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An O(N) algorithm for computing expectation of N-dimensional truncated multi-variate normal distribution II: computing moments and sparse grid acceleration

https://doi.org/10.1007/s10444-022-09988-6

Zheng, Chaowen; Tang, Zhuochao; Huang, Jingfang; Wu, Yichao (December 2022, Advances in Computational Mathematics)

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An O(N) algorithm for computing expectation of N-dimensional truncated multi-variate normal distribution I: fundamentals

https://doi.org/10.1007/s10444-021-09888-1

Huang, Jingfang; Cao, Jian; Fang, Fuhui; Genton, Marc G.; Keyes, David E.; Turkiyyah, George (October 2021, Advances in Computational Mathematics)

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A modified expectation‐maximization algorithm for latent Gaussian graphical model

https://doi.org/10.1002/cjs.11643

Zheng, Chaowen; Huang, Jingfang; Wood, Ian A.; Wu, Yichao (August 2021, Canadian Journal of Statistics)

This paper considers the latent Gaussian graphical model, which extends the Gaussian graphical model to handle discrete data as well as mixed data with both continuous and discrete variables by assuming that discrete variables are generated by discretizing latent Gaussian variables. We propose a modified expectation‐maximization (EM) algorithm to estimate parameters in the latent Gaussian model for binary data. We also extend the proposed modified EM algorithm to the latent Gaussian model for mixed data. The conditional dependence structure can be consequently constructed by exploring the sparsity pattern of the precision matrix of the latent variables. We illustrate the performance of our proposed estimator through comprehensive numerical studies and an application to voting data of the United Nations General Assembly.
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Quadrature by two expansions: Evaluating Laplace layer potentials using complex polynomial and plane wave expansions

https://doi.org/10.1016/j.jcp.2020.109963

Ding, Lingyun; Huang, Jingfang; Marzuola, Jeremy L.; Tang, Zhuochao (March 2021, Journal of Computational Physics)
null (Ed.)
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Adapting free-space fast multipole method for layered media Green's function: Algorithm and analysis

https://doi.org/10.1016/j.acha.2019.10.001

Cho, Min Hyung; Huang, Jingfang (October 2019, Applied and Computational Harmonic Analysis)

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