Qiang Heng

College of Sciences

Works (2)

Updated: March 10th, 2025 12:15

2023 article

Bayesian Trend Filtering via Proximal Markov Chain Monte Carlo

Heng, Q., Zhou, H., & Chi, E. C. (2023, February 24). JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, Vol. 2.

By: Q. Heng n, H. Zhou & E. Chi 

author keywords: Convex optimization; Epigraphs; Moreau-Yosida envelope; Hamiltonian Monte Carlo; Trend filtering
topics (OpenAlex): Gaussian Processes and Bayesian Inference; Statistical Methods and Inference; Anomaly Detection Techniques and Applications
TL;DR: This article extends the paradigm of proximal MCMC through introducing a novel new class of nondifferentiable priors called epigraph priors, and replaces the nonsmooth term in the posterior density with its Moreau-Yosida envelope, which enables the application of the gradient-based MCMC sampler Hamiltonian Monte Carlo. (via Semantic Scholar)
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Sources: Web Of Science, ORCID, NC State University Libraries
Added: January 20, 2023

2023 article

Robust Low-Rank Tensor Decomposition with the L-2 Criterion

Heng, Q., Chi, E. C., & Liu, Y. (2023, May 20). TECHNOMETRICS.

By: Q. Heng n, E. Chi  & Y. Liu *

author keywords: Inverse problem; L-2 criterion; Nonconvexity; Robustness; Tucker decomposition
topics (OpenAlex): Tensor decomposition and applications; Sparse and Compressive Sensing Techniques; Advanced Neuroimaging Techniques and Applications
TL;DR: A robust Tucker decomposition estimator based on the L2 criterion, called the Tucker- is presented, which has empirically stronger recovery performance in more challenging high-rank scenarios compared with existing alternatives. (via Semantic Scholar)
Sources: Web Of Science, ORCID
Added: April 11, 2023

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