Bai Jiang

activity

20152019

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

68 citations · 95 across the 7 of their papers we have counts for

collaborators

Showing 2018Show all

2 papers · 1 filter

math.ST2018

Bernstein's inequalities for general Markov chains

Bai Jiang, Qiang Sun, Jianqing Fan

We establish Bernstein's inequalities for functions of general (general-state-space and possibly non-reversible) Markov chains. These inequalities achieve sharp variance proxies an…

math.ST2018★ 22 cited

Hoeffding's lemma for Markov Chains and its applications to statistical learning

Jianqing Fan, Bai Jiang, Qiang Sun

We extend Hoeffding's lemma to general-state-space and not necessarily reversible Markov chains. Let ${X_{i}}_{i \geq 1}$ be a stationary Markov chain with invariant measure $π$ and…