1 citations · 1 across the 3 of their papers we have counts for
3 papers
math.NA2021
Unbiased MLMC-based variational Bayes for likelihood-free inference
Zhijian He, Zhenghang Xu, Xiaoqun Wang
Variational Bayes (VB) is a popular tool for Bayesian inference in statistical modeling. Recently, some VB algorithms are proposed to handle intractable likelihoods with applicatio…
cs.LG2021
A High-fidelity, Machine-learning Enhanced Queueing Network Simulation Model for Hospital Ultrasound Operations
Yihan Pan, Zhenghang Xu, Jin Guang +10
We collaborate with a large teaching hospital in Shenzhen, China and build a high-fidelity simulation model for its ultrasound center to predict key performance metrics, including…
math.NA2020★ 1 cited
Efficient risk estimation via nested multilevel quasi-Monte Carlo simulation
Zhenghang Xu, Zhijian He, Xiaoqun Wang
We consider the problem of estimating the probability of a large loss from a financial portfolio, where the future loss is expressed as a conditional expectation. Since the conditi…