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Michael Choi
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Cited by
Year
Skip-free Markov chains
M Choi, P Patie
Transactions of the American Mathematical Society, 2019
222019
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
182014
Metropolis-Hastings reversiblizations of non-reversible Markov chains
MCH Choi
arXiv preprint arXiv:1706.00068, 2017
152017
On hitting time, mixing time and geometric interpretations of Metropolis-Hastings reversiblizations
MCH Choi, LJ Huang
arXiv preprint arXiv:1810.11763, 2018
122018
On resistance distance of Markov chain and its sum rules
MCH Choi
Linear Algebra and its Applications 571, 14-25, 2019
82019
Analysis of non-reversible Markov chains via similarity orbit
MCH CHOI, P PATIE
Submitted, 2017
72017
A Hoeffding’s inequality for uniformly ergodic diffusion process
MCH Choi, E Li
Statistics & Probability Letters 150, 23-28, 2019
42019
A scale function approach for Stein's method of one-dimensional diffusions
MCH Choi
22018
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
22016
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
12019
Velocity formulae between entropy and hitting time for Markov chains
MCH Choi
Statistics & Probability Letters 141, 62-67, 2018
12018
Hitting time and mixing time bounds of Stein’s factors
MCH Choi
Electronic Communications in Probability 23, 2018
12018
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
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Articles 1–14