Stein’s method and related stochastic approximations
Prof. Lihu XU
Associate Professor
Department of Mathematics
FST, UM
Date: 18 March 2025 (Tuesday)
Time: 13:00 to 14:00
Venue: FBA Lobby
Abstract
I will review the recent advances in the research field of Stein’s method and the related stochastic approximations. The topics include stable law approximation by Stein’s method, diffusion approximation by Stein’s method, and an approximation framework by Markov processes. Several examples such as approximating stochastic algorithms will be discussed.
Speaker
Lihu Xu is an associate professor in the Department of Mathematics at the University of Macau. His current research interests lie in stochastic approximations, stochastic dynamics, Malliavin calculus, robust estimation and their applications. He has published more than 50 papers on Annals of Applied Probability, Annals of Statistics, Probability Theory and Related Fields, Bernoulli, Journal of Machine Learning Research, etc.
All are welcome!
