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Larry Goldstein

Professor of Mathematics

Contact Information
E-mail: larry@math.usc.edu
Phone: (213) 740-2405
Office: KAP 406D

LINKS
Curriculum Vitae
Faculty Profile on Departmental Website
 

Education

Ph.D. Mathematics, University of California, San Diego, 6/1984
 

Description of Research

Summary Statement of Research Interests

Professor Goldstein's research is focused on distributional approximation and Stein's method, concentration inequalities, sampling schemes in epidemiology, and optimal stopping.
 

Funded Research

Contracts and Grants Awarded

Senior Research Visitor Grant, Keble Advanced Studies Centre (Keble College, Oxford), Larry Goldstein, $3,150, Fall 2012   
Visiting Professor Grant (LUISS University, Rome Italy), Larry Goldstein, $8,600, Fall 2011   
 

USC Funding

Faculty Development Grant. Coupling Methods for Concentration of Measure Inequalities: The concentration of measure phenomenon, allowing complex systems to be described simply, is extended to dependent models in information theory, molecular biology, networks, and statistics., $3,500, 2012-2013   
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  
 

Other Funded Research

Institute of Mathematical Statistics, Singapore, International Conference: New Directions in Stein's Method. Joint with Adrian Roellin, $80,000, 2015-2016   
Albert and Elaine Borchard Foundation's Center on International Education., International Colloquium on Stein's Method, Concentration Inequalities, and Malliavin Calculus, June 29 through July 2, 2014. Château de la Bretesche in Missillac, Loire-Atlantique, France. Joint with Jay Bartroff, $35,000, 2014-2015   
 

Affiliations with Research Centers, Labs, and Other Institutions

Center for Applied Mathematical Sciences, http://www.usc.edu/dept/LAS/CAMS/
 

Conferences and Other Presentations

Conference Presentations

"Concentration and Stein Couplings", International Colloquium on Stein's Method, Concentration Inequalities, and Malliavin Calculus, Lecture/Seminar, Chateau de la Bretesche, Missillac, Loire-Atlantique, France, Borchard Foundation, Invited, 2014-2015   
"Rank Distribution of Random Matrices over Finite Fields by Stein's Method", IWAP 2014, Talk/Oral Presentation, Antalya, Turkey, International Workshop in Applied Probability, Invited, 2014-2015   
"Stein's Method for the Beta distribution with Application to the Polya Urn", IWAP 2014, Talk/Oral Presentation, Antalya, Turkey, International Workshop in Applied Probability, Invited, 2014-2015   
"Stein's Method: A Biased View", Limit theorems in dynamics and applications, Talk/Oral Presentation, Marseille, France, International de Rencontres Mathematiques, , Invited, 2014-2015   
"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   
"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, Invited, 2012-2013   
"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  
"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   
"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   
"L1 bounds in normal approximation", Progress in Stein's Method, Lecture/Seminar, Singapore, National University of Singapore, Invited, Spring 2008   
"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   
"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   
"Zero Biasing and Combinatorial Central Limit Theorems", Southern Califormia Probability Symposium, Talk/Oral Presentation, Irvine, CA, Invited, Fall 2005   
"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   
 

