Larry GoldsteinProfessor of MathematicsDirector of Undergraduate Studies (DUS) Contact Information Email: larry@math.usc.edu Phone: (213) 7402405 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 

Contemporary applications of Malliavin Stein methods (National Security Agency), Larry Goldstein, $80,000, 20162017  
Approximation of Extremes (Gruppo Nazionale per il Calcolo Scientifico,Italia), Larry Goldstein, $2,000, 20162017  
New Directions in Stein's Method (National Security Agency), Larry Goldstein, Jay Bartroff, $120,266, 20112013  
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, 20122013  
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, 20092010  
Other Funded Research 

Institute of Mathematical Statistics, Singapore, International Conference: New Directions in Stein's Method. Joint with Adrian Roellin, $80,000, 20152016  
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, LoireAtlantique, France. Joint with Jay Bartroff, $35,000, 20142015  
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 

"Some progress using Stein's method for strong embeddings", Workshop on New Directions in Stein's Method, Talk/Oral Presentation, Singapore, Institute for Mathematical Sciences, Invited, 20152016  
" Stein's Method: Distributional Approximation and Concentration of Measure, I", 36th Midwest Probability Colloquium, Talk/Oral Presentation, Evanston, IL, Northwestern University, Invited, 20142015  
"Concentration and Stein Couplings", International Colloquium on Stein's Method, Concentration Inequalities, and Malliavin Calculus, Lecture/Seminar, Chateau de la Bretesche, Missillac, LoireAtlantique, France, Borchard Foundation, Invited, 20142015  
"Normal approximation for recovery of structured unknowns in high dimension: Steining the Steiner formula", IMA Annual Program Year Workshop, Information Theory and Concentration Phenomena, Talk/Oral Presentation, Abstract, University of Minnesota, Institute for Mathematics and its Applications, Invited, 20142015  
"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, 20142015  
"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, 20142015  
"Stein's Method: A Biased View", Limit theorems in dynamics and applications, Talk/Oral Presentation, Marseille, France, International de Rencontres Mathematiques, , Invited, 20142015  
"Stein's Method: Distributional Approximation and Concentration of Measure, II", 36th Midwest Probability Colloquium, Talk/Oral Presentation, Evanston, IL, Northwestern University, Invited, 20142015  
"Semiparametric efficiency bounds for the Maximum Partial Likelihood Estimator in NestedCase Control Sampling", Talk/Oral Presentation, Chalkidiki, Greece, International Society for Non Parametric Statistic, Invited, 20122013  
"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, 20122013  
"A BerryEsseen 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, 06/25/201006/27/2010  
"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 SamuelCahn, Talk/Oral Presentation, Jerusalem, Israel, Hebrew University, Jerusalem Israel, Invited, Fall 2006  
"MantelHaenszel 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 

