113 citations · 132 across the 4 of their papers we have counts for
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Disorder chaos in the spherical mean-field model
Wei-Kuo Chen, Hsi-Wei Hsieh, Chii-Ruey Hwang +1
We consider the problem of disorder chaos in the spherical mean-field model. It is concerned about the behavior of the overlap between two independently sampled spin configurations…
Variance reduction for diffusions
Chii-Ruey Hwang, Raoul Normand, Sheng-Jhih Wu
The most common way to sample from a probability distribution is to use Monte-Carlo methods. For distributions on a continuous state space, one can find diffusions with the target…
Accelerating diffusions
Chii-Ruey Hwang, Shu-Yin Hwang-Ma, Shuenn-Jyi Sheu
Let U be a given function defined on R^d and π(x) be a density function proportional to \exp -U(x). The following diffusion X(t) is often used to sample from π(x), dX(t)=-\nabla U(…