Other Presentations

"Applications of Stein Couplings for Concentration of Measure", Seminar, Vienna Seminar in Mathematical Finance and Probability, Vienna, Austria, 2014-2015   
"Normal Approximation for Conic Intrinsic Volumes: Steining the Steiner formula", Seminar, Mathematics Department, University of Luxembourg, 2014-2015   
"Adventures in Mathematical Consulting", Seminar, Dipartimento di Economia e Finanza, LUISS Guido Carli Universita, Rome, Italy, 2013-2014   
"Applications of Bounded Size and Zero Bias Couplings for Concentration of Measure", Seminar, Department of Mathematics, National University of Singapore, Singapore, 2013-2014   
"Stein Couplings for Concentration of Measure", Seminar, Department of Mathematics, University of California, Irvine, Irvine, California, 2013-2014   
"Stein's Method for the Beta distribution with Application to the Pólya Urn", Seminar, Singapore University of Technology and Design, Singapore, 2013-2014   
"Concentration of Measures by Size Bias Couplings", Seminar, Department of Statistics, Oxford University, 2012-2013   
"Adventures in Mathematical Consulting", Seminar, Department of Mathematics, University of the Pacific, 2011-2012   
"Bounds on the Constant in the Mean Central Limit Theorem", Seminar, Dipartimento di Matematica, Universita La Sapienza, Rome, Italy, 2011-2012   
"Concentration of Measures by Bounded Size Bias Couplings", Seminar, Dipartimento di Economia e Finanza, LUISS Guido Carli Universita, Rome, Italy, 2011-2012   
"Concentration of Measures by Bounded Size Bias Couplings", Seminar, Department of Mathematics, University of Southern California, 2011-2012   
"Cohort Studies with Complex Sampling", Seminar, Department of Biostatistics, Univeristy of California, Los Angeles, 2010-2011   
"Concentration of Measures by Bounded Size Bias Couplings", Seminar, Department of Satistics, Univeristy of California, Berkeley, 2010-2011   
"Stein's method for the lightbulb process", Seminar, Mathematics Department, University of California, Irvine, Spring 2010   
"El Método de Stein y algunas Aplicaciones", Seminar, Centro de Investigación en Matemáticas, Guanajuato, Mexico, Fall 2008   
"L1 bounds in normal approximation", Seminar, Luiss Guido Carli Universita, Rome, Italy, Fall 2008   
"Stein's method and some applications", Seminar, University of Bologna, Bologna, Italy, Fall 2008   
"Efficiency of the Maximum Partial Likelihood Estimator for", Probability and Statistics seminar, Department of Mathematics, USC, Spring 2008   
"Tentative Extensions of a Curious Connection", Statistics Seminar, Department of Mathematics, Sapienza Università di Roma, Rome, Italy, Spring 2007   
"Cohort Studies with Complex Sampling", Biostatistics Seminar, UCSD Dept. Biostatistics, La Jolla, CA, Spring 2006   
"Odds, Insurance, and Size Biasing in a Promotional Sweepstakes", Seminar, Series in Applied Mathematics, Department of Mathematics, University of Southern California, Spring 2006   
"Sampling Case Control Studies over time", Statistics Seminar, Department of Statistics, Oxford University, Oxford, UK, Fall 2005   
"Hierarchical Models and the Diamond Lattice", Seminar, Department of Mathematics, East China Normal University, Shanghai, Spring 2005   
"Zero Biasing and the Diamond Lattice", Statistics Seminar, Hebrew University of Jerusalem, Jerusalem, Israel, Spring 2005   
"Zero Biasing and the Diamond Lattice", Statistics Seminar, Department of Statistics, UC Berkeley, Berkeley, CA, Fall 2004   
 

Publications

Book

Chen, L., Goldstein, L., Qi-Man, S. (2010). Normal approximation by Stein's method. Springer. Amazon
 

Book Chapter

Goldstein, L., Xia, A. (2012). Clubbed Binomial Approximation for the Lightbulb Process. Probability Approximations and Beyond, pp. 31-41. Springer. Springer Link
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.
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.
 

