9 citations · 29 across the 7 of their papers we have counts for
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stat.CO2020★ 7 cited
An invitation to sequential Monte Carlo samplers
Chenguang Dai, Jeremy Heng, Pierre E. Jacob +1
Statisticians often use Monte Carlo methods to approximate probability distributions, primarily with Markov chain Monte Carlo and importance sampling. Sequential Monte Carlo sample…
stat.CO2019★ 1 cited
Monte Carlo Approximation of Bayes Factors via Mixing with Surrogate Distributions
Chenguang Dai, Jun S. Liu
By mixing the target posterior distribution with a surrogate distribution, of which the normalizing constant is tractable, we propose a method for estimating the marginal likelihoo…
stat.CO2019★ 7 cited
The Wang-Landau Algorithm as Stochastic Optimization and Its Acceleration
Chenguang Dai, Jun S. Liu
We show that the Wang-Landau algorithm can be formulated as a stochastic gradient descent algorithm minimizing a smooth and convex objective function, of which the gradient is esti…