Search Results for author: Guanyang Wang

Found 7 papers, 2 papers with code

Differentially Private Range Queries with Correlated Input Perturbation

no code implementations10 Feb 2024 Prathamesh Dharangutte, Jie Gao, Ruobin Gong, Guanyang Wang

This work proposes a class of locally differentially private mechanisms for linear queries, in particular range queries, that leverages correlated input perturbation to simultaneously achieve unbiasedness, consistency, statistical transparency, and control over utility requirements in terms of accuracy targets expressed either in certain query margins or as implied by the hierarchical database structure.

Optimal randomized multilevel Monte Carlo for repeatedly nested expectations

1 code implementation10 Jan 2023 Yasa Syed, Guanyang Wang

Fix any non-negative integer $D$ for the total number of nestings.

Metropolis-Hastings transition kernel couplings

no code implementations31 Jan 2021 John O'Leary, Guanyang Wang

Couplings play a central role in the analysis of Markov chain convergence and in the construction of novel Markov chain Monte Carlo estimators, diagnostics, and variance reduction techniques.

Statistics Theory Probability Computation Statistics Theory 60J22, 65C05, 62D05

On the Theoretical Properties of the Exchange Algorithm

no code implementations19 May 2020 Guanyang Wang

or `Does the exchange algorithm admit a Central Limit Theorem?'

Natural Questions

Modeling treatment events in disease progression

no code implementations ICLR 2020 Guanyang Wang, Yumeng Zhang, Yong Deng, Xuxin Huang, Łukasz Kidziński

Ability to quantify and predict progression of a disease is fundamental for selecting an appropriate treatment.

A Fast MCMC for the Uniform Sampling of Binary Matrices with Fixed Margins

1 code implementation8 Apr 2019 Guanyang Wang

Uniform sampling of binary matrix with fixed margins is an important and difficult problem in statistics, computer science, ecology and so on.

Computation Data Structures and Algorithms Combinatorics Applications

A Multi-armed Bandit MCMC, with applications in sampling from doubly intractable posterior

no code implementations13 Mar 2019 Guanyang Wang

Markov chain Monte Carlo (MCMC) algorithms are widely used to sample from complicated distributions, especially to sample from the posterior distribution in Bayesian inference.

Bayesian Inference

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