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Normal Approximation by Stein's Method

|December 1, 2012

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Since its introduction in 1972, Stein's method has offered a completely novel way of evaluating the quality of normal approximations. Through its characterizing equation approach, it is able to provide approximation error bounds in a wide variety of situations,…
Monte Carlo Methods in Bayesian Computation

|October 4, 2012

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Sampling from the posterior distribution and computing posterior quanti­ ties of interest using Markov chain Monte Carlo (MCMC) samples are two major challenges involved in advanced Bayesian computation. This book examines each of these issues in…
Self-Normalized Processes: Limit Theory and Statistical Applications

|November 30, 2010

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Self-normalized processes are of common occurrence in probabilistic and statistical studies. A prototypical example is Student's t-statistic introduced in 1908 by Gosset, whose portrait is on the front cover. Due to the highly non-linear nature of these…