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stat.ME2026
Bayesian factorization via shrinkage
Shicheng Liu, Qingping Zhou, Yanan Fan +1
Factor models are widely used for dimension reduction. Bayesian approaches to these models often place a prior on the factor loadings that allows for infinitely many factors, with…
stat.ME2023
Adaptive Importance Sampling and Quasi-Monte Carlo Methods for 6G URLLC Systems
Xiongwen Ke, Houying Zhu, Kai Yi +3
In this paper, we propose an efficient simulation method based on adaptive importance sampling, which can automatically find the optimal proposal within the Gaussian family based o…