214 citations · 262 across the 32 of their papers we have counts for
11 papers · 1 filter
The Snake Algorithm: A Rejection-Free Sampler for Binary Matrices with Fixed Margins
Zipei Nie, Guanyang Wang, Peng Zhang
We study uniform sampling of binary matrices with fixed row and column sums, a recurring problem in ecological null models, Rasch-model testing, network analysis, and combinatorics…
Markov chain Monte Carlo without evaluating the target: an auxiliary variable approach
Wei Yuan, Guanyang Wang
In sampling tasks, it is common for target distributions to be known up to a normalizing constant. However, in many situations, even evaluating the unnormalized distribution can be…
When are Unbiased Monte Carlo Estimators More Preferable than Biased Ones?
Guanyang Wang, Jose Blanchet, Peter W. Glynn
Due to the potential benefits of parallelization, designing unbiased Monte Carlo estimators, primarily in the setting of randomized multilevel Monte Carlo, has recently become very…
Optimal randomized multilevel Monte Carlo for repeatedly nested expectations
Yasa Syed, Guanyang Wang
The estimation of repeatedly nested expectations is a challenging task that arises in many real-world systems. However, existing methods generally suffer from high computational co…
Unbiased Multilevel Monte Carlo methods for intractable distributions: MLMC meets MCMC
Guanyang Wang, Tianze Wang
Constructing unbiased estimators from Markov chain Monte Carlo (MCMC) outputs is a difficult problem that has recently received a lot of attention in the statistics and machine lea…
Unbiased Optimal Stopping via the MUSE
Zhengqing Zhou, Guanyang Wang, Jose Blanchet +1
We propose a new unbiased estimator for estimating the utility of the optimal stopping problem. The MUSE, short for Multilevel Unbiased Stopping Estimator, constructs the unbiased…
Discussion of `A Gibbs sampler for a class of random convex polytopes'
Persi Diaconis, Guanyang Wang
This is a contribution for the discussion on "A Gibbs sampler for a class of random convex polytopes" by Pierre E. Jacob, Ruobin Gong, Paul T. Edlefsen and Arthur P. Dempster to ap…
Maximal couplings of the Metropolis-Hastings algorithm
John O'Leary, Guanyang Wang, Pierre E. Jacob
Couplings play a central role in the analysis of Markov chain Monte Carlo algorithms and appear increasingly often in the algorithms themselves, e.g. in convergence diagnostics, pa…
On the Theoretical Properties of the Exchange Algorithm
Guanyang Wang
The exchange algorithm is one of the most popular extensions of the Metropolis--Hastings algorithm to sample from doubly-intractable distributions. However, the theoretical explora…
A Fast MCMC for the Uniform Sampling of Binary Matrices with Fixed Margins
Guanyang Wang
Uniform sampling of binary matrix with fixed margins is an important and difficult problem in statistics, computer science, ecology and so on. The well-known swap algorithm would b…
A Multi-armed Bandit MCMC, with applications in sampling from doubly intractable posterior
Guanyang Wang
Markov chain Monte Carlo (MCMC) algorithms are widely used to sample from complicated distributions, especially to sample from the posterior distribution in Bayesian inference. How…