94 citations · 98 across the 5 of their papers we have counts for
5 papers
A Nonparametric Bayesian Framework for Uncertainty Quantification in Stochastic Simulation
Wei Xie, Cheng Li, Yuefeng Wu +1
When we use simulation to assess the performance of stochastic systems, the input models used to drive simulation experiments are often estimated from finite real-world data. There…
Asymptotic Properties for Methods Combining Minimum Hellinger Distance Estimates and Bayesian Nonparametric Density Estimates
Yuefeng Wu, Giles Hooker
In frequentist inference, minimizing the Hellinger distance between a kernel density estimate and a parametric family produces estimators that are both robust to outliers and stati…
Hit and Run ARMS: Adaptive Rejection Metropolis Sampling with Hit and Run Random Direction
Huaiye Zhang, Yuefeng Wu, Lulu Cheng +1
An algorithm for sampling from non-log-concave multivariate distributions is proposed, which improves the adaptive rejection Metropolis sampling (ARMS) algorithm by incorporating t…
Hellinger Distance and Bayesian Non-Parametrics: Hierarchical Models for Robust and Efficient Bayesian Inference
Yuefeng Wu, Giles Hooker
This paper introduces a hierarchical framework to incorporate Hellinger distance methods into Bayesian analysis. We propose to modify a prior over non-parametric densities with the…
Kullback Leibler property of kernel mixture priors in Bayesian density estimation
Yuefeng Wu, Subhashis Ghosal
Positivity of the prior probability of Kullback-Leibler neighborhood around the true density, commonly known as the Kullback-Leibler property, plays a fundamental role in posterior…