activity
20132024
most citedDiscrepancy bounds for uniformly ergodic Markov chain quasi-Monte Carlo

7 citations · 13 across the 10 of their papers we have counts for

collaborators

10 papers

stat.ME2024★ 3 cited

Air-HOLP: Adaptive Regularized Feature Screening for High Dimensional Correlated Data

Ibrahim Joudah, Samuel Muller, Houying Zhu

Handling high-dimensional datasets presents substantial computational challenges, particularly when the number of features far exceeds the number of observations and when features…

q-bio.BM2024

ProteinEngine: Empower LLM with Domain Knowledge for Protein Engineering

Yiqing Shen, Outongyi Lv, Houying Zhu +1

Large language models (LLMs) have garnered considerable attention for their proficiency in tackling intricate tasks, particularly leveraging their capacities for zero-shot and in-c…

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…

stat.ME2022★ 2 cited

COMBSS: Best Subset Selection via Continuous Optimization

Sarat Moka, Benoit Liquet, Houying Zhu +1

The problem of best subset selection in linear regression is considered with the aim to find a fixed size subset of features that best fits the response. This is particularly chall…

stat.CO2019

A weighted Discrepancy Bound of quasi-Monte Carlo Importance Sampling

Josef Dick, Daniel Rudolf, Houying Zhu

Importance sampling Monte-Carlo methods are widely used for the approximation of expectations with respect to partially known probability measures. In this paper we study a determi…

math.NA2017

Analysis of Framelet Transforms on a Simplex

Yu Guang Wang, Houying Zhu

In this paper, we construct framelets associated with a sequence of quadrature rules on the simplex in . We give the framelet transforms -- decomposition an…

math.NA2015

A Discrepancy Bound for Deterministic Acceptance-Rejection Samplers Beyond in Dimension 1

Houying Zhu, Josef Dick

In this paper we consider an acceptance-rejection (AR) sampler based on deterministic driver sequences. We prove that the discrepancy of an element sample set generated in this…

stat.CO2014

Discrepancy Estimates for Acceptance-Rejection Samplers Using Stratified Inputs

Houying Zhu, Josef Dick

In this paper we propose an acceptance-rejection sampler using stratified inputs as diver sequence. We estimate the discrepancy of the points generated by this algorithm. First we…

math.ST2013★ 1 cited

A Discrepancy Bound for a Deterministic Acceptance-Rejection Sampler

Houying Zhu, Josef Dick

We consider an acceptance-rejection sampler based on a deterministic driver sequence. The deterministic sequence is chosen such that the discrepancy between the empirical target di…

stat.CO2013★ 7 cited

Discrepancy bounds for uniformly ergodic Markov chain quasi-Monte Carlo

Josef Dick, Daniel Rudolf, Houying Zhu

Markov chains can be used to generate samples whose distribution approximates a given target distribution. The quality of the samples of such Markov chains can be measured by the d…