1 citations · 1 across the 1 of their papers we have counts for
2 papers
math.PR2016
Conditional Monte Carlo: A Change-of-Variables Approach
Guiyun Feng, Guangwu Liu
Conditional Monte Carlo (CMC) has been widely used for sensitivity estimation with discontinuous integrands as a standard simulation technique. A major limitation of using CMC in t…
math.OC2015★ 1 cited
Analysis of Discrete Choice Models: A Welfare-Based Framework
Guiyun Feng, Xiaobo Li, Zizhuo Wang
Based on the observation that many existing discrete choice models admit a welfare function of utilities whose gradient gives the choice probability vector, we propose a new repres…