Stein factors for negative binomial approximation in Wasserstein distance

On Stein’s factors for Poisson approximation in Wasserstein distance

In this note, we provide a probabilistic proof of various Stein’s factors for Poisson approximation in terms of the Wasserstein distance.

Polynomial birth-death distribution approximation in Wasserstein distance

The polynomial birth-death (PBD) distribution on non-negative integers introduced in Brown & Xia (2001) is the equilibrium distribution of the birth-death process with birth rates {αi} and death rates {βi}, where αi ≥ 0 and βi ≥ 0 are polynomial functions of i. The family unifies many well-known distributions such as Poisson, negative binomial and binomial. In this talk, I’ll explain how a nice...

ON NEGATIVE BINOMIAL APPROXIMATION TO k-RUNS

The distributions of the run occurrences for a sequence of independent and identically distributed (i.i.d.) experiments are usually obtained by combinatorial methods (see Balakrishnan and Koutras (2002, Chapter 5)) and the resulting formulae are often very tedious, while the distributions for non i.i.d. experiments are generally intractable. It is therefore of practical interest to find a suita...

Wasserstein Distance Measure Machines

This paper presents a distance-based discriminative framework for learning with probability distributions. Instead of using kernel mean embeddings or generalized radial basis kernels, we introduce embeddings based on dissimilarity of distributions to some reference distributions denoted as templates. Our framework extends the theory of similarity of Balcan et al. (2008) to the population distri...

Stein-chen Method for Poisson Approximation