Sheng‐Jhih Wu

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All published works

Action	Title	Year	Authors
+	Pricing timer options: second-order multiscale stochastic volatility asymptotics	2021	Xuhui Wang Sheng‐Jhih Wu Xingye Yue
+	Solving an inverse eigenvalue problem with triple constraints on eigenvalues, singular values, and diagonal elements	2017	Sheng‐Jhih Wu Moody T. Chu
+ PDF Chat	Markov chains with memory, tensor formulation, and the dynamics of power iteration	2017	Sheng‐Jhih Wu Moody T. Chu
+	Constructing optimal transition matrix for Markov chain Monte Carlo	2015	Sheng‐Jhih Wu Moody T. Chu
+	Variance reduction for diffusions	2015	Chii-Ruey Hwang Raoul Normand Sheng‐Jhih Wu
+	Limit theorems for the estimation of <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" display="inline" overflow="scroll"><mml:msup><mml:mrow><mml:mi>L</mml:mi></mml:mrow><mml:mrow><mml:mn>1</mml:mn></mml:mrow></mml:msup></mml:math> integrals using the Brownian motion	2015	Krishna B. Athreya Raoul Normand Vivekananda Roy Sheng‐Jhih Wu
+	Numerical methods for solving nonnegative inverse singular value problems with prescribed structure	2014	Sheng‐Jhih Wu Matthew M. Lin
+	Attaining the Optimal Gaussian Diffusion Acceleration	2014	Sheng‐Jhih Wu Chii-Ruey Hwang Moody T. Chu
+	Variance reduction for diffusions	2014	Chii-Ruey Hwang Raoul Normand Sheng‐Jhih Wu
+	Local times in a Brownian excursion	2014	Krishna B. Athreya Raoul Normand Vivekananda Roy Sheng‐Jhih Wu
+	Method of Successive Projections for Nonnegative Inverse Singular Value problems with Prescribed Structure	2013	Sheng‐Jhih Wu Matthew M. Lin
+	Large Deviation Results for a Randomly Indexed Branching Process with Applications to Finance and Physics.	2012	Sheng‐Jhih Wu
+	Three-Dimensional Ising Model and Transfer Matrices	2000	Shuwen Lou Sheng‐Jhih Wu

