activity
20172021
most citedSchr{ö}dinger-F{ö}llmer Sampler: Sampling without Ergodicity

5 citations · 8 across the 5 of their papers we have counts for

collaborators

5 papers

stat.CO2021

Convergence Analysis of Schr{ö}dinger-F{ö}llmer Sampler without Convexity

Yuling Jiao, Lican Kang, Yanyan Liu +1

Schrödinger-Föllmer sampler (SFS) is a novel and efficient approach for sampling from possibly unnormalized distributions without ergodicity. SFS is based on the Euler-Maruyama dis…

stat.CO2021★ 5 cited

Schr{ö}dinger-F{ö}llmer Sampler: Sampling without Ergodicity

Jian Huang, Yuling Jiao, Lican Kang +3

Sampling from probability distributions is an important problem in statistics and machine learning, specially in Bayesian inference when integration with respect to posterior distr…

stat.ML2020

A Support Detection and Root Finding Approach for Learning High-dimensional Generalized Linear Models

Jian Huang, Yuling Jiao, Lican Kang +3

Feature selection is important for modeling high-dimensional data, where the number of variables can be much larger than the sample size. In this paper, we develop a support detect…

stat.ML2020

On Newton Screening

Jian Huang, Yuling Jiao, Lican Kang +4

Screening and working set techniques are important approaches to reducing the size of an optimization problem. They have been widely used in accelerating first-order methods for so…

stat.CO2017★ 3 cited

A Constructive Approach to High-dimensional Regression

Jian Huang, Yuling Jiao, Yanyan Liu +1

We develop a constructive approach to estimating sparse, high-dimensional linear regression models. The approach is a computational algorithm motivated from the KKT conditions for…