Stein's method working Group

Fall 2025

Stein’s method was introduced by statistician Charles Stein, to compare probability measures. It has since found several applications ranging from Mallivin calculus to combinatorics, and the aim of this working group is to study the basics and some applications.

Organizers: Gautam Iyer, Matt Rosenzweig, Dejan Slepčev.

Logistics

• All talks are Tuesdays 2:00PM in WEH 7218, unless otherwise noted.

• A detailed schedule is here

• Join the mailing list to receive announcements.

References

• N. Ross, Fundamentals of Stein’s Method

• S. Chatterjee, Lecture Notes on Stein’s Method and Applications

• L.H.Y Chen, L. Goldstein, Q.M. Shao, Normal Approximation by Stein’s Method