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20112024
most citedImproving the Asymptotic Performance of Markov Chain Monte-Carlo by Inserting Vortices

30 citations · 101 across the 9 of their papers we have counts for

collaborators

10 papers

math.ST2024

On the estimation rate of Bayesian PINN for inverse problems

Yi Sun, Debarghya Mukherjee, Yves Atchade

Solving partial differential equations (PDEs) and their inverse problems using Physics-informed neural networks (PINNs) is a rapidly growing approach in the physics and machine lea…

cs.LG2019

Towards Reducing Biases in Combining Multiple Experts Online

Yi Sun, Ivan Ramirez, Alfredo Cuesta-Infante +1

In many real life situations, including job and loan applications, gatekeepers must make justified and fair real-time decisions about a person's fitness for a particular opportunit…

cs.LG2018★ 2 cited

Learning Vine Copula Models For Synthetic Data Generation

Yi Sun, Alfredo Cuesta-Infante, Kalyan Veeramachaneni

A vine copula model is a flexible high-dimensional dependence model which uses only bivariate building blocks. However, the number of possible configurations of a vine copula grows…

stat.ME2012★ 30 cited

Improving the Asymptotic Performance of Markov Chain Monte-Carlo by Inserting Vortices

Yi Sun, Faustino Gomez, Juergen Schmidhuber

We present a new way of converting a reversible finite Markov chain into a non-reversible one, with a theoretical guarantee that the asymptotic variance of the MCMC estimator based…

cs.AI2012★ 3 cited

Efficient Natural Evolution Strategies

Yi Sun, Daan Wierstra, Tom Schaul +1

Efficient Natural Evolution Strategies (eNES) is a novel alternative to conventional evolutionary algorithms, using the natural gradient to adapt the mutation distribution. Unlike…

cs.LG2012★ 9 cited

On the Size of the Online Kernel Sparsification Dictionary

Yi Sun, Faustino Gomez, Juergen Schmidhuber

We analyze the size of the dictionary constructed from online kernel sparsification, using a novel formula that expresses the expected determinant of the kernel Gram matrix in term…