2024
Schrödinger-Föllmer Sampler
Huang J, Jiao Y, Kang L, Liao X, Liu J, Liu Y. Schrödinger-Föllmer Sampler. IEEE Transactions On Information Theory 2024, 71: 1283-1299. DOI: 10.1109/tit.2024.3522494.Peer-Reviewed Original ResearchNon-asymptotic error boundsEuler–Maruyama discretizationMarkov chain Monte Carlo methodsEuler–MaruyamaUnit intervalError boundsWasserstein distancePosterior distributionSampling distributionNumerical experimentsUnnormalized distributionsTarget distributionMonte Carlo methodMachine learningProbability distributionBayesian inferenceDegenerate formErgodicityDiffusion processCarlo methodTheoretical analysisInferenceBoundsSFSWasserstein
2023
Online inference with debiased stochastic gradient descent
Han R, Luo L, Lin Y, Huang J. Online inference with debiased stochastic gradient descent. Biometrika 2023, 111: 93-108. DOI: 10.1093/biomet/asad046.Peer-Reviewed Original ResearchStochastic gradient descent algorithmHigh-dimensional statisticsOne-pass algorithmGradient descent algorithmHigh-dimensional dataAsymptotic normalityText datasetsSparsity levelOnline fashionOnline inferenceData distributionTime complexitySpace complexityDescent algorithmStatistical inferenceUpdate stepNumerical experimentsAlgorithmDebiasing techniquesMild conditionsInferenceSparsityEstimationConfidence intervalsDataset
2017
A group adaptive elastic-net approach for variable selection in high-dimensional linear regression
Hu J, Huang J, Qiu F. A group adaptive elastic-net approach for variable selection in high-dimensional linear regression. Science China Mathematics 2017, 61: 173-188. DOI: 10.1007/s11425-016-0071-x.Peer-Reviewed Original ResearchAdaptive elastic-netHigh-dimensional linear regressionProblem of group selectionElastic-netOracle propertyOracle inequalitiesHigh-dimensional problemsVariable selectionGroup structureSample sizeModel selectionCollinearity problemElastic netOracleElastic-net approachHigh-dimensionalCompetitive methodsData studiesLinear regression modelsProblemInequalityModel consistencyGroup numberStatistical modelInference