4 papers
When are Unbiased Monte Carlo Estimators More Preferable than Biased Ones?
Guanyang Wang, Jose Blanchet, Peter W. Glynn
Due to the potential benefits of parallelization, designing unbiased Monte Carlo estimators, primarily in the setting of randomized multilevel Monte Carlo, has recently become very…
Quadratic Speed-up in Infinite Variance Quantum Monte Carlo
Jose Blanchet, Mario Szegedy, Guanyang Wang
In this study, we give an extension of Montanaro's arXiv/archive:1504.06987 quantum Monte Carlo method, tailored for computing expected values of random variables that exhibit infi…
Spectral Telescope: Convergence Rate Bounds for Random-Scan Gibbs Samplers Based on a Hierarchical Structure
Qian Qin, Guanyang Wang
Random-scan Gibbs samplers possess a natural hierarchical structure. The structure connects Gibbs samplers targeting higher dimensional distributions to those targeting lower dimen…
Modeling treatment events in disease progression
Guanyang Wang, Yumeng Zhang, Yong Deng +2
Ability to quantify and predict progression of a disease is fundamental for selecting an appropriate treatment. Many clinical metrics cannot be acquired frequently either because o…