Steins (magic) method
Andrew D. Barbour, Louis H. Y. Chen
TL;DR
This paper introduces Stein's method, a powerful technique for deriving probability approximations, providing a comprehensive overview of its principles and historical development over the past 50 years.
Contribution
It offers a general introduction to Stein's method, highlighting its significance and foundational concepts in probability approximation.
Findings
Stein's method effectively approximates probability distributions.
The method has been influential in various statistical applications.
Historical insights into the development of Stein's approach.
Abstract
The paper presents a general introduction to the astonishing method for deriving probability approximations that was invented by Charles Stein around 50 years ago.
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Taxonomy
TopicsAdvanced Statistical Methods and Models · Statistical Mechanics and Entropy