"Adventures in Mathematical Consulting", Seminar, Taft Public Lecture, University of Cincinnati, 20152016  
"Normal approximation for recovery of structured unknowns in high dimension: Steining the Steiner formula ", Seminar, Department of Mathematics, University of Cincinnati, 20152016  
"Applications of Stein Couplings for Concentration of Measure", Seminar, Vienna Seminar in Mathematical Finance and Probability, Vienna, Austria, 20142015  
"Gaussian Phase Transitions and Conic Intrinsic Volumes: Steining the Steiner formula", Seminar, Department of Statistics, Columbia University, New York, 20142015  
"Normal Approximation for Conic Intrinsic Volumes: Steining the Steiner formula", Seminar, Mathematics Department, University of Luxembourg, 20142015  
"Normal approximation for recovery of structured unknowns in high dimension: Steining the Steiner formula", Seminar, Universita` degli Studi di Salerno, Department of Mathematics, Salerno, Italy, 20142015  
"Normal approximation for recovery of structured unknowns in high dimension: Steining the Steiner formula", Seminar, Department of Mathematics, Sapienza Universita`, Rome, Italy, 20142015  
"Normal approximation for recovery of structured unknowns, Gaussian projections and conic intrinsic volumes: Steining the Steiner formula", Seminar, Mathematics Department, UCLA, 20142015  
"Stein Couplings, Log Concavity and Concentration of Measure", IMA annual program seminar , Institute for Mathematics and its Applications, University of Minnesota, 20142015  
"Stein's method and the rank distribution of random matrices over finite fields", Probability Seminar, Department of Mathematics, University of Minnesota, 20142015  
"Normal Approximation for Conic Intrinsic Volumes: Steining the Steiner formula", Probability and Statistics Seminar, Mathematics Department, USC, Fall 2014  
"Adventures in Mathematical Consulting", Seminar, Dipartimento di Economia e Finanza, LUISS Guido Carli Universita, Rome, Italy, 20132014  
"Applications of Bounded Size and Zero Bias Couplings for Concentration of Measure", Seminar, Department of Mathematics, National University of Singapore, Singapore, 20132014  
"Stein Couplings for Concentration of Measure", Seminar, Department of Mathematics, UCI, Irvine, California, 20132014  
"Stein's Method for the Beta distribution with Application to the Pólya Urn", Seminar, Singapore University of Technology and Design, Singapore, 20132014  
"Concentration of Measures by Size Bias Couplings", Seminar, Department of Statistics, Oxford University, 20122013  
"Adventures in Mathematical Consulting", Seminar, Department of Mathematics, University of the Pacific, 20112012  
"Bounds on the Constant in the Mean Central Limit Theorem", Seminar, Dipartimento di Matematica, Universita La Sapienza, Rome, Italy, 20112012  
"Concentration of Measures by Bounded Size Bias Couplings", Seminar, Dipartimento di Economia e Finanza, LUISS Guido Carli Universita, Rome, Italy, 20112012  
"Concentration of Measures by Bounded Size Bias Couplings", Seminar, Department of Mathematics, University of Southern California, 20112012  
"Cohort Studies with Complex Sampling", Seminar, Department of Biostatistics, Univeristy of California, Los Angeles, 20102011  
"Concentration of Measures by Bounded Size Bias Couplings", Seminar, Department of Satistics, Univeristy of California, Berkeley, 20102011  
"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., QiMan, 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. 3141. Springer. Springer Link  
Goldstein, L., SamuelCahn, E. (2006). Maximizing expected value with two stage stopping rule. pp. p.125. 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. 118. USA, UK, Singapore: Institute for Mathematical Sciences Lecture Notes/ World Scientific.  
Journal Article 

