231 research outputs found
Translated Poisson approximation using exchangeable pair couplings
It is shown that the method of exchangeable pairs introduced by Stein
[Approximate Computation of Expectations (1986) IMS, Hayward, CA] for normal
approximation can effectively be used for translated Poisson approximation.
Introducing an additional smoothness condition, one can obtain approximation
results in total variation and also in a local limit metric. The result is
applied, in particular, to the anti-voter model on finite graphs as analyzed by
Rinott and Rotar [Ann. Appl. Probab. 7 (1997) 1080--1105], obtaining the same
rate of convergence, but now for a stronger metric.Comment: Published in at http://dx.doi.org/10.1214/105051607000000258 the
Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute
of Mathematical Statistics (http://www.imstat.org
A note on the exchangeability condition in Stein's method
We show by a surprisingly simple argument that the exchangeability condition,
which is key to the exchangeable pair approach in Stein's method for
distributional approximation, can be omitted in many standard settings. This is
achieved by replacing the usual antisymmetric function by a simpler one, for
which only equality in distribution is required. In the case of normal
approximation we also slightly improve the constants appearing in previous
results. For Poisson approximation, a different antisymmetric function is used,
and additional error terms are needed if the bound is to be extended beyond the
exchangeable setting
Dense graph limits under respondent-driven sampling
We consider certain respondent-driven sampling procedures on dense graphs. We
show that if the sequence of the vertex-sets is ergodic then the limiting graph
can be expressed in terms of the original dense graph via a transformation
related to the invariant measure of the ergodic sequence. For specific sampling
procedures, we describe the transformation explicitly.Comment: Published at http://dx.doi.org/10.1214/15-AAP1144 in the Annals of
Applied Probability (http://www.imstat.org/aap/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Respondent driven sampling and sparse graph convergence
We consider a particular respondent-driven sampling procedure governed by a
graphon. By a specific clumping procedure of the sampled vertices we construct
a sequence of sparse graphs. If the sequence of the vertex-sets is stationary
then the sequence of sparse graphs converge to the governing graphon in the
cut-metric. The tools used are concentration inequality for Markov chains and
the Stein-Chen method.Comment: 13 page
A central limit theorem for the gossip process
The Aldous gossip process represents the dissemination of information in
geographical space as a process of locally deterministic spread, augmented by
random long range transmissions. Starting from a single initially informed
individual, the proportion of individuals informed follows an almost
deterministic path, but for a random time shift, caused by the stochastic
behaviour in the very early stages of development. In this paper, it is shown
that, even with the extra information available after a substantial development
time, this broad description remains accurate to first order. However, the
precision of the prediction is now much greater, and the random time shift is
shown to have an approximately normal distribution, with mean and variance that
can be computed from the current state of the process
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