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Workshop on New Directions in Stein's Method
(18 - 29 May 2015)

 

Organizing Committee · Visitors and Participants · Overview · Activities · Venue

 

 Organizing Committee


Chair


Members


 Visitors and Participants

 

 

 Overview

 

One of the greatest accomplishments of probability theory is its success in expressing specific aspects of complicated random phenomena by means of relatively simple limiting distributions. These limits often exhibit a certain “universality” in that they depend only on the most fundamental properties of the models of interest. The classical central limit theorem is the prototype of such results, stating that, under some rather weak moment conditions, a sum of independent random variables, normalised appropriately, will converge to a Gaussian distribution. With approximations of finite systems by their limits, both in theory and applications, comes the need to bound the approximation error, and it is here where Stein's method, introduced in 1970 by Charles Stein, has played an important role over the last few decades.

 

Perhaps the main advantage of the method is its robustness with respect to dependence in probabilistic models. The method is by no means confined to sums, or to independent random variables, or to approximating distributions such as the normal, which has a nice and explicit probability density function. Indeed, Stein’s method for both normal and non-normal approximations has found applications in a large variety of areas, including statistics, point process theory, combinatorics, number theory, random graph theory, random matrix theory, and statistical physics, to name but a few.

 

The past two programmes in 2003 and 2008, and a workshop in 2009, all held at IMS, illustrate both the variety and the depth of the field, which has continued to grow since then. The combination of Malliavin calculus and Stein’s method has proved to be very fruitful, having been applied not only to functionals of Gaussian fields, but also to functionals of Rademacher sequences and Poisson point processes. The use of Stein couplings to prove concentration of measure inequalities has opened a new avenue for handling complicated systems exhibiting genuine dependence. Stein’s method has also been extended to obtain very refined moderate deviation results. Multivariate normal approximation, technically notoriously difficult, has seen important developments, for example pushing the dependence on the dimensionality towards the optimal range. Various new distributional transforms have been discovered and successfully combined with Stein’s method.

 

Considering the diversity and the new exciting directions of recent advances, we believe now is the right time to organise a comprehensive workshop on Stein's method and its applications. We plan to bring together not only active researchers directly working in the area, but also those who apply Stein's method in their work in order to stimulate, strengthen and develop existing interactions between theory and practice. The National University of Singapore has long been a centre of research in Stein's method, having been the base of major programmes and the home to a number of researchers who have been influential in its development. The combination of these many factors makes Singapore a natural place in which to conduct the workshop, with the resulting benefit of fostering collaborations, both locally and internationally.



 Activities


Monday, 18 May 2015

08:40am - 08:50am

Registration

08:50am - 09:00am

Opening Remarks

 

Chair: Larry Goldstein, University of Southern California

09:00am - 09:45am

Cramer type moderate deviations by Stein's method (PDF)
Qi-Man Shao, Chinese University of Hong Kong, Hong Kong

09:45am - 10:30am

Error bounds for the random sums CLT by Stein's method of normal approximation
Christian Döbler, University of Luxembourg, Luxembourg

10:30am - 11:00am

--- Group Photo & Coffee Break ---

11:00am - 11:45am

Monotone couplings: Stein's method and beyond (PDF)
Fraser Daly, Heriot-Watt University, UK

11.45am - 01:15pm

--- Lunch ---

 

Chair: Nathan Ross, The University of Melbourne, Australia

01:15pm - 02:00pm

Stein's method for alpha-stable distributions
Partha Dey, University of Illinois at Urbana-Champaign, USA

02:00pm - 02:30pm

--- Coffee Break ---

02:30pm - 03:15pm

Central limit theorems and bootstrap in high dimensions (PDF)
Victor Chernozhukov, Massachusetts Institute of Technology, USA

Tuesday, 19 May 2015

08:50am - 09:00am

Registration

 

Chair: Giovanni Peccati, University of Luxembourg, Luxembourg

09:00am - 09:45am

Stein's method and functionals of convex hulls (PDF)
Joe Yukich, Lehigh University, USA

09:45am - 10:30am

Functional Poisson approximation in Kantorovich-Rubinstein distance with applications to U-statistics and stochastic geometry
Matthias Schulte, Karlsruhe Institute of Technology, Germany

10:30am - 11:00am

--- Coffee Break ---

11:00am - 11:45am

Kolmogorov Berry-Esseen bounds for binomial functionals (PDF)
Raphael Lachieze-Rey, University of Southern California, USA

11.45am - 01:15pm

--- Lunch ---

 

