Graduate Student / Postdoc Seminar
A New Approach to Stein's Method for Normal Approximation
Speaker: Partha Dey
Location: Warren Weaver Hall 1312
Date: Friday, April 12, 2013, 1 p.m.
Stein's method is a semi-classical tool for establishing distributional convergence with explicit rates, particularly effective in problems involving complex dependencies. Currently there are several approaches in using Stein's method for Gaussian Central Limit theorems, involving dependency graphs, exchangeable pairs, zero biasing, size biasing and others. In this talk I will briefly describe the main idea behind the method and the existing approaches for normal approximation, and finally explain a new approach for applying the method with examples. No knowledge beyond basic probability will be assumed.