4 papers
Weighted Riesz Particles
Xiongming Dai, Gerald Baumgartner
Markov chain Monte Carlo (MCMC) methods are simulated by local exploration of complex statistical distributions, and while bypassing the cumbersome requirement of a specific analyt…
Operator-free Equilibrium on the Sphere
Xiongming Dai, Gerald Baumgartner
We propose a generalized minimum discrepancy, which derives from Legendre's ODE and spherical harmonic theoretics to provide a new criterion of equidistributed pointsets on the sph…
Variance Reduction of Resampling for Sequential Monte Carlo
Xiongming Dai, Gerald Baumgartner
A resampling scheme provides a way to switch low-weight particles for sequential Monte Carlo with higher-weight particles representing the objective distribution. The less the vari…
Chebyshev Particles
Xiongming Dai, Gerald Baumgartner
Markov chain Monte Carlo (MCMC) provides a feasible method for inferring Hidden Markov models, however, it is often computationally prohibitive, especially constrained by the curse…