15 citations · 80 across the 14 of their papers we have counts for
14 papers
Tensor Dirichlet Process Multinomial Mixture Model for Passenger Trajectory Clustering
Ziyue Li, Hao Yan, Chen Zhang +4
Passenger clustering based on travel records is essential for transportation operators. However, existing methods cannot easily cluster the passengers due to the hierarchical struc…
Interpretation and visualization of distance covariance through additive decomposition of correlations formula
Andi Wang, Hao Yan, Juan Du
Distance covariance is a widely used statistical methodology for testing the dependency between two groups of variables. Despite the appealing properties of consistency and superio…
Explicit convergence bounds for Metropolis Markov chains: isoperimetry, spectral gaps and profiles
Christophe Andrieu, Anthony Lee, Sam Power +1
We derive the first explicit bounds for the spectral gap of a random walk Metropolis algorithm on for any value of the proposal variance, which when scaled appropriately reco…
Sampling using Adaptive Regenerative Processes
Hector McKimm, Andi Q Wang, Murray Pollock +2
Enriching Brownian motion with regenerations from a fixed regeneration distribution at a particular regeneration rate results in a Markov process that has a target distribu…
Poincaré inequalities for Markov chains: a meeting with Cheeger, Lyapunov and Metropolis
Christophe Andrieu, Anthony Lee, Sam Power +1
We develop a theory of weak Poincaré inequalities to characterize convergence rates of ergodic Markov chains. Motivated by the application of Markov chains in the context of algori…
Comparison of Markov chains via weak Poincaré inequalities with application to pseudo-marginal MCMC
Christophe Andrieu, Anthony Lee, Sam Power +1
We investigate the use of a certain class of functional inequalities known as weak Poincaré inequalities to bound convergence of Markov chains to equilibrium. We show that this ena…
PDMP Monte Carlo methods for piecewise-smooth densities
Augustin Chevallier, Sam Power, Andi Q. Wang +1
There has been substantial interest in developing Markov chain Monte Carlo algorithms based on piecewise-deterministic Markov processes. However existing algorithms can only be use…
Perturbation theory for killed Markov processes and quasi-stationary distributions
Daniel Rudolf, Andi Q. Wang
Motivated by recent developments of quasi-stationary Monte Carlo methods, we investigate the stability of quasi-stationary distributions of killed Markov processes under perturbati…
Subgeometric hypocoercivity for piecewise-deterministic Markov process Monte Carlo methods
Christophe Andrieu, Paul Dobson, Andi Q. Wang
We extend the hypocoercivity framework for piecewise-deterministic Markov process (PDMP) Monte Carlo established in [Andrieu et. al. (2018)] to heavy-tailed target distributions, w…
Regeneration-enriched Markov processes with application to Monte Carlo
Andi Q. Wang, Murray Pollock, Gareth O. Roberts +1
We study a class of Markov processes that combine local dynamics, arising from a fixed Markov process, with regenerations arising at a state-dependent rate. We give conditions unde…
A note on the jump locations of Markov processes
Andi Q. Wang, David Steinsaltz
For a continuous-time Markov process, we characterize the law of the first jump location when started from an arbitrary initial distribution, in terms of the invariant distribution…
An approximation scheme for quasi-stationary distributions of killed diffusions
Andi Q. Wang, Gareth O. Roberts, David Steinsaltz
In this paper we study the asymptotic behavior of the normalized weighted empirical occupation measures of a diffusion process on a compact manifold which is killed at a smooth rat…
Theoretical properties of quasi-stationary Monte Carlo methods
Andi Q. Wang, Martin Kolb, Gareth O. Roberts +1
This paper gives foundational results for the application of quasi-stationarity to Monte Carlo inference problems. We prove natural sufficient conditions for the quasi-limiting dis…
Convergence of eigenvalues to the support of the limiting measure in critical matrix models
Chenjie Fan, Alice Guionnet, Yuqi Song +1
We consider the convergence of the eigenvalues to the support of the equilibrium measure in the ensemble models under a critical condition. We show a phase transition phenomeno…