Stein's method and related topics

Workshop on « Stein’s method and related topics »

Vandoeuvre-lès-Nancy, 21-22 October 2013

This two-days workshop, organized by Ivan Nourdin, was generously supported by the ``Programme Hubert Curien 2013’’, the french ANR project MASTERIE and the Institut Elie Cartan de Lorraine.

The speakers were:

- Toshihiro Abe (Tokyo Univ. of Science)

- Thomas Bruss (Univ. Libre de Bruxelles)

- Louis Chen (Singapore National Univ.)

- Laure Coutin (Univ. Toulouse)

- Laurent Decreusefond (Telecom ParisTech)

- Angelo Efoévi Koudou (Univ. Lorraine)

- Christophe Ley (Univ. Libre de Bruxelles)

- Ivan Nourdin (Univ. Lorraine)

- Guillaume Poly (Univ. du Luxembourg)

- Yvik Swan (Univ. du Luxembourg)

- Ciprian Tudor (Univ. Lille 1)

The list of participants is here.

The conference dinner took place at the restaurant L’Excelsior on Monday evening.

NEW!! Here are the pictures taken by Louis Chen and Rola Zintout.

The detailed program was as follows. The abstracts of the talks may be downloaded here.

Monday 21 October

14:00 Ivan Nourdin (Univ. Lorraine) : « Quick introduction to the workshop »

14:05 Louis Chen (Singapore National Univ.) : « Moderate deviations by Stein’s method »

14:50 Laurent Decreusefond (Telecom ParisTech) : « Functional Poisson approximation with applications in stochastic geometry »

15:35 Ciprian Tudor (Univ. Lille 1) : « The Fourth Moment Theorem for invariant measures of diffusions »

16:20 Coffee break

17:00 Yvik Swan (Univ. Luxembourg) : « Stein’s method for univariate distributions »

17:45 Christophe Ley (Univ. Libre de Bruxelles) : « Stein’s method and the influence of the prior in Bayesian statistics »

18:30 End of the first day, followed by a dinner at the restaurant L’Excelsior at 8pm (please be on time !)

Tuesday 22 October

9:00 Thomas Bruss (Univ. Libre de Bruxelles) : « Stochastic processes with proportional increments and optimal stopping »

9:45 Guillaume Poly (Univ. Luxembourg) : « Invariance principles in total variation and applications to central limit theorem »

10:30 Coffee break

11:00 Angelo Koudou (Univ. Lorraine) : « Stein characterizations for generalized inverse Gaussian and Kummer distributions and possible applications »

11:45 Laure Coutin (Univ. Toulouse) : « Stein method for Brownian approximation »

12:30 Lunch

14:00 Toshihiro Abe (Tokyo Univ. of Science) : « Symmetric circular distributions and their sine perturbations »

14:45 Ivan Nourdin (Univ. Lorraine) : « The Optimal Fourth Moment Theorem »

15:30 End of the workshop