吴文俊数学重点实验室概率与统计系列讲座之三【邵��教授】
题目: Introduction to Stein's Method
报告人：邵��教授
香港中文大学
报告时间：
时间 | 地点 |
10月25日（周五) 上午 9:45-11:20 | 五教 5306 |
10月25日（周五）下午2:00-5:00 | 五教 5207 |
10月26日（周六）上午9:00-11:30 | 管理科研楼1518 |
摘要:
Stein's method is a powerful tool in estimating accuracy of various probability approximations.
It works for both independent and dependent random variables. The method can be used for normal approximation and also for non-normal approximation. The method has been successfully applied to study the absolute error of approximations and the relative error as well.
This series of talks will present main ideas and basic techniques of Stein's method. Uniform and non-uniform Berry-Esseen bounds, Cramer type moderate deviation results as well as some recent developments on Stein's method will be discussed. The talks are based on the book "Normal Approximation by Stein's method" by Chen, Goldstein and Shao (2011).
主办单位: 365英国上市官网
中科院吴文俊数学重点实验室
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