Common Coauthors

Coauthor	Papers Together
Moody T. Chu	4
Raoul Normand	4
Chii-Ruey Hwang	3
Krishna B. Athreya	2
Matthew M. Lin	2
Vivekananda Roy	2
Xuhui Wang	1
Xingye Yue	1
Shuwen Lou	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	On the Optimal Transition Matrix for Markov Chain Monte Carlo Sampling	2012	Ting‐Li Chen Wei-Kuo Chen Chii-Ruey Hwang Hui-Ming Pai	4
+	Accelerating reversible Markov chains	2013	Ting‐Li Chen Chii-Ruey Hwang	4
+	Inverse Eigenvalue Problems: Theory, Algorithms, and Applications	2005	Moody T. Chu Gene H. Golub	4
+	On constructing matrices with prescribed singular values and diagonal elements	1999	Moody T. Chu	4
+ PDF Chat	Optimal Spectral Structure of Reversible Stochastic Matrices, Monte Carlo Methods and the Simulation of Markov Random Fields	1992	Arnoldo Frigessi Chii-Ruey Hwang Laurent Younes	4
+	A Fast Recursive Algorithm for Constructing Matrices with Prescribed Eigenvalues and Singular Values	2000	Moody T. Chu	4
+ PDF Chat	Ordering and Improving the Performance of Monte Carlo Markov Chains	2001	Antonietta Mira	4
+	Numerical Methods for Inverse Singular Value Problems	1992	Moody T. Chu	3
+	A regularized directional derivative-based Newton method for inverse singular value problems	2012	Wei Ma Zheng‐Jian Bai	3
+	An Ulm-like Method for Inverse Singular Value Problems	2011	Seakweng Vong Zheng‐Jian Bai Xiaoqing Jin	3
+	The behavior of the spectral gap under growing drift	2009	Brice Franke Chii-Ruey Hwang Hui-Ming Pai Shuenn‐Jyi Sheu	3
+	Accelerating Brownian motion on -torus	2013	Hui-Ming Pai Chii-Ruey Hwang	3
+	Optimum Monte-Carlo sampling using Markov chains	1973	Peter H. Peskun	3
+ PDF Chat	Numerical Methods for Solving Inverse Eigenvalue Problems for Nonnegative Matrices	2006	Robert Orsi	2
+	Monte Carlo sampling methods using Markov chains and their applications	1970	W. Keith Hastings	2
+ PDF Chat	On the functional central limit theorem and the law of the iterated logarithm for Markov processes	1982	Ritwik Bhattacharya	2
+	Parameterized inverse singular value problem for anti-bisymmetric matrices	2011	S. J. Yuan Anping Liao Guozhu Yao	2
+ PDF Chat	On the Ornstein-Uhlenbeck operator in 𝐿² spaces with respect to invariant measures	1997	Alessandra Lunardi	2
+	Measure Theory and Probability Theory (Springer Texts in Statistics)	2006	Krishna B. Athreya Soumen N. Lahiri	2
+	Darling and Kac revisited	1986	Krishna B. Athreya	2
+ PDF Chat	Accelerating diffusions	2005	Chii-Ruey Hwang Shu-Yin Hwang-Ma Shuenn‐Jyi Sheu	2
+	On the Convergence Rate of a Newton-Like Method for Inverse Eigenvalue and Inverse Singular Value Problems	2003	Raymond H. Chan Zheng‐Jian Bai Benedetta Morini 白正简	2
+ PDF Chat	Irreversible Langevin samplers and variance reduction: a large deviations approach	2015	Luc Rey-Bellet Konstantinos Spiliopoulos	2
+	On some inverse singular value problems with Toeplitz-related structure	2012	Zheng‐Jian Bai Xiaoqing Jin Seakweng Vong	2
+	Nonnegative matrices with prescribed extremal singular values	2008	Emedin Montaño Mario Salas Ricardo L. Soto	2
+ PDF Chat	Matrices with Prescribed Principal Elements and Singular Values	1971	Graciano Neves de Oliveira	2
+ PDF Chat	Some Results on Matrices with Prescribed Diagonal Elements and Singular Values	1976	Fuk-Yum Sing	2
+ PDF Chat	Variance bounding Markov chains	2008	Gareth O. Roberts Jeffrey S. Rosenthal	2
+	Singular Values, Diagonal Elements, and Convexity	1977	Robert C. Thompson	2
+ PDF Chat	POSITIVE MATRICES WITH PRESCRIBED SINGULAR VALUES	2008	Emedin Montaño Mario Salas Ricardo L. Soto	2
+ PDF Chat	Ergodic Property of the Brownian Motion Process	1953	G. Kallianpur Herbert Robbins	2
+ PDF Chat	Accelerating Gaussian Diffusions	1993	Chii-Ruey Hwang Shu-Yin Hwang-Ma Shuenn‐Jyi Sheu	2
+ PDF Chat	Markov chain Monte Carlo method and its application	1998	Stephen P. Brooks	2
+	Inverse Eigenvalue Problems	2005	Moody T. Chu Gene H. Golub	2
+	A Numerical Method for the Inverse Sturm–Liouville Problem	1984	John Paine	1
+	Numerical Solution of Sturm-Liouville Problems	1994	John D. Pryce	1
+ PDF Chat	Rates of convergence of the Hastings and Metropolis algorithms	1996	Kerrie Mengersen Richard L. Tweedie	1
+ PDF Chat	On the Early History of the Singular Value Decomposition	1993	G. W. Stewart	1
+	Inverse Sturm-Liouville Problems	1987	B. M. Levitan	1
+	Geometric Numerical Integration: Structure-Preserving Algorithms for Ordinary Differential Equations	2009	Ernst Hairer Christian Lubich Gerhard Wanner	1
+ PDF Chat	Path integral approach to the pricing of timer options with the Duru-Kleinert time transformation	2011	L. Z. J. Liang D. Lemmens J. Tempere	1
+ PDF Chat	Memory functions of the additive Markov chains: applications to complex dynamic systems	2005	S. S. Melnyk O. V. Usatenko V. A. Yampol’skiı̆	1
+ PDF Chat	$L^p$-regularity for elliptic operators with unbounded coefficients	2005	Giorgio Metafune Jan Prüß Abdelaziz Rhandi Roland Schnaubelt	1
+	Eigenvalues and invariants of tensors	2006	Liqun Qi	1
+ PDF Chat	Resonances in open quantum maps	2013	Marcel Novaes	1
+	On the uniqueness and non-uniqueness of the positive<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" display="inline" overflow="scroll"><mml:mi mathvariant="script">Z</mml:mi></mml:math>-eigenvector for transition probability tensors	2013	Kai‐Wei Chang T. Zhang	1
+	Optimality conditions and duality theory for minimizing sums of the largest eigenvalues of symmetric matrices	1993	Michael L. Overton Robert S. Womersley	1
+	Large Deviation Rates for Supercritical and Critical Branching Processes	1997	Krishna B. Athreya Anand N. Vidyashankar	1
+	Speed of convergence to equilibrium and to normality for diffusions with multiple periodic scales	1999	Rabi Bhattacharya Manfred Denker A. Goswami	1
+	Large Deviation Results for Branching Processes	1993	Krishna B. Athreya Anand N. Vidyashankar	1