1 citations · 3 across the 17 of their papers we have counts for
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On Hamiltonian Monte Carlo for Gaussian Random Variables with Random Hamiltonians
Yingdong Lu, Tomasz Nowicki
We study a family of (multivariate-)Gaussian Hamiltonian Monte Carlo (GHMC) operators and prove that the family of Gaussian distributions and their mixtures are invariant under suc…
On the iterations of some random functions with Lipschitz number one
Yingdong Lu, Tomasz Nowicki
For the iterations of random functions with Lipschitz number one, we represent the dynamics as a Markov chain and prove its convergence under mild conditions. We a…
Non-Asymptotic Concentration of Magnetization in the Curie-Weiss Model at Subcritical Temperatures
Yingdong Lu
In this short paper, we obtain non-asymptotic concentration results for magnetization of the Curie-Weiss model at subcritical temperatures, which leads to a diffusion limit theorem…
On A Stein Method Based Approximation for A Two-Dimensional Markov Chain
Yingdong Lu
We study an approximation method of stationary characters of a two-dimensional Markov chain via the Stein method. For this purpose, innovative methods are developed to estimate the…
Approximating the Markov Chain of the Curie-Weiss Model
Yingdong Lu
In this paper, we quantify some known approximation to the Curie-Weiss model via applying the Stein method to the Markov chain whose stationary distribution coincides with Curie-We…