Andrew L. Nguyen
California State University, Fullerton
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Publication
Featured researches published by Andrew L. Nguyen.
Communications in Statistics - Simulation and Computation | 2012
Do Le Minh; David D. L. Minh; Andrew L. Nguyen
While Markov chain Monte Carlo (MCMC) methods are frequently used for difficult calculations in a wide range of scientific disciplines, they suffer from a serious limitation: their samples are not independent and identically distributed. Consequently, estimates of expectations are biased if the initial value of the chain is not drawn from the target distribution. Regenerative simulation provides an elegant solution to this problem. In this article, we propose a simple regenerative MCMC algorithm to generate variates for any distribution.
Communications in Statistics - Simulation and Computation | 2015
Andrew L. Nguyen
ABSTRACT We introduce Markov Chain Importance Sampling (MCIS), which combines importance sampling (IS) and Markov Chain Monte Carlo (MCMC) to estimate some characteristics of a non-normalized multi-dimensional distribution. Especially, we introduce some importance functions whose variates are regeneratively generated by MCMC; these variates then are used to estimate the quantity of interest through IS. Because MCIS is regenerative, it overcomes the burn-in problem associated with MCMC. It could also speed up the mixing rate in MCMC.
Annals of Allergy Asthma & Immunology | 2012
Milton M. Hom; Andrew L. Nguyen; Leonard Bielory
The Journal of Allergy and Clinical Immunology | 2013
Milton M Hom; Andrew L. Nguyen; Leonard Bielory
Investigative Ophthalmology & Visual Science | 2009
Jerry R. Paugh; D. Krall; Andrew L. Nguyen; A. C. Ramsey; David L. Meadows
The Journal of Allergy and Clinical Immunology | 2013
Leonard Bielory; Milton M Hom; Andrew L. Nguyen
Investigative Ophthalmology & Visual Science | 2012
Jerry R. Paugh; Justin Timothy Kwan; Andrew L. Nguyen; Michelle Senchyna; Michael Christensen; David L. Meadows
Investigative Ophthalmology & Visual Science | 2012
Leonard Bielory; Milton M Hom; Andrew L. Nguyen
Investigative Ophthalmology & Visual Science | 2011
Gloria B. Chiu; Timothy B. Edrington; Andrew L. Nguyen; Jerry R. Paugh
Investigative Ophthalmology & Visual Science | 2008
J. Q. Hall; Jerry R. Paugh; William H. Ridder; Andrew L. Nguyen