Chii-Ruey Hwang

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 distribution as equilibrium measure, so that the state of…

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 from two Gibbs measures with the same external parameters.…

This article studies the weak convergence and associated Central Limit Theorem for blurring and nonblurring processes. Then, they are applied to the estimation of location parameter. Simulation studies show that the location estimation…

Let U be a given function defined on R^d and \pi(x) be a density function proportional to \exp -U(x). The following diffusion X(t) is often used to sample from \pi(x), dX(t)=-\nabla U(X(t)) dt+\sqrt2 dW(t),\qquad X(0)=x_0. To accelerate the…