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Larry GoldsteinProfessor of MathematicsContact Information E-mail: larry@math.usc.edu Phone: (213) 740-2405 Office: KAP 406D LINKS Curriculum Vitae Faculty Profile on Departmental Website |
Education |
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Ph.D. Mathematics, University of California, San Diego, 6/1984
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Description of Research |
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Summary Statement of Research Interests |
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| Professor Goldstein's research is focused on distributional approximation and Stein's method, sampling schemes in epidemiology, and optimal stopping. | |
Funded Research |
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Contracts and Grants Awarded |
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New Directions in Stein's Method (National Security Agency), Larry Goldstein, Jay Bartroff, $120,266, 2011-2013
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Senior Research Visitor Grant, Keble Advanced Studies Centre (Keble College, Oxford), Larry Goldstein, $3,150,
Fall
2012
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Visiting Professor Grant (LUISS University, Rome Italy), Larry Goldstein, $8,600,
Fall
2011
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USC Funding |
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Faculty Development Grant. The characterizing equation method for distributional approximation: Though exact calculation of probabilities in large scale random complex systems is typically difficult, or impossible, tractable approximations are provided by the characterizing equation method. , $2,500, 2009-2010
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Affiliations with Research Centers, Labs, and Other Institutions |
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Center for Applied Mathematical Sciences,http://www.usc.edu/dept/LAS/CAMS/
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Conferences and Other Presentations |
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Conference Presentations |
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"Semi-parametric efficiency bounds for the Maximum Partial Likelihood Estimator in Nested-Case Control Sampling", Talk/Oral Presentation, Chalkidiki, Greece, International Society for Non Parametric Statistic, Invited, 2012-2013
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"The Inductive Method, Unbounded Couplings and Stein's Method", 8th World Congress in Probability and Statistics, Talk/Oral Presentation, Istanbul, Turkey, Institute of Mathematical Statistics, Bernoulli So, 2012-2013
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"A Berry-Esseen Theorem for the Lightbulb Process", Probability Approximations and Beyond: A conference in honour of Louis Chen on his 70th birthday, Talk/Oral Presentation, Paper, Singapore, National University of Singapore, Invited, 06/25/2010-06/27/2010
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"A Gentle Introduction to Stein's Method for normal approximation", Progress in Stein's Method, Lecture/Seminar, Singapore, National University of Singapore, Invited,
Spring
2009
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"Bounds on the Constant in the Mean Central Limit Theorem", Progress in Stein's Method, Lecture/Seminar, Singapore, National University of Singapore, Invited,
Spring
2009
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"L1 bounds in normal approximation", Progress in Stein's Method, Lecture/Seminar, Singapore, National University of Singapore, Invited,
Spring
2008
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"A Curious Connection Between Optimal Stopping and Branching Processes", Conference in honor of Professor Ester Samuel-Cahn, Talk/Oral Presentation, Jerusalem, Israel, Hebrew University, Jerusalem Israel, Invited,
Fall
2006
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"Mantel-Haenszel Type Estimators and Cohort Sampling", Analysis of Complex Event History Data, Talk/Oral Presentation, Oslo, Noway, University of Oslo, Norway, Invited,
Fall
2005
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"Zero Biasing and Combinatorial Central Limit Theorems", Southern Califormia Probability Symposium, Talk/Oral Presentation, Irvine, CA, Invited,
Fall
2005
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"Counter Matching and Genetic Susceptibility to Radiation Induced Breast Cancer", Joint Meeting China Society of Probability and Statistics, Talk/Oral Presentation, Beijing, China, Invited,
Spring
2005
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Other Presentations |
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"Adventures in Mathematical Consulting", Seminar, Dipartimento di Economia e Finanza, LUISS Guido Carli Universita, Rome, Italy, 2013-2014
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"Applications of Bounded Size and Zero Bias Couplings for Concentration of Measure", Seminar, Department of Mathematics, National University of Singapore, Singapore, 2013-2014
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"Stein's Method for the Beta distribution with Application to the Pólya Urn", Seminar, Singapore University of Technology and Design, Singapore, 2013-2014
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"Concentration of Measures by Size Bias Couplings", Seminar, Department of Statistics, Oxford University, 2012-2013
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"Adventures in Mathematical Consulting", Seminar, Department of Mathematics, University of the Pacific, 2011-2012
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"Bounds on the Constant in the Mean Central Limit Theorem", Seminar, Dipartimento di Matematica, Universita La Sapienza, Rome, Italy, 2011-2012
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"Concentration of Measures by Bounded Size Bias Couplings", Seminar, Dipartimento di Economia e Finanza, LUISS Guido Carli Universita, Rome, Italy, 2011-2012
