Institute for Mathematical Sciences Event Archive
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Workshop on Stein's Method
(31 March - 4 April 2008)
Organizing Committee · Visitors and Participants · Overview · Venue · Schedule · Enquiries
Chair
- Andrew Barbour (University of Zurich)
Members
- Kwok-Pui Choi (National University of Singapore)
- Aihua Xia (University of Melbourne)
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.
Monday, 31 Mar 2008 |
|
11:00am - 11:15am |
Opening Remarks |
11:15am - 12:00nn |
L^1 bounds in normal approximation (PDF) |
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 |
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 |
10:45am - 11:15am |
--- Coffee Break --- |
11:15am - 12:00nn |
Matrix correlation statistics |
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.
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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
