报告题目：Stein's method and related stochastic approximations

报告时间：2025-04-18  10:00-11:00

报 告 人：徐礼虎  副教授（澳门大学）

报告地点：雷军科技楼六楼报告厅（601）

Abstract：We review recent advances in Stein's method and the related stochastic approximation theory in the following three aspects: Advancing stable law approximations via Stein's method, with explicit error bounds for systems exhibiting heavy-tailed behavior; 2) Establishing a new Stein's method for diffusion approximation, which enables a tractable steady-state analysis of queueing systems through approximations of stationary measures for stochastic differential equations. 3) Establishing a unified Markovian framework for stochastic approximations of stochastic optimization algorithms—including SGD, SVRG, and momentum-based variants—to enable comparative analysis of their convergence dynamics.