Using a Chen-Stein identity to obtain low variance simulation estimators

This paper is concerned with developing low variance simulation estimators of probabilities related to the sum of Bernoulli random variables. It shows how to utilize an identity used in the Chen-Stein approach to bounding Poisson approximations to obtain low variance estimators. Applications and numerical examples in such areas as pattern occurrences, generalized coupon collecting, system reliability, and multivariate normals are presented. We also consider the problem of estimating the probability that a positive linear combination of Bernoulli random variables is greater than some specified value, and present a simulation estimator that is always less than the Markov inequality bound on that probability.

Compound Poisson approximation of subgraph counts in stochastic block models with multiple edges

We use the Stein‒Chen method to obtain compound Poisson approximations for the distribution of the number of subgraphs in a generalised stochastic block model which are isomorphic to some fixed graph. This model generalises the classical stochastic block model to allow for the possibility of multiple edges between vertices. We treat the case that the fixed graph is a simple graph and that it has multiple edges. The former results apply when the fixed graph is a member of the class of strictly balanced graphs and the latter results apply to a suitable generalisation of this class to graphs with multiple edges. We also consider a further generalisation of the model to pseudo-graphs, which may include self-loops as well as multiple edges, and establish a parameter regime in the multiple edge stochastic block model in which Poisson approximations are valid. The results are applied to obtain Poisson and compound Poisson approximations (in different regimes) for subgraph counts in the Poisson stochastic block model and degree corrected stochastic block model of Karrer and Newman (2011).

Spike-Centered Jitter Can Mistake Temporal Structure

Jitter-type spike resampling methods are routinely applied in neurophysiology for detecting temporal structure in spike trains (point processes). Several variations have been proposed. The concern has been raised, based on numerical experiments involving Poisson spike processes, that such procedures can be conservative. We study the issue and find it can be resolved by reemphasizing the distinction between spike-centered (basic) jitter and interval jitter. Focusing on spiking processes with no temporal structure, interval jitter generates an exact hypothesis test, guaranteeing valid conclusions. In contrast, such a guarantee is not available for spike-centered jitter. We construct explicit examples in which spike-centered jitter hallucinates temporal structure, in the sense of exaggerated false-positive rates. Finally, we illustrate numerically that Poisson approximations to jitter computations, while computationally efficient, can also result in inaccurate hypothesis tests. We highlight the value of classical statistical frameworks for guiding the design and interpretation of spike resampling methods.