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"Concentration of Measures by Bounded Size Bias Couplings", Seminar, Department of Mathematics, University of Southern California, 2011-2012
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"Cohort Studies with Complex Sampling", Seminar, Department of Biostatistics, Univeristy of California, Los Angeles, 2010-2011
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"Concentration of Measures by Bounded Size Bias Couplings", Seminar, Department of Satistics, Univeristy of California, Berkeley, 2010-2011
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"Stein's method for the lightbulb process", Seminar, Mathematics Department, University of California, Irvine,
Spring
2010
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"El Método de Stein y algunas Aplicaciones", Seminar, Centro de Investigación en Matemáticas, Guanajuato, Mexico,
Fall
2008
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"L1 bounds in normal approximation", Seminar, Luiss Guido Carli Universita, Rome, Italy,
Fall
2008
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"Stein's method and some applications", Seminar, University of Bologna, Bologna, Italy,
Fall
2008
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"Efficiency of the Maximum Partial Likelihood Estimator for", Probability and Statistics seminar, Department of Mathematics, USC,
Spring
2008
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"Tentative Extensions of a Curious Connection", Statistics Seminar, Department of Mathematics, Sapienza Università di Roma, Rome, Italy,
Spring
2007
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"Cohort Studies with Complex Sampling", Biostatistics Seminar, UCSD Dept. Biostatistics, La Jolla, CA,
Spring
2006
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"Odds, Insurance, and Size Biasing in a Promotional Sweepstakes", Seminar, Series in Applied Mathematics, Department of Mathematics, University of Southern California,
Spring
2006
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"Sampling Case Control Studies over time", Statistics Seminar, Department of Statistics, Oxford University, Oxford, UK,
Fall
2005
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"Hierarchical Models and the Diamond Lattice", Seminar, Department of Mathematics, East China Normal University, Shanghai,
Spring
2005
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"Zero Biasing and the Diamond Lattice", Statistics Seminar, Hebrew University of Jerusalem, Jerusalem, Israel,
Spring
2005
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"Zero Biasing and the Diamond Lattice", Statistics Seminar, Department of Statistics, UC Berkeley, Berkeley, CA,
Fall
2004
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Publications |
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Book |
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Chen, L., Goldstein, L., Qi-Man, S.
(2010).
Normal approximation by Stein's method. Springer. Amazon
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Book Chapter |
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Goldstein, L., Xia, A.
(2012).
Clubbed Binomial Approximation for the Lightbulb Process. Probability Approximations and Beyond, pp. 31-41. Springer. Springer Link
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Goldstein, L., Samuel-Cahn, E.
(2006).
Maximizing expected value with two stage stopping rule. pp. p.1-25. USA, UK, Singapore: Random Walks, Sequential Analysis and Related Topics/World Scientific.
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Goldstein, L., Reinert, G.
(2005).
Zero Biasing in One and Higher Dimensions, and Applications. (Vol. 5). pp. 1-18. USA, UK, Singapore: Institute for Mathematical Sciences Lecture Notes/ World Scientific.
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Journal Article |
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Goldstein, L.
(2013).
A Berry-Esseen bound with applications to counts in the Erdös-Rènyi random graph. Annals of Applied Probability.
Vol. 23, pp. 617-636. arXiv
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Bartroff, J., Goldstein, L.
(2013).
A Berry-Esseen bound for the uniform multinomial occupancy model. Electronic Journal of Probability.
Vol. 18, article 27, pp. 1-29. arXiv
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Goldstein, L., Reinert, G.
(2013).
Stein's method for the Beta distribution and the Polyà-Eggenberger Urn. Journal of Applied Probability. arXiv
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Goldstein, L., Rinott, Y., Scarsini, M.
(2012).
Stochastic comparisons of symmetric sampling designs. Methodology and Computing in Applied Probability.
Vol. 14, pp. 407-420. Springer Link
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Goldstein, L., Zhang, H.
(2011).
A Berry Esseen Theorem for the Lightbulb Process. Advances in Applied Probability.
Vol. 43.3, pp. 875-898. arXiv
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Ghosh, S., Goldstein, L., Raic, M.
(2011).
Concentration of measure for the number of isolated vertices in the Erdös-Rènyi random graph by size bias couplings. Statistics and Probability Letters.
Vol. 81, pp. 1565-1570. arXiv
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Fulman, J., Goldstein, L.
(2011).
Zero biasing and Jack measures. Combinatorics, Probability and Computing.
Vol. 20, pp. 753-762. Combinatorics, Probability and Computing
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Goldstein, L., Rinott, Y., Scarsini, M.
(2011).
Stochastic comparisons of stratified sampling techniques for some Monte Carlo estimators. Bernoulli.
Vol. 17 (2), pp. 592-608. Project Euclid
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Ghosh, S., Goldstein, L.
(2011).
Concentration of measures via size biased couplings. Probability Theory and Related Fields.
Vol. 149, pp. 271-278. Springer Link
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Ghosh, S., Goldstein, L.
