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