A generalized Catoni's M-estimator under finite α-th moment assumption with α∈(1, 2)
We generalize Catoni's M-estimator, put forward in [3] by Catoni under finite variance
assumption, to the case in which distributions can have finite α-th moment with α∈(1, 2). Our …
assumption, to the case in which distributions can have finite α-th moment with α∈(1, 2). Our …
Mitigating label bias in machine learning: Fairness through confident learning
Discrimination can occur when the underlying unbiased labels are overwritten by an agent
with potential bias, resulting in biased datasets that unfairly harm specific groups and cause …
with potential bias, resulting in biased datasets that unfairly harm specific groups and cause …
First-order covariance inequalities via Stein's method
First-order covariance inequalities via Stein's method Page 1 Bernoulli 26(3), 2020, 2051–2081
https://doi.org/10.3150/19-BEJ1182 First-order covariance inequalities via Stein’s method …
https://doi.org/10.3150/19-BEJ1182 First-order covariance inequalities via Stein’s method …
[HTML][HTML] Approximation to stable law by the Lindeberg principle
P Chen, L Xu - Journal of Mathematical Analysis and Applications, 2019 - Elsevier
By the Lindeberg principle, we develop in this paper an approximation to one dimensional
(possibly) asymmetric α-stable distributions with α∈(0, 2) in the smooth Wasserstein …
(possibly) asymmetric α-stable distributions with α∈(0, 2) in the smooth Wasserstein …
Non-integrable stable approximation by Stein's method
We develop Stein's method for α α-stable approximation with α ∈ (0, 1 α∈(0, 1, continuing
the recent line of research by Xu (Ann Appl Probab 29 (1): 458–504, 2019) and Chen et al.(J …
the recent line of research by Xu (Ann Appl Probab 29 (1): 458–504, 2019) and Chen et al.(J …
Multivariate Stable Approximation by Stein's Method
By a delicate analysis for the Stein's equation associated with the α-stable law
approximation with α∈(0, 2), we prove a quantitative stable central limit theorem in …
approximation with α∈(0, 2), we prove a quantitative stable central limit theorem in …
Multivariate stable approximation in Wasserstein distance by Stein's method
By a delicate analysis for the Stein's equation associated to the $\alpha $-stable law
approximation with $\alpha\in (0, 2) $, we prove a quantitative stable central limit theorem in …
approximation with $\alpha\in (0, 2) $, we prove a quantitative stable central limit theorem in …
A unified approach to Stein's method for stable distributions
NS Upadhye, K Barman - Probability Surveys, 2022 - projecteuclid.org
In this article, we first review the connection between Lévy processes and infinitely divisible
random variables, and discuss the classification of infinitely divisible distributions. Next, we …
random variables, and discuss the classification of infinitely divisible distributions. Next, we …
Stein's Method for Tempered Stable Distributions
K Barman, NS Upadhye - arXiv preprint arXiv:2008.05818, 2020 - arxiv.org
In this article, we develop Stein characterization for two-sided tempered stable distribution.
Stein characterizations for normal, gamma, Laplace, and variance-gamma distributions …
Stein characterizations for normal, gamma, Laplace, and variance-gamma distributions …
On Stein factors for Laplace approximation and their application to random sums
K Barman, NS Upadhye - Statistics & Probability Letters, 2024 - Elsevier
In this article, we consider an integral Stein equation for Laplace distribution and solve it
using the semigroup approach. Next, we derive regularity estimates for the solution of the …
using the semigroup approach. Next, we derive regularity estimates for the solution of the …