Workshop on Stein’s Method

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Workshop on Stein’s Method

Workshop on Stein’s Method

(31 Mar – 4 Apr 2008)

Organizing Committee

Chair

Andrew Barbour (University of Zurich)

Members

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

Confirmed Visitors

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

IMS Auditorium
Detailed instruction on how to get to the institute by public or private transport

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

Registration

Please complete the online registration form.

Contacts

General enquiries: Secretary (ims(AT)nus.edu.sg)
Enquires on scientific aspects: Andrew Barbour (a.d.barbour(AT)math.unizh.ch)