21 citations · 40 across the 10 of their papers we have counts for
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stat.CO2022★ 1 cited
Tuning Stochastic Gradient Algorithms for Statistical Inference via Large-Sample Asymptotics
Jeffrey Negrea, Jun Yang, Haoyue Feng +2
The tuning of stochastic gradient algorithms (SGAs) for optimization and sampling is often based on heuristics and trial-and-error rather than generalizable theory. We address this…
stat.CO2022★ 1 cited
Stereographic Markov Chain Monte Carlo
Jun Yang, Krzysztof Łatuszyński, Gareth O. Roberts
High-dimensional distributions, especially those with heavy tails, are notoriously difficult for off-the-shelf MCMC samplers: the combination of unbounded state spaces, diminishing…