论文标题

零偏差增强了斯坦因耦合

Zero Bias Enhanced Stein Couplings

论文作者

Goldstein, Larry

论文摘要

Chen and Roellin(2010)的Stein耦合大大扩展了Stein方法中的耦合构建的应用范围,可以应用正常近似值,并涵盖了Stein的经典可交换对以及大小的偏见耦合。进一步的简单概括包括零偏置耦合,还允许耦合不准确的情况。零偏差版本导致界限,通常不需要有条件期望的方差的繁琐计算。灯泡过程的一个示例表明,即使该方法可能易于应用,它也可能会比以前的结果相比,以最佳的速率和较小的明确常数达到界限。

The Stein couplings of Chen and Roellin (2010) vastly expanded the range of applications for which coupling constructions in Stein's method for normal approximation could be applied, and subsumed both Stein's classical exchangeable pair, as well as the size bias coupling. A further simple generalization includes zero bias couplings, and also allows for situations where the coupling is not exact. The zero bias versions result in bounds for which often tedious computations of a variance of a conditional expectation is not required. An example to the Lightbulb process shows that even though the method may be simple to apply, it may yield improvements over previous results that had achieved bounds with optimal rates and small, explicit constants.

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