Use of exchangeable pairs in the analysis of simulations

By C. Stein, Persi Diaconis, Susan P. Holmes, Gesine Reinert. 2004

174 citations recorded by the source corpus.

Subfields: Computational Mathematics, Computational Theory and Mathematics

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Citations in the corpus

A Kernelized Stein Discrepancy for Goodness-of-fit Tests (2016, methodology): “We propose a simpler method for obtaining computational tractable Stein discrepancy S ( p, q ) by taking F to be a ball in a reproducing kernel Hilbert space (RKHS) associated with a smooth positive deﬁnite kernel k ( x, x (cid:48) ) .”
A short survey of Stein's method (2014, methodology): “ov chains (Diaconis [39]), strong approximation in the style of the KMT embedding theorem (my paper [24]), moderate deviations (Chen et al. [35]) and even in the analysis of simulations (Stein et al. [81]). A great deal of hard work has gone into proving sharp Berry-Ess´een bounds using Stein’s meth”
Convergence rates for a class of estimators based on Stein’s method (2016, background): “dness-of-t testing for the normal distribution (Stein, 1972). Since then, several statistical approaches have been proposed to assess how well one distribution approximates another, based on Eqn. 1 (Stein et al., 2004). An up-to-date and comprehensive account on these approaches is provided in Ley e”
Control variates for estimation based on reversible Markov chain Monte Carlo samplers (2012, methodology): “U/: .34/ This methodology has been used extensively in the literature, including, among others, by Andradòttir et al. (1993), Mira et al. (2003), Stein et al. (2004), Meyn (2007) and Hammer and Tjelmeland (2008).”
Variance-Gamma approximation via Stein's method (2013, background): “[43], the scope of which has recently been extended by Ley and Swan [24].”
Exponential Approximation by Stein's Method and Spectral Graph Theory (2006, unknown): “Section 4 of the paper Fulman (2008) used Stein’s method to study random spherical functions of Gelfand pairs.”
Stein's method for comparison of univariate distributions (2014, methodology): “whose form is reminiscent of the operator advocated by [92, 21].”
Stein's method for dependent random variables occurring in Statistical Mechanics (2009, methodology): “In [21], the method of exchangeable pairs was introduced for this class of distribution and used in a simulation context.”
Measuring Sample Quality with Diffusions (2016, methodology): “, [87, 11, 12] for explicit bounds or [54] for a recent review).”