Shiwei Lan

Ph.D. of Statistics

CMS

2017

2017

Lan, Shiwei, Andrew Holbrook, Norbert J. Fortin, Hernando Ombao and Babak Shahbaba. Flexible Bayesian Dynamic Modeling of Covariance and Correlation Matrices.  arXiv:1711.02869.

Holbrook, Andrew, Shiwei Lan, Jeffrey Streets, and Babak Shahbaba. The non-parametric Fisher information geometry and the chi-square process density prior.  arXiv:1707.03117.

Publications.

2017

Beskos, Alexandros, Mark Girolami, Shiwei Lan, Patrick E. Farrell, and Andrew M. Stuart. Geometric MCMC for infinite-dimensional inverse problems.  Journal of Computational Physics, Volume 335, 15 April 2017, Pages 327-351.

[pdf]    [bibtex]

2017

Holbrook, Andrew, Shiwei Lan, Alexander Vandenberg-Rodes, and Babak Shahbaba. Geodesic Lagrangian Monte Carlo over the space of positive definite matrices: with application to Bayesian spectral density estimation.  Journal of Statistical Computation and Simulation, https://doi.org/10.1080/00949655.2017.1416470

[pdf]    [bibtex]

2017

Karcher, Michael D., Julia A. Palacios, Shiwei Lan, and Vladimir N. Minin. phylodyn: an R package for phylodynamic simulation and inference.  Molecular Ecology Resources, Volume 17, Issue 1 January 2017  Pages 96–100.

[pdf]    [bibtex]

2017

Schneider, Tapio, Shiwei Lan, Andrew Stuart, and Joao Teixeira. Earth System Modeling 2.0: A Blueprint for Models That Learn From Observations and Targeted High-Resolution Simulations.  Geophysical Research LettersDOI: 10.1002/2017GL076101.

[pdf]    [bibtex]

2016

House, Thomas, Ashley Ford, Shiwei Lan, Samuel Bilson, Elizabeth Buckingham-Jeffery, and Mark Girolami. Bayesian uncertainty quantification for transmissibility of influenza, norovirus and Ebola using information geometry.  Journal of The Royal Society Interface, Published 24 August 2016.DOI: 10.1098/rsif.2016.0279.

[pdf]    [bibtex]

2016

Lan, Shiwei, Tan Bui-Thanh, Mike Christie, and Mark Girolami. Emulation of higher-order tensors in manifold Monte Carlo methods for Bayesian Inverse Problems.  Journal of Computational Physics, Volume 308, 1 March 2016, Pages 81–101.

[pdf]    [bibtex]

2016

Lan, Shiwei and Babak Shahbaba. Sampling Constrained Probability Distributions using Spherical Augmentation.  Chapter 2 of Algorithmic Advances in Riemannian Geometry and Applications, ISBN 978-3-319-45026-1.

[pdf]    [bibtex]

2015

Lan, Shiwei, Julia A. Palacios, Michael Karcher, Vladimir N. Minin, and Babak Shahbaba. An efficient Bayesian inference framework for coalescent-based nonparametric phylodynamics.  Bioinformatics, Volume 31, Issue 20, 15 October 2015, Pages 3282–3289.

[pdf]    [supplement]    [bibtex]

2015

2014

Lan, Shiwei, Vasileios Stathopoulos, Babak Shahbaba, and Mark Girolami. Markov Chain Monte Carlo from Lagrangian Dynamics.  Journal of Computational and Graphical Statistics, Volume 24, 2015 - Issue 2.

[pdf]    [bibtex]

Lan, Shiwei, Jeffrey Streets, and Babak Shahbaba. Wormhole Hamiltonian Monte Carlo.  Proceedings of the 28th AAAI Conference on Artificial Intelligence, Pages 1953-1959, July 2014, Quebec City.

[pdf]    [supplement]    [bibtex]

2014

Lan, Shiwei, Bo Zhou, and Babak Shahbaba. Spherical Hamiltonian Monte Carlo for Constrained Target Distributions.  Proceedings of the 31st International Conference on Machine Learning, PMLR 32(1):629-637, June 2014, Beijing.

[pdf]    [supplement]    [bibtex]

2014

Shahbaba, Babak, Shiwei Lan, Wesley O. Johnson, and Radford M. Neal. Split Hamiltonian Monte Carlo.  Statistics and Computing, May 2014, Volume 24, Issue 3, pp 339–349.

[pdf]    [bibtex]

2014

Shahbaba, Babak, Shiwei Lan, and Jeffrey Streets. Contribution to the Discussion of the Paper “Geodesic Monte Carlo on Embedded Manifolds”.  Scandinavian Journal of Statistics, Volume 41, Issue 1, March 2014  Pages 14–15.

[pdf]    [bibtex]

2014

Shahbaba, Babak, Bo Zhou, Shiwei Lan, Hernando Ombao, David Moorman, and Sam Behseta. A Semiparametric Bayesian Model for Detecting Synchrony Among Multiple Neurons.  Neural Computation, Volume 26, Issue 9, Sept. 2014.

[pdf]    [bibtex]

2013

Shiwei Lan. PhD Dissertation. Advanced Bayesian Computational Methods through Geometric Techniques.  University of California-Irvine, ProQuest.

[pdf]    [bibtex]

@2017    Shiwei  Lan