Journal Article

Goldstein, L., Islak, U. (2014). Concentration inequalities via zero bias couplings. Statistics and Probability Letters. Vol. 86, pp. 17-23. arXiv
Goldstein, L., Reinert, G. (2013). Stein's method for the Beta distribution and the Polyà-Eggenberger Urn. Journal of Applied Probability. Vol. 50, pp. 1187-1205. arXiv
Fulman, J., Goldstein, L. (2013). Stein's method and the rank distribution of random matrices over finite fields. Annals of Probability. arXiv
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
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
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
Goldstein, L., Zhang, H. (2011). A Berry Esseen Theorem for the Lightbulb Process. Advances in Applied Probability. Vol. 43.3, pp. 875-898. arXiv
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
Fulman, J., Goldstein, L. (2011). Zero biasing and Jack measures. Combinatorics, Probability and Computing. Vol. 20, pp. 753-762. Combinatorics, Probability and Computing
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
Ghosh, S., Goldstein, L. (2011). Concentration of measures via size biased couplings. Probability Theory and Related Fields. Vol. 149, pp. 271-278. Springer Link
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
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
Bartroff, J., Goldstein, L., Samuel Cahn, E. (2010). Small time asymptotics of the bomber problem. Sequential Analysis. Vol. 29, pp. 275-291. Publications
Goldstein, L. (2010). Bounds on the Constant in the Mean Central Limit Theorem. Annals of Probability. Vol. 38 (4), pp. 1672-1689. arXiv
Goldstein, L., Penrose, M. (2010). Normal approximation for coverage models over binomial point processes. Annals of Applied Probability. Vol. 20, pp. 696-721. arXiv
Goldstein, L., Shao, Q. (2009). Berry-Esseen Bounds for Projections of Coordinate Symmetric Random Vectors. Electronic Communications in Probability. Vol. 14, pp. 474-485.
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
Goldstein, L. (2009). A Probabilistic Proof of the Lindeberg-Feller Central Limit Theorem. American Mathematical Monthly/American Mathematical Society. Vol. 116, pp. 45-60.
Goldstein, L., Rinott, Y. (2007). Functional BRK Inequalities, and their Duals, with Applications. Journal of Theoretical Probability. Vol. 20, pp. 275--293.
Goldstein, L. (2007). L^1 Bounds in Normal Approximation. Annals of Probability. Vol. 35, pp. 1888-1930. arXiv
Goldstein, L., Langholz, B. (2007). Cohort Sampling Schemes for the Mantel-Haenszel Estimator. Scandinavian Journal of Statistics/Blackwell Publishers. Vol. 34, pp. 137--154..
Goldstein, L., Samuel-Cahn, E. (2006). Optimal Two Choice Stopping on an Exponental Sequence. Sequential Analysis/Marcel Dekker. (25), pp. 351--363.
Goldstein, L., Xia, A. (2006). Zero Biasing and a Discrete Central Limit Theorem. Annals of Probability. Vol. 34, pp. 1782-1806. arXiv
Goldstein, L., Reinert, G. (2006). Total Variation Distance for Poisson Subset Numbers. Annals of Combinatorics. Vol. 10, pp. 333-341. Springer Link
Assaf, D., Goldstein, L., Samuel Cahn, E. (2006). Maximizing expected value with two stage stopping rules.
Abramson, I., Goldstein, L. (2006). A Statistical Characterization of Regular Simplices. American Mathematical Monthly/American Mathematical Society. Vol. 113, pp. 750-752. arXiv
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
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
Goldstein, L., Reinert, G. (2005). Distributional Transformations, Orthogonal Polynomials, and Stein Characterizations. Journal of Theoretical Probability. Vol. 18, pp. 185-208..
Goldstein, L., Assaf, D., Samuel-Cahn, E. (2004). Two Choice Optimal Stopping. Advances in Applied Probability. Vol. 36, pp. 1116-1147.
Goldstein, L. (2004). Normal Approximation for Hierarchical Sequences. Annals of Applied Probability. Vol. 14, pp. 1950-1969. arXiv
Goldstein, L., Rinott, Y. (2003). A Permutation Test for Matching. Metron - International Journal of Statistics. Vol. vol 61 (no. 3), pp. pp. 375-388.
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.
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.
Goldstein, L., Langholz, B. (2001). Conditional logistic analysis of case-control studies with complex sampling. Biostatistics/Oxford University Press. Vol. 2, pp. 63-84.
Ghosh, S., Goldstein, L. (2000). Concentration of measures via size biased couplings. Probability Theory and Related Fields.
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
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.
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.
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
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.
Goldstein, L., Gordon, L. (1996). Asymptotics for the maximum of half-normal plots. Annals of Statistics. Vol. 24, pp. 2250-2265.
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
Goldstein, L., Langholz, B. (1996). Risk Set Sampling in Epidemiologic Cohort Studies. Institute of Mathematical Statistics. Vol. 11, pp. 35-53.
Assaf, D., Goldstein, L., Samuel-Cahn, E. (1996). A Statistical Version of Prophet Inequalities. Ann. Statist. Vol. 26 (3), pp. 1190-1197.
Goldstein, L., Khasminskii, R. (1995). On efficient estimation of smooth functionals. Theory of Probability and Applications. Vol. 40 (1), pp. 199-205.
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.
Goldstein, L., Waterman, M. (1994). Approximations to profile score distributions. Journal of Computational Biology. Vol. 1 (1), pp. 93-104.
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.
Abramson, I., Goldstein, L. (1991). Efficient nonparametric testing by functional estimation. Journal of Theoretical Probability. Vol. 4 (1), pp. 137-159.
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.
Goldstein, L. (1988). On the choice of step size in the Robbins Monro procedure. Statistics and Probability Letters. Vol. 6, pp. 299-303.
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.
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.
Goldstein, L., Waterman, M. (1987). Mapping DNA by stochastic relaxation. Advances in Applied Mathematics. Vol. 8, pp. 194-207.
 

New Courses Developed

Introduction to Stein's Method, Scoula Normale Superiore di Pisa, Cortona Italy, 07/01/2013-07/18/2013  
Statistical Inference and Data Analysis I, Mathematics, 2009-2010   
Statistical Inference and Data Analysis II, Mathematics, 2009-2010   
 

Honors and Awards

Fellow, the Institute of Mathematics Statistics (IMS), 2003  
 

Service to the Profession

Conferences Organized

Session Organizer, International Workshop in Applied Probability, Jerusalem, Israel, 2012-2013   
Session Organizer, Third International Workshop in Sequential Methodologies , Stanford University, 2011-2012   
 

Editorships and Editorial Boards

Associate Editor, Bernoulli, 2012-2013   
Associate Editor, Bernoulli, 2011-2012   
Associate Editor, Bernoulli, 2010-2011   
 

Professional Memberships

Institue of Mathematical Statistics, 1984-2014  
 
 
Faculty may update their profile by visiting https://mydornsife.usc.edu.