Stein’s Method
Normal Deviate 2013-12-20
Summary:
I have mentioned Stein’s method in passing, a few times on this blog. Today I want to talk about Stein’s method in a bit of detail. 1. What Is Stein’s Method? Stein’s method, due to Charles Stein, is actually quite old, going back to 1972. But there has been a great deal of interest in […]