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 III
Gi-Ren Liu (National Cheng Kung University)
Abstract
In this talk, we will derive the Stein equations for the Poisson and gamma distributions, and utilize them to estimate the errors of the Poisson, exponential, and Chi-square approximations. In addition to the integration by parts method, we will also introduce another approach involving the utilization of the generator of a diffusion process to derive the Stein equation for its stationary distribution.
Meeting number (access code): 2510 875 9903
Meeting password: pH2Vwy6J3g2
Organizers: Jhih-Huang Li (NTU), Wai Kit Lam (NTU)
