1 citations · 1 across the 3 of their papers we have counts for
4 papers
Restricted Spectral Gap Decomposition for Simulated Tempering Targeting Mixture Distributions
Jhanvi Garg, Krishna Balasubramanian, Quan Zhou
Simulated tempering is a widely used strategy for sampling from multimodal distributions. In this paper, we consider simulated tempering combined with an arbitrary local Markov cha…
Fragility Index for Time-to-Event Endpoints in Single-Arm Clinical Trials
Arnab Kumar Maity, Jhanvi Garg, Cynthia Basu
The reliability of clinical trial outcomes is crucial, especially in guiding medical decisions. In this paper, we introduce the Fragility Index (FI) for time-to-event endpoints in…
Soft-constrained Schrodinger Bridge: a Stochastic Control Approach
Jhanvi Garg, Xianyang Zhang, Quan Zhou
Schrödinger bridge can be viewed as a continuous-time stochastic control problem where the goal is to find an optimally controlled diffusion process whose terminal distribution coi…
A quickest detection problem with false negatives
Tiziano De Angelis, Jhanvi Garg, Quan Zhou
We formulate and solve a variant of the quickest detection problem which features false negatives. A standard Brownian motion acquires a drift at an independent exponential random…