(2011).
Applications of size biased couplings for concentration of measures. Electronic Communications in Probability.
Vol. 16, pp. 70-83. Electronic Communications in Probability
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Bartroff, J., Goldstein, L., Rinott, Y., Cahn, E. S.
(2010).
On Optimal Allocation of a Continuous Resource Using an Iterative Approach and Total Positivity. Advances in Applied Probability.
Vol. 42, pp. 795-815. Publications
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Bartroff, J., Goldstein, L., Samuel Cahn, E.
(2010).
Small time asymptotics of the bomber problem. Sequential Analysis.
Vol. 29, pp. 275-291. Publications
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Goldstein, L.
(2010).
Bounds on the Constant in the Mean Central Limit Theorem. Annals of Probability.
Vol. 38 (4), pp. 1672-1689. arXiv
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Goldstein, L., Penrose, M.
(2010).
Normal approximation for coverage models over binomial point processes. Annals of Applied Probability.
Vol. 20, pp. 696-721. arXiv
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Goldstein, L., Shao, Q.
(2009).
Berry-Esseen Bounds for Projections of Coordinate Symmetric Random Vectors. Electronic Communications in Probability.
Vol. 14, pp. 474-485.
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Goldstein, L., Zhang, H.
(2009).
Efficiency of the Maximum Partial Likelihood Estimator for Nested-Case Control Sampling. Bernoulli.
Vol. 15, pp. 569-597. Project Euclid
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Goldstein, L.
(2009).
A Probabilistic Proof of the Lindeberg-Feller Central Limit Theorem. American Mathematical Monthly/American Mathematical Society.
Vol. 116, pp. 45-60.
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Goldstein, L., Rinott, Y.
(2007).
Functional BRK Inequalities, and their Duals, with Applications. Journal of Theoretical Probability.
Vol. 20, pp. 275--293.
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Goldstein, L.
(2007).
L^1 Bounds in Normal Approximation. Annals of Probability.
Vol. 35, pp. 1888-1930. arXiv
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Goldstein, L., Langholz, B.
(2007).
Cohort Sampling Schemes for the Mantel-Haenszel Estimator. Scandinavian Journal of Statistics/Blackwell Publishers.
Vol. 34, pp. 137--154..
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Goldstein, L., Samuel-Cahn, E.
(2006).
Optimal Two Choice Stopping on an Exponental Sequence. Sequential Analysis/Marcel Dekker. (25), pp. 351--363.
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Goldstein, L., Xia, A.
(2006).
Zero Biasing and a Discrete Central Limit Theorem. Annals of Probability.
Vol. 34, pp. 1782-1806. arXiv
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Goldstein, L., Reinert, G.
(2006).
Total Variation Distance for Poisson Subset Numbers. Annals of Combinatorics.
Vol. 10, pp. 333-341. Springer Link
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Assaf, D., Goldstein, L., Samuel Cahn, E.
(2006).
Maximizing expected value with two stage stopping rules.
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Abramson, I., Goldstein, L.
(2006).
A Statistical Characterization of Regular Simplices. American Mathematical Monthly/American Mathematical Society.
Vol. 113, pp. 750-752. arXiv
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Goldstein, L.
(2005).
Berry Esseen Bounds for Combinatorial Central Limit Theorems and Pattern Occurrences, using Zero and Size Biasing. Journal of Applied Probability.
Vol. 42, pp. 661-683. arXiv
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Arratia, R., Goldstein, L., Langholz, B.
(2005).
Local Central Limit Theorems, the High Order Correlations of Rejective Sampling, and Applications to Conditional Logistic Likelihood Asymptotics. Annals of Statistics.
Vol. 33, pp. 871-914. arXiv
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Goldstein, L., Reinert, G.
(2005).
Distributional Transformations, Orthogonal Polynomials, and Stein Characterizations. Journal of Theoretical Probability.
Vol. 18, pp. 185-208..
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Goldstein, L., Assaf, D., Samuel-Cahn, E.
(2004).
Two Choice Optimal Stopping. Advances in Applied Probability.
Vol. 36, pp. 1116-1147.
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Goldstein, L.
(2004).
Normal Approximation for Hierarchical Sequences. Annals of Applied Probability.
Vol. 14, pp. 1950-1969. arXiv
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Goldstein, L., Rinott, Y.
(2003).
A Permutation Test for Matching. Metron - International Journal of Statistics.
Vol. vol 61 (no. 3), pp. pp. 375-388.
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Goldstein, L., Zhang, H.
(2003).
Information and Asymptotic Efficiency of the Case-Cohort Sampling Design in Cox's Regression Model. Journal of Multivariate Analysis/Academic Press.
Vol. 85, pp. 292-317.
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Goldstein, L., Assaf, D., Samuel-Cahn, E.
(2002).
