Title: Secrets of Stein's Method Explained, II
Speaker: Professor Persi Diaconis
Speaker Info: Stanford University
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.Date: Saturday, October 16, 2004
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.