EVENT DETAILS AND ABSTRACT

Title: Secrets of Stein's Method Explained, I
Speaker: Professor Persi Diaconis
Speaker Info: Stanford University
Brief Description:
Special Note:
Abstract:

Stein's method has been broadly applied to prove a host of new limit theorems in tough dependent problems. It's still not clear how it works. In recent years, one unifying thread has emerged: The method of exchangeable pairs and its connection with reversible Markov Chains.

I will explain the method in simple examples, and then in great generality (for processes in general spaces). There appears to be a connection with Parisi's cavity method (work of Chatterjee). The two lectures will be tutorial.