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Workshop on Stein's Method
(31 March - 4 April 2008)

Organizing Committee · Visitors and Participants · Overview · Venue · Schedule · Enquiries

 

 Organizing Committee

 

Chair

  • Andrew Barbour (University of Zurich)

 

Members

  • Kwok-Pui Choi (National University of Singapore)
  • Aihua Xia (University of Melbourne)

 

 Visitors and Participants

 

 

 Overview

 

Stein's startling technique for deriving probability approximations first appeared about 30 years ago. It provides a tool for obtaining them in a wide variety of situations, including those in which dependence plays an important part. In contrast to many approaches, his method delivers estimates for the error in the approximation, and not just a proof of convergence in some limit. Nor is there in principle any restriction on the distribution to be approximated; it can equally well be normal, or Poisson, or that of the whole path of a random process.


Since Stein's pioneering work, much has been done to refine and develop his method, but it remains a highly active field of research, with many outstanding problems, both theoretical and in applications.  The aim of this workshop is to bring together many of the mathematicians at the forefront of this effort, to report on the newest developments and to initiate further joint projects. At the same time, we wish to encourage young mathematicians to participate in the meeting, and to share in our enthusiasm for the field.


 Venue

 


 Schedule


Monday, 31 Mar 2008

11:00am - 11:15am

Opening Remarks

11:15am - 12:00nn

L^1 bounds in normal approximation (PDF)
Larry Goldstein, University of Southern California, USA

12:00nn - 02:00pm

--- Lunch Break ---

02:00pm - 02:45pm

Metrics for point process approximation

Dominic Schuhmacher, The University of Western Australia, Australia

02:50pm - 03:35pm

Stein's method and infinitesimal symmetries

Elisabeth Meckes, Cornell University, USA

03:35pm - 04:05pm

--- Coffee Break ---

04:05pm - 04:50pm

Approximating probabilities from point processes

Tim Brown, La Trobe University, Australia

 

End of Day 1

Tuesday, 1 Apr 2008

10:00am - 10:45am

Stein's method on a Gaussian space, I: general theory

Giovanni Peccati, Université Pierre et Marie Curie (Paris VI), France

10:45am - 11:15am

--- Coffee Break ---

11:15am - 12:00nn

Stein's method on a Gaussian space, II: applications

Ivan Nourdin, Université Pierre et Marie Curie (Paris VI), France

12:00nn - 02:00pm

--- Lunch Break ---

02:00pm - 02:45pm

How to remove the exchangeability condition in Stein's method

Adrian Röllin, University of Oxford, UK

02:50pm - 03:35pm

Stein's method and the spectrum of Markov chains

Jason Fulman, University of Southern California, USA

03:35pm - 04:05pm

--- Coffee Break ---

 

End of Day 2

Wednesday, 2 Apr 2008

10:00am - 10:45am

Closeness of convolutions of probability measures

Bero Roos, University of Leicester, UK

10:45am - 11:15am

--- Coffee Break ---

11:15am - 12:00nn

Some general facts concerning asymptotic proximity of distributions, and some particular limit theorems

Vladimir Rotar, San Diego State University, USA

12:00nn - 02:00pm

--- Lunch Break ---

 

End of Day 3

Thursday, 3 Apr 2008

10:00am - 10:45am

Stein factors from generating functions and compound geometric approximation

Fraser Daly, University of Nottingham, UK

10:45am - 11:15am

--- Coffee Break ---

11:15am - 12:00nn

Multivariate exchangeable pairs in Stein's method for multivariate normal approximation

Gesine Reinert, University of Oxford, UK

12:00nn - 02:00pm

--- Lunch Break ---

02:00pm - 02:45pm

Normal approximation in stochastic geometry and particle systems

Mathew Penrose, University of Bath, UK

02:50pm - 03:35pm

Central limit theorems for convex hulls

Joe Yukich, Lehigh University, USA

03:35pm - 04:05pm

--- Coffee Break ---

 

End of Day 4

Friday, 4 Apr 2008

10:00am - 10:45am

The polynomial birth-death process approximation
Aihua Xia, University of Melbourne, Australia

10:45am - 11:15am

--- Coffee Break ---

11:15am - 12:00nn

Matrix correlation statistics
Andrew Barbour, University of Zurich, Switzerland

12:00nn - 02:00pm

--- Lunch Break ---

02:00pm - 02:45pm

Discretized normal approximation

Louis Chen, National University of Singapore, Singapore

02:45pm - 03:15pm

--- Coffee Break ---

 

End of Day 5


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.

 

 Enquiries

 

For general enquiries, please email us at ims(AT)nus.edu.sg.

For enquiries on scientific aspects of the program, please email Andrew Barbour at a.d.barbour(AT)math.unizh.ch.

 

 

Organizing Committee · Visitors and Participants · Overview · Venue · Schedule · Enquiries

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