Chair: Jay Bartroff, University of Southern California, USA

01:15pm - 02:00pm

Isolated points in the random connection model
Mathew Penrose, University of Bath, UK

02:00pm - 02:30pm

--- Coffee Break ---

02:30pm - 03:15pm

Steining the steiner formula (PDF)
Ivan Nourdin, Université du Luxembourg, Luxembourg

06:15pm

Dinner (Volunteer and self paid)
Red House Seafood Restaurant @Robertson Quay

Wednesday, 20 May 2015

08:50am - 09:00am

Registration

 

Chair: Dominic Schuhmacher, Georg-August-Universität Göttingen, Germany

09:00am - 09:45am

Distributional limits for (i) a new family of Polya urn models with immigration or (ii) preferential attachment networks where entering nodes having a random number of initial edges
Nathan Ross, The University of Melbourne, Australia

09:45am - 10:30am

Stein approximation for Ito and Skorohod integrals by Edgeworth type expansions
Nicolas Privault, Nanyang Technological University

10:30am - 11:00am

--- Coffee Break ---

11:00am - 11:45am

Malliavin-Stein method for Variance-Gamma approximation on Wiener space (PDF)
Peter Eichelsbacher, Ruhr-University of Bochum, Germany

11.45am - 01:15pm

--- Lunch Reception at IMS ---

02:00pm

Excursion: Gardens by the Bay (Volunteer and self paid)

Thursday, 21 May 2015

08:50am - 09:00am

Registration

 

Chair: Ivan Nourdin, Université du Luxembourg, Luxembourg

09:00am - 09:45am

On the use of Markov triplets for limit theorems and moment inequalities (PDF)
Guillaume Poly, Université de Rennes, France

09:45am - 10:30am

A second order Poincar\'e inequality for functionals of general Poisson processes (PDF)
Gunter Last, Karlsruhe Institute of Technology, Germany

10:30am - 11:00am

--- Coffee Break ---

11:00am - 11:45am

Limit theorems for Poisson U-statistics (PDF)
Matthias Reitzner, University of Osnabruck, Germany

11.45am - 01:15pm

--- Lunch ---

 

Chair: Gesine Reinert, University of Oxford, UK

01:15pm - 02:00pm

Beating log-Sobolev, one Stein's kernel at a time (PDF)
Giovanni Peccati, University of Luxembourg, Luxembourg

02:00pm - 02:30pm

--- Coffee Break ---

02:30pm - 04:05pm

Short Talks

02:30pm - 02:55pm

Short Talks: On bounds in multivariate Poisson approximations (PDF)
Tran Loc Hung, University of Finance and Marketing, Vietnam

02:55pm - 03:20pm

Short Talks: Approximating the CLT using Stein's method (PDF)
Ben Berckmoes, University of Antwerp, Belgium

03:20pm - 03:45pm

Short Talks: Conditional distribution approximation with birth death processes (PDF)
Han Liang Gan, Washington University in St. Louis, USA

03:45pm - 04:05pm

Short Talks: Concentration inequalities by Stein couplings (PDF)
Daniel Paulin, National University of Singapore

Friday, 22 May 2015

08:50am - 09:00am

Registration

 

Chair: Erol Peköz, Boston University, USA

09:00am - 09:45am

Bounds to the normal for group sequential statistics with covariates (PDF)
Jay Bartroff, University of Southern California, USA

09:45am - 10:30am

Mixing times for abelian sandpiles
John Pike, Cornell University, USA

10:30am - 11:00am

--- Coffee Break ---

11:00am - 11:45am

A canonical approach to Stein's density approach (PDF)
Yvik Swan, Université de Liège, Belgium

11.45am - 01:15pm

--- Lunch ---

 

Chair: Mathew Penrose, University of Bath, UK

01:15pm - 02:00pm

Stein's method and the many-worlds interpretation of quantum mechanics (PDF)
Ian McKeague, Columbia University, USA

02:00pm - 02:30pm

--- Coffee Break ---

02:30pm - 03:15pm

Matrix concentration inequalities via the method of exchangeable pairs
Joel A. Tropp, California Institute of Technology, USA

Monday, 25 May 2015

08:40am - 08:50am

Registration

08:50am - 09:00am

Opening Remarks

 

Chair: Adrian Roellin, National University of Singapore

09:00am - 09:45am

Progress using Stein's method for strong embeddings (PDF)
Larry Goldstein, University of Southern California, USA

09:45am - 10:30am

Stein's method for Gibbs point process approximation (PDF)
Dominic Schuhmacher, Georg-August-Universität Göttingen, Germany

