Michael C. H. Choi

activity

20172023

most citedMetropolis-Hastings reversiblizations of non-reversible Markov chains

12 citations · 59 across the 18 of their papers we have counts for

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2 papers · 1 filter

math.PR2023★ 3 cited

Systematic approaches to generate reversiblizations of Markov chains

Michael C. H. Choi, Geoffrey Wolfer

Given a target distribution $π$ and an arbitrary Markov infinitesimal generator $L$ on a finite state space $X$ , we develop three structured and inter-related approaches…

math.PR2023

Improved Langevin Monte Carlo for stochastic optimization via landscape modification

Michael C. H. Choi, Youjia Wang

Given a target function $H$ to minimize or a target Gibbs distribution $π_{β}^{0} \propto e^{- β H}$ to sample from in the low temperature, in this paper we propose and analyze Langevin…