72 citations · 765 across the 35 of their papers we have counts for
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stat.CO2024★ 1 cited
HDTSA: An R package for high-dimensional time series analysis
Jinyuan Chang, Jing He, Chen Lin +1
High-dimensional time series analysis has become increasingly important in fields such as finance, economics, and biology. The two primary tasks for high-dimensional time series an…
stat.CO2023★ 1 cited
Efficiently handling constraints with Metropolis-adjusted Langevin algorithm
Jinyuan Chang, Cheng Yong Tang, Yuanzheng Zhu
In this study, we investigate the performance of the Metropolis-adjusted Langevin algorithm in a setting with constraints on the support of the target distribution. We provide a ri…