214 citations · 262 across the 32 of their papers we have counts for
4 papers · 1 filter
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…
On the Minimax Spherical Designs
Weibo Fu, Guanyang Wang, Jun Yan
Distributing points on a (possibly high-dimensional) sphere with minimal energy is a long-standing problem in and outside the field of mathematics. This paper considers a novel ene…
Metropolis-Hastings transition kernel couplings
John O'Leary, Guanyang Wang
Couplings play a central role in the analysis of Markov chain convergence and in the construction of novel Markov chain Monte Carlo estimators, diagnostics, and variance reduction…