activity
20102021
most citedLearning Summary Statistic for Approximate Bayesian Computation via Deep Neural Network

68 citations · 199 across the 14 of their papers we have counts for

collaborators

14 papers

math.ST2021

An integral equation for the identification of causal effects in nonlinear models

Wing Hung Wong

When the causal relationship between X and Y is specified by a structural equation, the causal effect of X on Y is the expected rate of change of Y with respect to changes in X, wh…

math.ST2021★ 1 cited

A calculus for causal inference with instrumental variables

Wing Hung Wong

Under a general structural equation framework for causal inference, we provide a definition of the causal effect of a variable X on another variable Y, and propose an approach to e…

stat.ML2019★ 3 cited

Mini-batch Metropolis-Hastings MCMC with Reversible SGLD Proposal

Tung-Yu Wu, Y. X. Rachel Wang, Wing H. Wong

Traditional MCMC algorithms are computationally intensive and do not scale well to large data. In particular, the Metropolis-Hastings (MH) algorithm requires passing over the entir…

stat.ML2016

Convergence of Contrastive Divergence with Annealed Learning Rate in Exponential Family

Bai Jiang, Tung-yu Wu, Wing H. Wong

In our recent paper, we showed that in exponential family, contrastive divergence (CD) with fixed learning rate will give asymptotically consistent estimates \cite{wu2016convergenc…

stat.ME2015★ 68 cited

Learning Summary Statistic for Approximate Bayesian Computation via Deep Neural Network

Bai Jiang, Tung-yu Wu, Charles Zheng +1

Approximate Bayesian Computation (ABC) methods are used to approximate posterior distributions in models with unknown or computationally intractable likelihoods. Both the accuracy…

math.ST2015★ 2 cited

Multivariate Density Estimation via Adaptive Partitioning (II): Posterior Concentration

Linxi Liu, Wing Hung Wong

In this paper, we study a class of non-parametric density estimators under Bayesian settings. The estimators are piecewise constant functions on binary partitions. We analyze the c…