Lecture 'Stein operators and their applications'

For whom
Students, Employees, Alumni
When
30-05-2017 from 16:00 to 17:00
Where
Room V2, Building S9, Campus Sterre, Krijgslaan 281, 9000 Gent
Language
English
Organizer
Vakgroep Data Analyse (PP01), FPPW.
Contact
jan.deneve@ugent.be
Website
https://www.ugent.be/statistics/en
Add to calendar

Stein operators are a collection of linear operators whose properties provide useful handles on otherwise intractable probability distributions. Their study began in the 1970’s following the work of Charles Stein and his theory of “approximate computation of expectations”. We provide an overview of the most recent developments on the theory of Stein operators and discuss several applications (e.g. in quantum mechanics via the Many Worlds Theory, in number theory via convergence to the Dickman distribution, in statistics via sample quality assessment, goodness-of-fit testing or chi-square approximation, ...).