Fulman, J., Goldstein, L. (2015). Stein's method and the rank distribution of random matrices over finite fields. Annals of Probability. Vol. 43, pp. 1274–1314. arXiv  
Goldstein, L., Islak, U. (2014). Concentration inequalities via zero bias couplings. Statistics and Probability Letters. Vol. 86, pp. 1723. arXiv  
Goldstein, L., Reinert, G. (2013). Stein's method for the Beta distribution and the PolyàEggenberger Urn. Journal of Applied Probability. Vol. 50, pp. 11871205. arXiv  
Goldstein, L. (2013). A BerryEsseen bound with applications to counts in the ErdösRènyi random graph. Annals of Applied Probability. Vol. 23, pp. 617636. arXiv  
Bartroff, J., Goldstein, L. (2013). A BerryEsseen bound for the uniform multinomial occupancy model. Electronic Journal of Probability. Vol. 18, article 27, pp. 129. arXiv  
Goldstein, L., Rinott, Y., Scarsini, M. (2012). Stochastic comparisons of symmetric sampling designs. Methodology and Computing in Applied Probability. Vol. 14, pp. 407420. Springer Link  
Goldstein, L., Zhang, H. (2011). A Berry Esseen Theorem for the Lightbulb Process. Advances in Applied Probability. Vol. 43.3, pp. 875898. arXiv  
Ghosh, S., Goldstein, L., Raic, M. (2011). Concentration of measure for the number of isolated vertices in the ErdösRènyi random graph by size bias couplings. Statistics and Probability Letters. Vol. 81, pp. 15651570. arXiv  
Fulman, J., Goldstein, L. (2011). Zero biasing and Jack measures. Combinatorics, Probability and Computing. Vol. 20, pp. 753762. 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. 592608. Project Euclid  
Ghosh, S., Goldstein, L. (2011). Concentration of measures via size biased couplings. Probability Theory and Related Fields. Vol. 149, pp. 271278. Springer Link  
Ghosh, S., Goldstein, L. (2011). Applications of size biased couplings for concentration of measures. Electronic Communications in Probability. Vol. 16, pp. 7083. 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. 795815. Publications  
Bartroff, J., Goldstein, L., Samuel Cahn, E. (2010). Small time asymptotics of the bomber problem. Sequential Analysis. Vol. 29, pp. 275291. Publications  
Goldstein, L. (2010). Bounds on the Constant in the Mean Central Limit Theorem. Annals of Probability. Vol. 38 (4), pp. 16721689. arXiv  
Goldstein, L., Penrose, M. (2010). Normal approximation for coverage models over binomial point processes. Annals of Applied Probability. Vol. 20, pp. 696721. arXiv  
Goldstein, L., Shao, Q. (2009). BerryEsseen Bounds for Projections of Coordinate Symmetric Random Vectors. Electronic Communications in Probability. Vol. 14, pp. 474485.  
Goldstein, L., Zhang, H. (2009). Efficiency of the Maximum Partial Likelihood Estimator for NestedCase Control Sampling. Bernoulli. Vol. 15, pp. 569597. Project Euclid  
Goldstein, L. (2009). A Probabilistic Proof of the LindebergFeller Central Limit Theorem. American Mathematical Monthly/American Mathematical Society. Vol. 116, pp. 4560.  
Goldstein, L., Rinott, Y. (2007). Functional BRK Inequalities, and their Duals, with Applications. Journal of Theoretical Probability. Vol. 20, pp. 275293.  
Goldstein, L. (2007). L^1 Bounds in Normal Approximation. Annals of Probability. Vol. 35, pp. 18881930. arXiv  
Goldstein, L., Langholz, B. (2007). Cohort Sampling Schemes for the MantelHaenszel Estimator. Scandinavian Journal of Statistics/Blackwell Publishers. Vol. 34, pp. 137154..  
Goldstein, L., SamuelCahn, E. (2006). Optimal Two Choice Stopping on an Exponental Sequence. Sequential Analysis/Marcel Dekker. (25), pp. 351363.  
Goldstein, L., Xia, A. (2006). Zero Biasing and a Discrete Central Limit Theorem. Annals of Probability. Vol. 34, pp. 17821806. arXiv  
Goldstein, L., Reinert, G. (2006). Total Variation Distance for Poisson Subset Numbers. Annals of Combinatorics. Vol. 10, pp. 333341. 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. 750752. 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. 661683. 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. 871914. arXiv  
Goldstein, L., Reinert, G. (2005). Distributional Transformations, Orthogonal Polynomials, and Stein Characterizations. Journal of Theoretical Probability. Vol. 18, pp. 185208..  
Goldstein, L., Assaf, D., SamuelCahn, E. (2004). Two Choice Optimal Stopping. Advances in Applied Probability. Vol. 36, pp. 11161147.  
Goldstein, L. (2004). Normal Approximation for Hierarchical Sequences. Annals of Applied Probability. Vol. 14, pp. 19501969. arXiv  
Goldstein, L., Rinott, Y. (2003). A Permutation Test for Matching. Metron  International Journal of Statistics. Vol. vol 61 (no. 3), pp. pp. 375388.  