10:30am - 11:00am

--- Coffee Break ---

11:00am - 11:45am

Stein's method for steady-state diffusion approximations (PDF)
Jim Dai, Cornell University, USA

11.45am - 01:15pm

--- Lunch ---

 

Chair: Neelesh Upadhye, Indian Institute of Technology Madras, India

01:15pm - 02:00pm

On the probability approximation of spatial point processes (PDF)
Giovanni Luca Torrisi, Consiglio Nazionale delle Ricerche, Italy

02:00pm - 02:30pm

--- Coffee Break ---

02:30pm - 03:15pm

Multivariate normal approximation: permutation statistics, local dependence and beyond (PDF)
Martin Raic, University of Ljubljana and University of Primorska, Slovenia

Tuesday, 26 May 2015

08:50am - 09:00am

Registration

 

Chair: Peter Eichelsbacher, Ruhr-University of Bochum, Germany

09:00am - 09:45am

Some applications of Stein's method to number theory (PDF)
Adam Harper, Jesus College, UK

09:45am - 10:30am

Stein's method and subsequence problems (PDF)
Christian Houdré, Georgia Institute of Technology, USA

10:30am - 11:00am

--- Coffee Break ---

11:00am - 11:45am

On the weak convergence of Poisson-Mixture sums via Stein's method (PDF)
Uwe Schmock, Vienna University of Technology, Austria

11.45am - 01:15pm

--- Lunch ---

 

Chair: Yvik Swan, Université de Liège, Belgium

01:15pm - 02:00pm

Gaussian and bootstrap approximations to suprema of empirical processes (PDF)
Kengo Kato, University of Tokyo, Japan

02:00pm - 02:30pm

--- Coffee Break ---

02:30pm - 03:15pm

Coupling the binary tree with continuum random tree and more
Erol Peköz, Boston University, USA

Wednesday, 27 May 2015

08:50am - 09:00am

Registration

 

Chair: Aihua Xia, The University of Melbourne, Australia

09:00am - 09:45am

Stein couplings for normal approximation
Adrian Roellin, National University of Singapore

09:45am - 10:30am

General normal approximation with applications to random measures and Stein couplings (PDF)
Louis Chen, National University of Singapore

10:30am - 11:00am

--- Coffee Break ---

11:00am - 11:45am

Stein's method and characteristic functions (PDF)
Alexander Tikhomirov, Syktyvkar State University, Russia

Thursday, 28 May 2015

08:50am - 09:00am

Registration

 

Chair: Nicolas Privault, Nanyang Technological University

09:00am - 09:45am

Random graphs, the Chen-Stein method and networking applications (PDF)
Ayalvadi Ganesh, University of Bristol, UK

09:45am - 10:30am

The Stein-Dirichlet-Malliavin method and applications to stochastic geometry (PDF)
Laurent Decreusefond, Paris Telecom, France

10:30am - 11:00am

--- Coffee Break ---

11:00am - 11:45am

Bounds with data and an almost sure central limit theorem using Stein's method (PDF)
Gesine Reinert, University of Oxford, UK

11.45am - 01:15pm

--- Lunch ---

 

Chair: Andrew Barbour, The University of Melbourne, Australia

01:15pm - 02:00pm

Poisson approximation for two scan statistics with rates of convergence (PDF)
Xiao Fang, National University of Singapore

02:00pm - 02:30pm

--- Coffee Break ---

02:30pm - 04:05pm

Short Talks

02:30pm - 02:55pm

Short Talks: On Stein operators for discrete approximations (PDF)
Neelesh Upadhye, Indian Institute of Technology Madras, India

02:55pm - 03:20pm

Short Talks:Stein's method for steady-state diffusion approximation of waiting times in a G/G/1 queue
Anton Braverman, Cornell University, USA

Friday, 29 May 2015

08:50am - 09:00am

Registration

 

Chair: Louis Chen, National University of Singapore

09:00am - 09:45am

Rates of convergence for multivariate normal approximations by Stein's method (PDF)
Robert Gaunt, University of Oxford, UK

09:45am - 10:30am

Multivariate approximation in total variation I (PDF)
Aihua Xia, The University of Melbourne, Australia

10:30am - 11:00am

--- Coffee Break ---

11:00am - 11:45am

Multivariate approximation in total variation II (PDF)
Andrew Barbour, The University of Melbourne, Australia


 

Students and researchers who are interested in attending these activities are requested to complete the online registration form.

The following do not need to register:

  • Those invited to participate.


 Venue

 


Organizing Committee · Visitors and Participants · Overview · Activities · Venue

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