4 papers
Simple variance bounds with applications to Bayesian posteriors and intractable distributions
Fraser Daly, Fatemeh Ghaderinezhad, Christophe Ley +1
Using coupling techniques based on Stein's method for probability approximation, we revisit classical variance bounding inequalities of Chernoff, Cacoullos, Chen and Klaassen. Taki…
Sample path large deviations for marked point processes in the many sources asymptotic with small buffers: Heavily and lightly loaded systems
James R. Cruise, Fraser Daly, Bemsibom Toh
Consider a queueing system fed by traffic from independent and identically distributed marked point processes. We establish several novel sample path large deviations results i…
On strong stationary times and approximation of Markov chain hitting times by geometric sums
Fraser Daly
Consider a discrete time, ergodic Markov chain with finite state space which is started from stationarity. Fill and Lyzinski (2014) showed that, in some cases, the hitting time for…
On magic factors in Stein's method for compound Poisson approximation
Fraser Daly
One major obstacle in applications of Stein's method for compound Poisson approximation is the availability of so-called magic factors (bounds on the solution of the Stein equation…