Goldstein, L., Zhang, H. (2003). Information and Asymptotic Efficiency of the CaseCohort Sampling Design in Cox's Regression Model. Journal of Multivariate Analysis/Academic Press. Vol. 85, pp. 292317.  
Goldstein, L., Assaf, D., SamuelCahn, E. (2002). Ratio Prophet Inequalities when the Mortal has Several Choices. Annals of Applied Probability. Vol. 12, pp. 972984.  
Goldstein, L., Langholz, B. (2001). Conditional logistic analysis of casecontrol studies with complex sampling. Biostatistics/Oxford University Press. Vol. 2, pp. 6384.  
Ghosh, S., Goldstein, L. (2000). Concentration of measures via size biased couplings. Probability Theory and Related Fields.  
Assaf, D., Goldstein, L., SamuelCahn, E. (2000). An Unexpected Connection between Branching Processes and Optimal Stopping. J. Appl. Probab.. Vol. 37 (3), pp. 613626. arXiv  
Borgan, O., Langholz, B., Samuelsen, S. O., Goldstein, L., Pagoda, J. (2000). Exposure stratified casecohort studies. Lifetime Data Analysis. Vol. 6, pp. 3958.  
Langholz, B., Thomas, D., Faucett, C., Huberman, M., Goldstein, L. (1999). Ascertainment correction in rate ratio estimation from casesibling control studies of variable ageatonset diseases. Biometrics. Vol. 55, pp. 11291136.  
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. 935952. 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. 10511071.  
Goldstein, L., Gordon, L. (1996). Asymptotics for the maximum of halfnormal plots. Annals of Statistics. Vol. 24, pp. 22502265.  
Goldstein, L., Rinott, Y. (1996). Multivariate normal approximations by Stein's method and size bias couplings. Journal of Applied Probability, vol 33, (1996), pp. 117.. Vol. 33, pp. 117. arXiv link  
Goldstein, L., Langholz, B. (1996). Risk Set Sampling in Epidemiologic Cohort Studies. Institute of Mathematical Statistics. Vol. 11, pp. 3553.  
Assaf, D., Goldstein, L., SamuelCahn, E. (1996). A Statistical Version of Prophet Inequalities. Ann. Statist. Vol. 26 (3), pp. 11901197.  
Goldstein, L., Khasminskii, R. (1995). On efficient estimation of smooth functionals. Theory of Probability and Applications. Vol. 40 (1), pp. 199205.  
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. 17491778.  
Goldstein, L., Waterman, M. (1994). Approximations to profile score distributions. Journal of Computational Biology. Vol. 1 (1), pp. 93104.  
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. 785812.  
Abramson, I., Goldstein, L. (1991). Efficient nonparametric testing by functional estimation. Journal of Theoretical Probability. Vol. 4 (1), pp. 137159.  
Arratia, R., Goldstein, L., Gordon, L. (1989). Two Moments Suffice for Poisson Approximations: The ChenStein Method. The Annals of Probability. Vol. 17 (1), pp. 925.  
Goldstein, L. (1988). On the choice of step size in the Robbins Monro procedure. Statistics and Probability Letters. Vol. 6, pp. 299303.  
Goldstein, L. (1988). Mean square rates of convergence in the continuous time simulated annealing algorithm in Rd. Advances in Applied Mathematics. Vol. 9, pp. 3539.  
Goldstein, L. (1988). Minimizing noisy functionals in Hilbert space: An extension of the Kiefer Wolfowitz procedure. Journal of Theoretical Probability. Vol. 1 (2), pp. 189204.  
Goldstein, L., Waterman, M. (1987). Mapping DNA by stochastic relaxation. Advances in Applied Mathematics. Vol. 8, pp. 194207.  
New Courses Developed 

Introduction to Stein's Method, Scoula Normale Superiore di Pisa, Cortona Italy, 07/01/201307/18/2013  
Statistical Inference and Data Analysis I, Mathematics, 20092010  
Statistical Inference and Data Analysis II, Mathematics, 20092010  
Honors and Awards 

Fellow, the Institute of Mathematics Statistics (IMS), 2003  
Service to the Profession 

Conferences Organized 

Organizer, New Directions in Stein's Method, National University of Singapore, 20152016  
Organizer, Stein's Method, Concentration Inequalities, and Malliavin Calculus, Ch\^ateau de la Bretesche in Missillac, LoireAtlantique, France, 20142015  
Session Organizer, International Workshop in Applied Probability, Jerusalem, Israel, 20122013  
Session Organizer, Third International Workshop in Sequential Methodologies , Stanford University, 20112012  
Editorships and Editorial Boards 

Associate Editor, Bernoulli, 20122013  
Associate Editor, Bernoulli, 20112012  
Associate Editor, Bernoulli, 20102011  
Professional Memberships 

Institue of Mathematical Statistics, 19842014  
Faculty may update their profile by visiting https://mydornsife.usc.edu. 