Workshop on Stein's method and its applications

Thursday 6 October 2016, Department of Statistics, University of Oxford

Stein's method is a powerful and elegant probabilistic tool for deriving distributional approximations in probability theory.  It has found numerous applications in fields as varied as statistical inference, random graph theory, computational biology and machine learning.  This workshop will focus on recent theoretical developments to the method as well as applications to problems from probability and statistics.
 
Programme:

10.00 - 10.15
Welcome
10.15 - 10.45
Benjamin Arras (University of Liege) `From semigroup theory to information theory'
10.45 - 11.15
Mikolaj Kasprazk (University of Oxford) `Diffusion approximations via Stein's method and time changes'
11.15 - 11.30
Coffee
11.30 - 12.00
George Deligiannidis (King's College London) 'Towards an almost sure central limit theorem'
12.00 - 12.30
Guillaume Mijoule (University of Liege) `Using Stein identities and characteristic functions to obtain bounds in smooth Wasserstein distances'
12.30 - 13.30     
Lunch
13.30 - 14.00
Sebastian Vollmer (University of Warwick) `Measuring sample quality using Steins discrepancy'
14.00 - 14.30
Robert Gaunt (University of Oxford) `Rates of convergence for multivariate normal approximations by Stein's method' 
14.30 - 15.00
Arthur Gretton (University College London) `A Kernel Test of Goodness of Fit'
15.00 - 15.30
Coffee
15.30 - 16.00
Francois-Xavier Briol (University of Warwick) `Monte Carlo Integration using Stein's Method'
16.00 - 16.30
Andreas Anastasiou (London School of Economics) `Bounds for the normal approximation of the Maximum Likelihood Estimator'
16.30 - 17.00
Gesine Reinert (University of Oxford) `Stein's method and networks'
Abstracts


Registration:

 
To register for this workshop please send an email to gaunt@stats.ox.ac.uk. Registration is free. The deadline for abstracts for talks is Monday 26 September 2016.
 
Location:
 
The meeting will take place in Seminar Room 2 in the Department of Statistics, University of Oxford:
 
Department of Statistics
University of Oxford
24-29 St Giles'
Oxford
OX1 3LB
 
Contact information:
 
For information regarding the workshop, please contact Robert Gaunt gaunt@stats.ox.ac.uk