5 citations · 8 across the 5 of their papers we have counts for
5 papers
Optimal Sub-sampling to Boost Power of Kernel Sequential Change-point Detection
Song Wei, Chaofan Huang
We present a novel scheme to boost detection power for kernel maximum mean discrepancy based sequential change-point detection procedures. Our proposed scheme features an optimal s…
MAGI-X: Manifold-Constrained Gaussian Process Inference for Unknown System Dynamics
Chaofan Huang, Simin Ma, Shihao Yang
Ordinary differential equations (ODEs), commonly used to characterize the dynamic systems, are difficult to propose in closed-form for many complicated scientific applications, eve…
Constrained Minimum Energy Designs
Chaofan Huang, V. Roshan Joseph, Douglas M. Ray
Space-filling designs are important in computer experiments, which are critical for building a cheap surrogate model that adequately approximates an expensive computer code. Many d…
Population Quasi-Monte Carlo
Chaofan Huang, V. Roshan Joseph, Simon Mak
Monte Carlo methods are widely used for approximating complicated, multidimensional integrals for Bayesian inference. Population Monte Carlo (PMC) is an important class of Monte Ca…
An Infinite Hidden Markov Model With Similarity-Biased Transitions
Colin Reimer Dawson, Chaofan Huang, Clayton T. Morrison
We describe a generalization of the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) which is able to encode prior information that state transitions are more likely be…