Jun Yang
Tenure Track Assistant Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- 2024
- Published
Gaussian Approximation and Output Analysis for High-Dimensional MCMC
Pengel, A., Yang, Jun & Zhou, Z., 7 Jul 2024.Research output: Working paper › Preprint › Research
- 2023
State-domain change point detection for nonlinear time series regression
Cui, Y., Yang, Jun & Zhou, Z., May 2023, In: Journal of Econometrics. 234, 1, p. 3-27Research output: Contribution to journal › Journal article › Research › peer-review
Complexity results for MCMC derived from quantitative bounds
Yang, Jun & Rosenthal, J. S., 1 Apr 2023, In: Annals of Applied Probability. 33, 2, p. 1459-1500Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Tuning Stochastic Gradient Algorithms for Statistical Inference via Large-Sample Asymptotics
Negrea, J., Yang, Jun, Feng, H., Roy, D. M. & Huggins, J. H., 2023, arXiv preprint, 42 p.Research output: Working paper › Preprint › Research
- 2022
Dimension-Free Mixing for High-Dimensional Bayesian Variable Selection
Zhou, Q., Yang, Jun, Vats, D., Roberts, G. O. & Rosenthal, J. S., 1 Nov 2022, In: Journal of the Royal Statistical Society, Series B (Statistical Methodology). 84, 5, p. 1751–1784Research output: Contribution to journal › Journal article › Research › peer-review
Stereographic Markov Chain Monte Carlo
Yang, Jun, Łatuszyński, K. & Roberts, G. O., 24 May 2022, arXiv preprint, 86 p.Research output: Working paper › Preprint › Research
Spectral Inference under Complex Temporal Dynamics
Yang, Jun & Zhou, Z., 2 Jan 2022, In: Journal of the American Statistical Association. 117, 537, p. 133-155Research output: Contribution to journal › Journal article › Research › peer-review
- 2020
Optimal scaling of random-walk Metropolis algorithms on general target distributions
Yang, Jun, Roberts, G. O. & Rosenthal, J. S., Oct 2020, In: Stochastic Processes and Their Applications. 30, 10, p. 6094-6132Research output: Contribution to journal › Journal article › Research › peer-review
- 2019
Linear programming bounds on the union probability
Yang, Jun, Alajaji, F. & Takahara, G., 21 Oct 2019, In: Communications in Statistics: Simulation and Computation. 48, 9, p. 2845-2854 10 p.Research output: Contribution to journal › Journal article › Research › peer-review
Drift, Minorization, and Hitting Times
Anderson, R. M., Duanmu, H., Smith, A. & Yang, Jun, 14 Oct 2019, arXiv preprint, 18 p.Research output: Working paper › Preprint › Research
ID: 337812761
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Tuning Stochastic Gradient Algorithms for Statistical Inference via Large-Sample Asymptotics
Research output: Working paper › Preprint › Research
Published