Contributions to Stein's method on Riemannian manifolds

The overarching theme of this thesis is the study of Stein's method on manifolds. We detail an adaptation of the density method on intervals in $\mathbb{R}$ to the unit circle $\mathbb{S}^1$ and give examples of bounds between circular probability distributions. We also use a recently proposed...

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Main Author: Lewis, Alexander
Format: Thesis (University of Nottingham only)
Language:English
Published: 2023
Subjects:
Online Access:https://eprints.nottingham.ac.uk/72476/
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author Lewis, Alexander
author_facet Lewis, Alexander
author_sort Lewis, Alexander
building Nottingham Research Data Repository
collection Online Access
description The overarching theme of this thesis is the study of Stein's method on manifolds. We detail an adaptation of the density method on intervals in $\mathbb{R}$ to the unit circle $\mathbb{S}^1$ and give examples of bounds between circular probability distributions. We also use a recently proposed framework to bound the Wasserstein distance between a number of probability measures on Riemannian manifolds with both positive and negative curvature. Particularly, a finite parameter bound on the Wasserstein metric is given between the Riemannian-Gaussian distribution and heat kernel on $\mathbb{H}^3$, which gives a finite sample bound of the Varadhan asymptotic relation in this instance. We then develop a new framework to extend Stein's method to probability measures on manifolds with a boundary. This is done by the addition of a local time term in the diffusion. We find that many results carry over, with appropriate modifications, from the boundary-less case.
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spelling nottingham-724762023-07-26T04:40:16Z https://eprints.nottingham.ac.uk/72476/ Contributions to Stein's method on Riemannian manifolds Lewis, Alexander The overarching theme of this thesis is the study of Stein's method on manifolds. We detail an adaptation of the density method on intervals in $\mathbb{R}$ to the unit circle $\mathbb{S}^1$ and give examples of bounds between circular probability distributions. We also use a recently proposed framework to bound the Wasserstein distance between a number of probability measures on Riemannian manifolds with both positive and negative curvature. Particularly, a finite parameter bound on the Wasserstein metric is given between the Riemannian-Gaussian distribution and heat kernel on $\mathbb{H}^3$, which gives a finite sample bound of the Varadhan asymptotic relation in this instance. We then develop a new framework to extend Stein's method to probability measures on manifolds with a boundary. This is done by the addition of a local time term in the diffusion. We find that many results carry over, with appropriate modifications, from the boundary-less case. 2023-07-26 Thesis (University of Nottingham only) NonPeerReviewed application/pdf en cc_by https://eprints.nottingham.ac.uk/72476/1/Alexander%20Lewis%20PhD%20Thesis.pdf Lewis, Alexander (2023) Contributions to Stein's method on Riemannian manifolds. PhD thesis, University of Nottingham. Stein's method Riemannian geometry probability theory stochastic differential equations Wasserstein metric
spellingShingle Stein's method
Riemannian geometry
probability theory
stochastic differential equations
Wasserstein metric
Lewis, Alexander
Contributions to Stein's method on Riemannian manifolds
title Contributions to Stein's method on Riemannian manifolds
title_full Contributions to Stein's method on Riemannian manifolds
title_fullStr Contributions to Stein's method on Riemannian manifolds
title_full_unstemmed Contributions to Stein's method on Riemannian manifolds
title_short Contributions to Stein's method on Riemannian manifolds
title_sort contributions to stein's method on riemannian manifolds
topic Stein's method
Riemannian geometry
probability theory
stochastic differential equations
Wasserstein metric
url https://eprints.nottingham.ac.uk/72476/