Skip-free Markov chains M Choi, P Patie Transactions of the American Mathematical Society, 2019 | 23 | 2019 |
Metropolis-Hastings reversiblizations of non-reversible Markov chains MCH Choi arXiv preprint arXiv:1706.00068, 2017 | 18 | 2017 |
On the expected discounted dividends in the Cramér–Lundberg risk model with more frequent ruin monitoring than dividend decisions MCH Choi, ECK Cheung Insurance: Mathematics and Economics 59, 121-132, 2014 | 18 | 2014 |
On hitting time, mixing time and geometric interpretations of Metropolis-Hastings reversiblizations MCH Choi, LJ Huang arXiv preprint arXiv:1810.11763, 2018 | 12 | 2018 |
On resistance distance of Markov chain and its sum rules MCH Choi Linear Algebra and its Applications 571, 14-25, 2019 | 11 | 2019 |
Analysis of non-reversible Markov chains via similarity orbit MCH CHOI, P PATIE Submitted, 2017 | 7 | 2017 |
A Hoeffding’s inequality for uniformly ergodic diffusion process MCH Choi, E Li Statistics & Probability Letters 150, 23-28, 2019 | 6 | 2019 |
Entropy flow and De Bruijn's identity for a class of stochastic differential equations driven by fractional Brownian motion MCH Choi, C Lee, J Song arXiv preprint arXiv:1903.12325, 2019 | 2 | 2019 |
Velocity formulae between entropy and hitting time for Markov chains MCH Choi Statistics & Probability Letters 141, 62-67, 2018 | 2 | 2018 |
A scale function approach for Stein's method of one-dimensional diffusions MCH Choi | 2 | 2018 |
A Sufficient Condition for Continuous-Time Finite Skip-Free Markov Chains to Have Real Eigenvalues MCH Choi, P Patie Mathematical and Computational Approaches in Advancing Modern Science and …, 2016 | 2 | 2016 |
Hitting time and mixing time bounds of Stein’s factors MCH Choi Electronic Communications in Probability 23, 2018 | 1 | 2018 |
An accelerated variant of simulated annealing that converges under fast cooling MCH Choi arXiv preprint arXiv:1901.10269, 2019 | | 2019 |
Hitting time, access time and optimal transport on graphs MCH Choi arXiv preprint arXiv:1807.07721, 2018 | | 2018 |