activity
20052024
most citedStein's method and the zero bias transformation with application to simple random sampling

142 citations · 403 across the 40 of their papers we have counts for

collaborators

44 papers

math.PR2024

Bias and Division in the Free World

Larry Goldstein, Todd Kemp

Sampling bias is a foundational concept in statistics; associated bias transforms, such as size bias, have come to play important roles in probability theory of late. The first aut…

math.PR2023

Gaussian random field approximation via Stein's method with applications to wide random neural networks

Krishnakumar Balasubramanian, Larry Goldstein, Nathan Ross +1

We derive upper bounds on the Wasserstein distance (), with respect to -norm, between any continuous valued random field indexed by the -sphere and the…

math.PR2022★ 1 cited

Zero Bias Enhanced Stein Couplings

Larry Goldstein

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 applie…

math.ST2020

Relaxing the Gaussian assumption in Shrinkage and SURE in high dimension

Max Fathi, Larry Goldstein, Gesine Reinert +1

Shrinkage estimation is a fundamental tool of modern statistics, pioneered by Charles Stein upon his discovery of the famous paradox involving the multivariate Gaussian. A large po…

math.PR2019

Stein's method via induction

Louis H. Y. Chen, Larry Goldstein, Adrian Röllin

Applying an inductive technique for Stein and zero bias couplings yields Berry-Esseen theorems for normal approximation for two new examples. The conditions of the main results do…

math.PR2017

Dickman approximation in simulation, summations and perpetuities

Chinmoy Bhattacharjee, Larry Goldstein

The generalized Dickman distribution with parameter is the unique solution to the distributional equality , where \begin{eqnarray} W^*=_d U^{1/θ}(W+1)…