100 citations · 192 across the 11 of their papers we have counts for
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stat.ME2017★ 6 cited
Importance Sampling and its Optimality for Stochastic Simulation Models
Yen-Chi Chen, Youngjun Choe
We consider the problem of estimating an expected outcome from a stochastic simulation model. Our goal is to develop a theoretical framework on importance sampling for such estimat…
stat.ME2017★ 2 cited
Information Criterion for Boltzmann Approximation Problems
Youngjun Choe, Yen-Chi Chen, Nick Terry
This paper considers the problem of approximating a density when it can be evaluated up to a normalizing constant at a limited number of points. We call this problem the Boltzmann…