Room 515, Cosmology Building, National Taiwan University + Cisco WebEx, Physical+Online Seminar
(實體+線上演講 台灣大學次震宇宙館515研討室+ Cisco WebEx)
Introduction to Stein's Method: Part I
Gi-Ren Liu (National Cheng Kung University)
Abstract
Probability theory is foundational in understanding random phenomena, with the central limit theorem being a cornerstone result. This theorem establishes that the standardized partial sums of independent and identically distributed random variables converge in distribution to a Gaussian random variable. In the 1970s, Charles Stein pioneered a method for proving generalized central limit theorems, with relaxed assumptions to allow for more application scenarios. More importantly, this method allows us to estimate the distance between two probability distributions using differential operators. Since then, many authors in literature have obtained quantitative central limit theorems and found applications in different areas using the so-called Stein’s method. In this talk, we will introduce Stein's method and its applications.
Meeting number (access code): 2514 929 6664
Meeting password: enJ3sq233Zd
Organizers: Jhih-Huang Li (NTU), Wai Kit Lam (NTU)
