisher information | INEQUALITIES | STATISTICS & PROBABILITY | CENTRAL-LIMIT-THEOREM
Journal Article
Journal Article
IEEE Transactions on Information Theory, ISSN 0018-9448, 09/2013, Volume 59, Issue 9, pp. 5584 - 5591
Journal Article
Stochastic processes and their applications, ISSN 0304-4149, 2019, Volume 129, Issue 7, pp. 2341 - 2375
We provide a bound on a distance between finitely supported elements and general elements of the unit sphere of ℓ2(N∗). We use this bound to estimate the... 
Stein discrepancy | Variance-gamma distribution | Malliavin Calculus | Second Wiener chaos | Wasserstein-2 distance | DISTRIBUTIONS | STEINS METHOD | LIMIT-THEOREMS | PRODUCTS | STATISTICS & PROBABILITY
Journal Article
Statistica Sinica, ISSN 1017-0405, 1/2013, Volume 23, Issue 1, pp. 305 - 332
Journal Article
Journal of Functional Analysis, ISSN 0022-1236, 03/2014, Volume 266, Issue 5, pp. 3170 - 3207
Journal Article
The Annals of applied probability, ISSN 1050-5164, 2017, Volume 27, Issue 1, pp. 216 - 241
this paper, we propose tight upper and lower bounds for the Wasser-stein distance between any two univariate continuous distributions with probability... 
Prior distribution | Bayesian analysis | Stein's method | Posterior distribution | DISTRIBUTIONS | prior distribution | STEINS METHOD | posterior distribution | STATISTICS & PROBABILITY
Journal Article
Electronic Communications in Probability, ISSN 1083-589X, 01/2013, Volume 18, pp. 1 - 14
We provide a new perspective on Stein's so-called density approach by introducing a new operator and characterizing class which are valid for a much wider... 
Probability metrics | Magic factors | Stein's density approach | Generalized Fisher information | Pinsker's inequality | APPROXIMATION | magic factors | STATISTICS & PROBABILITY | ORTHOGONAL POLYNOMIALS | generalized Fisher information | probability metrics | VARIANCE BOUNDS | CENTRAL-LIMIT-THEOREM | ENTROPY
Journal Article
Journal of Econometrics, ISSN 0304-4076, 02/2013, Volume 172, Issue 2, pp. 195 - 204
Classical estimation techniques for linear models either are inconsistent, or perform rather poorly, under α-stable error densities; most of them are not even... 
Local asymptotic normality | LAD estimation | R-estimation | Stable distributions | Asymptotic relative efficiency | REGRESSION | TESTS | INFERENCE | DISTRIBUTIONS | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | DENSITIES | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS | PARAMETER
Journal Article
Bernoulli, ISSN 1350-7265, 02/2019, Volume 25, Issue 1, pp. 89 - 111
Hall et al. [Phys. Rev. X 4 (2014) 041013] recently proposed that quantum theory can be understood as the continuum limit of a deterministic theory in which... 
Stein’s method | Interacting particle system | Higher energy levels | Maxwell distribution | higher energy levels | DISTRIBUTIONS | RATES | Stein's method | interacting particle system | STATISTICS & PROBABILITY
Journal Article
Studies in Applied Mathematics, ISSN 0022-2526, 10/2011, Volume 127, Issue 3, pp. 221 - 249
We consider two‐person sports where each rally is initiated by a server, the other player (the receiver) becoming the server when he/she wins a rally.... 
SQUASH | BADMINTON | MATHEMATICS, APPLIED | PROBABILITY | TENNIS | STRATEGY | RACQUETBALL
Journal Article
Periodica Mathematica Hungarica, ISSN 0031-5303, 12/2013, Volume 67, Issue 2, pp. 143 - 154
... SELF-NORMALIZED SUMS Siegfried H ormann 1 and Yvik Swan 2 1 D epartement de math ematique, Universit e libre de Bruxelles (ULB) Bd. Triomphe, CP210, Brussels... 
heavy tails | normal approximation error | empirical correlation | Mathematics, general | Mathematics | Student t -statistic | 60F05 | self-normalized sums | Student t-statistic | DISTRIBUTIONS | MATHEMATICS | MATHEMATICS, APPLIED
Journal Article
Journal of applied probability, ISSN 0021-9002, 03/2009, Volume 46, Issue 1, pp. 1 - 18
Let X 1, X 2, …, X n be independent random variables uniformly distributed on [0,1]. We observe these sequentially and have to stop on exactly one of them. No... 
Secretary problem | Optimal stopping | Poisson embedding | Robbins' problem | 60G40 | secretary problem
Journal Article
09/2019
We build on the formalism developed in [arXiv:1906.08372v1] to propose new representations of solutions to Stein equations. We provide new uniform and non... 
Mathematics - Probability
Journal Article
Journal of Applied Probability, ISSN 0021-9002, 3/2009, Volume 46, Issue 1, pp. 1 - 18
Let X₁, X₂,..., X n be independent random variables uniformly distributed on [0, 1]. We observe these sequentially and have to stop on exactly one of them. No... 
Penalty function | Optimal strategies | Approximation | Differential equations | Losses incurred | Mathematical functions | Random variables | Poisson process | Asymptotic value | STATISTICS & PROBABILITY | Optimal stopping | Poisson embedding | secretary problem | Robbins' problem
Journal Article
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