Ratio Prophet Inequalities when the Mortal has Several Choices. Annals of Applied Probability.
Vol. 12, pp. 972-984.
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Goldstein, L., Langholz, B.
(2001).
Conditional logistic analysis of case-control studies with complex sampling. Biostatistics/Oxford University Press.
Vol. 2, pp. 63-84.
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Ghosh, S., Goldstein, L.
(2000).
Concentration of measures via size biased couplings. Probability Theory and Related Fields.
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Assaf, D., Goldstein, L., Samuel-Cahn, E.
(2000).
An Unexpected Connection between Branching Processes and Optimal Stopping. J. Appl. Probab..
Vol. 37 (3), pp. 613-626. arXiv
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Borgan, O., Langholz, B., Samuelsen, S. O., Goldstein, L., Pagoda, J.
(2000).
Exposure stratified case-cohort studies. Lifetime Data Analysis.
Vol. 6, pp. 39-58.
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Langholz, B., Thomas, D., Faucett, C., Huberman, M., Goldstein, L.
(1999).
Ascertainment correction in rate ratio estimation from case-sibling control studies of variable age-at-onset diseases. Biometrics.
Vol. 55, pp. 1129-1136.
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Goldstein, L., Reinert, G.
(1997).
Stein's Method and the Zero Bias Transformation with Application to Simple Random Sampling. Ann. Appl. Probab..
Vol. 7 (4), pp. 935--952. arXiv
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Steel, M., Goldstein, L., Waterman, M.
(1996).
A central limit theorem for the parsimony length of trees. Advances in Applied Probability.
Vol. 28, pp. 1051-1071.
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Goldstein, L., Gordon, L.
(1996).
Asymptotics for the maximum of half-normal plots. Annals of Statistics.
Vol. 24, pp. 2250-2265.
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Goldstein, L., Rinott, Y.
(1996).
Multivariate normal approximations by Stein's method and size bias couplings. Journal of Applied Probability, vol 33, (1996), pp. 1-17..
Vol. 33, pp. 1-17. arXiv link
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Goldstein, L., Langholz, B.
(1996).
Risk Set Sampling in Epidemiologic Cohort Studies. Institute of Mathematical Statistics.
Vol. 11, pp. 35-53.
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Assaf, D., Goldstein, L., Samuel-Cahn, E.
(1996).
A Statistical Version of Prophet Inequalities. Ann. Statist.
Vol. 26 (3), pp. 1190-1197.
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Goldstein, L., Khasminskii, R.
(1995).
On efficient estimation of smooth functionals. Theory of Probability and Applications.
Vol. 40 (1), pp. 199-205.
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Borgan, O., Goldstein, L., Langholz, B.
(1995).
Methods for the Analysis of Sampled Cohort Data in the Cox Proportional Hazards Model. Annals of Statistics.
Vol. vol. 23 (no. 5), pp. pp. 1749-1778.
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Goldstein, L., Waterman, M.
(1994).
Approximations to profile score distributions. Journal of Computational Biology.
Vol. 1 (1), pp. 93-104.
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Goldstein, L., Waterman, M.
(1992).
Poisson, Compound Poisson and Process approximations for testing statistical significance in sequence comparisons. Bulletin of Mathematical Biology.
Vol. 54 (5), pp. 785-812.
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Abramson, I., Goldstein, L.
(1991).
Efficient nonparametric testing by functional estimation. Journal of Theoretical Probability.
Vol. 4 (1), pp. 137-159.
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Arratia, R., Goldstein, L., Gordon, L.
(1989).
Two Moments Suffice for Poisson Approximations: The Chen-Stein Method. The Annals of Probability.
Vol. 17 (1), pp. 9-25.
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Goldstein, L.
(1988).
On the choice of step size in the Robbins Monro procedure. Statistics and Probability Letters.
Vol. 6, pp. 299-303.
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Goldstein, L.
(1988).
Mean square rates of convergence in the continuous time simulated annealing algorithm in Rd. Advances in Applied Mathematics.
Vol. 9, pp. 35-39.
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Goldstein, L.
(1988).
Minimizing noisy functionals in Hilbert space: An extension of the Kiefer Wolfowitz procedure. Journal of Theoretical Probability.
Vol. 1 (2), pp. 189-204.
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Goldstein, L., Waterman, M.
(1987).
Mapping DNA by stochastic relaxation. Advances in Applied Mathematics.
Vol. 8, pp. 194-207.
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Honors and Awards |
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Fellow, the Institute of Mathematics Statistics (IMS), 2003
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Service to the Profession |
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Editorships and Editorial Boards |
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Associate Editor, Bernoulli, 2012-2013
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Associate Editor, Bernoulli, 2011-2012
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Associate Editor, Bernoulli, 2010-2011
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Professional Memberships |
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Institue of Mathematical Statistics, 1984-2009
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