3 papers
stat.CO2026
AI4BayesCode: From Natural Language Descriptions to Validated Modular Stateful Bayesian Samplers
Jungang Zou, Alex Ziyu Jiang, Qixuan Chen
Coding and computation remain major bottlenecks in Markov chain Monte Carlo (MCMC) workflows, especially as modern sampling algorithms have become increasingly complex and existing…
stat.ME2025
Semiparametric estimation for multivariate Hawkes processes using dependent Dirichlet processes: An application to order flow data in financial markets
Alex Ziyu Jiang, Abel Rodriguez
The order flow in high-frequency financial markets has been of particular research interest in recent years, as it provides insights into trading and order execution strategies and…
stat.CO2023
Improvements on Scalable Stochastic Bayesian Inference Methods for Multivariate Hawkes Process
Alex Ziyu Jiang, Abel Rodríguez
Multivariate Hawkes Processes (MHPs) are a class of point processes that can account for complex temporal dynamics among event sequences. In this work, we study the accuracy and co…