11 citations · 28 across the 4 of their papers we have counts for
11 papers
On the convergence of an improved and adaptive kinetic simulated annealing
Michael C. H. Choi
Inspired by the work of [Fang et al.. An improved annealing method and its large-time behaviour. Stochastic Process. Appl. (1997), Volume 71 Issue 1 Page 55-74.], who propose an im…
Analysis of non-reversible Markov chains via similarity orbit
Michael C. H. Choi, Pierre Patie
In this paper, we develop an in-depth analysis of non-reversible Markov chains on denumerable state space from a similarity orbit perspective. In particular, we study the class of…
Universality of the Langevin diffusion as scaling limit of a family of Metropolis-Hastings processes I: fixed dimension
Michael C. H. Choi
Given a target distribution on a general state space and a proposal Markov jump process with generator , the purpose of this paper is to investigate two univer…
A Hoeffding's inequality for uniformly ergodic diffusion process
Michael C. H. Choi, Evelyn Li
In this note, we present a version of Hoeffding's inequality in a continuous-time setting, where the data stream comes from a uniformly ergodic diffusion process. Similar to the we…
Entropy flow and De Bruijn's identity for a class of stochastic differential equations driven by fractional Brownian motion
Michael C. H. Choi, Chihoon Lee, Jian Song
Motivated by the classical De Bruijn's identity for the additive Gaussian noise channel, in this paper we consider a generalized setting where the channel is modelled via stochasti…
Skip-free Markov chains
Michael C. H. Choi, Pierre Patie
The aim of this paper is to develop a general theory for the class of skip-free Markov chains on denumerable state space. This encompasses their potential theory via an explicit ch…