13 citations · 13 across the 10 of their papers we have counts for
10 papers
Stein's method in network analysis
A. D. Barbour, Adrian Fischer, Gesine Reinert
The paper consists of a brief survey of the use of Stein's method in network analysis. Topics covered include normal and Poisson approximation of graph--based statistics, approxima…
New closed-form estimators for discrete distributions
Adrian Fischer
We revisit the problem of parameter estimation for discrete probability distributions with values in . To this end, we adapt a technique called Stein's Method of Mome…
Stein's method of moment estimators for local dependency exponential random graph models
Adrian Fischer, Gesine Reinert, Wenkai Xu
Providing theoretical guarantees for parameter estimation in exponential random graph models is a largely open problem. While maximum likelihood estimation has theoretical guarante…
Stein's Method of Moments on the Sphere
Adrian Fischer, Robert E. Gaunt, Yvik Swan
We use Stein characterizations to obtain new moment-type estimators for the parameters of three classical spherical distributions (namely the Fisher-Bingham, the von Mises-Fisher,…
Stein's method of moments for truncated multivariate distributions
Adrian Fischer, Robert E. Gaunt, Yvik Swan
We use Stein characterisations to derive new moment-type estimators for the parameters of several truncated multivariate distributions in the i.i.d. case; we also derive the asympt…
Stein's Method of Moments
Bruno Ebner, Adrian Fischer, Robert E. Gaunt +2
Stein operators allow to characterise probability distributions via differential operators. Based on these characterisations, we develop a new method of point estimation for margin…
The Variance-Gamma Distribution: A Review
Adrian Fischer, Robert E. Gaunt, Andrey Sarantsev
The variance-gamma (VG) distributions form a four-parameter family which includes as special and limiting cases the normal, gamma and Laplace distributions. Some of the numerous ap…
Normal approximation for the posterior in exponential families
Adrian Fischer, Robert E. Gaunt, Gesine Reinert +1
In this paper, we obtain quantitative, non-asymptotic, and data-dependent \textit{Bernstein-von Mises type} bounds on the normal approximation of the posterior distribution in expo…
Weibull or not Weibull?
Bruno Ebner, Adrian Fischer, Norbert Henze +1
We propose novel goodness-of-fit tests for the Weibull distribution with unknown parameters. These tests are based on an alternative characterizing representation of the Laplace tr…
Modified Method of Moments for Generalized Laplace Distribution
Adrian Fischer, Robert E. Gaunt, Andrey Sarantsev
In this note, we consider the performance of the classic method of moments for parameter estimation of symmetric variance-gamma (generalized Laplace) distributions. We do this thro…