3 papers
stat.ML2025
A Novel Framework Using Variational Inference with Normalizing Flows to Train Transport Reversible Jump Proposals
Pingping Yin, Xiyun Jiao
We propose a unified framework that employs variational inference (VI) with (conditional) normalizing flows (NFs) to train both between-model and within-model proposals for reversi…
econ.EM2025
Inference on Common Trends in a Cointegrated Nonlinear SVAR
James A. Duffy, Xiyu Jiao
We consider the problem of performing inference on the number of common stochastic trends when data is generated by a cointegrated CKSVAR (a two-regime, piecewise affine SVAR; Mavr…
stat.CO2025
Efficient Mirror-type Kernels for the Metropolis-Hastings Algorithm
Nuo Guan, Xiyun Jiao
We propose a new Metropolis-Hastings (MH) kernel by introducing the Mirror move into the Metropolis adjusted Langevin algorithm (MALA). This new kernel uses the strength of one ker…