Michael C. H. Choi

Available identifiers

zbMath Open choi.michael-c-hMaRDI QIDQ722657

List of research outcomes

Publication	Date of Publication	Type
Systematic approaches to generate reversiblizations of Markov chains	2023-03-06	Paper
Generalized Markov chain tree theorem and Kemeny's constant for a class of non-Markovian matrices	2022-12-08	Paper
ENTROPY FLOW AND DE BRUIJN'S IDENTITY FOR A CLASS OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION	2022-11-18	Paper
Money mining and price dynamics: the case of divisible currencies	2022-08-31	Paper
Landscape modification meets spin systems: from torpid to rapid mixing, tunneling and annealing in the low-temperature regime	2022-08-22	Paper
Improved annealing for sampling from multimodal distributions via landscape modification	2021-11-04	Paper
Analysis of non-reversible Markov chains via similarity orbits	2021-06-15	Paper
An improved variant of simulated annealing that converges under fast cooling	2021-05-25	Paper
Hitting, mixing and tunneling asymptotics of Metropolis-Hastings reversiblizations in the low-temperature regime	2021-03-03	Paper
Improved Metropolis-Hastings algorithms via landscape modifcation with applications to simulated annealing and the Curie-Weiss model	2020-11-19	Paper
On the convergence of an improved and adaptive kinetic simulated annealing	2020-08-31	Paper
On hitting time, mixing time and geometric interpretations of Metropolis-Hastings reversiblizations	2020-05-19	Paper
Frictional Goods Markets: Theory and Applications	2020-05-14	Paper
Metropolis-Hastings reversiblizations of non-reversible Markov chains	2020-01-24	Paper
A Hoeffding's inequality for uniformly ergodic diffusion process	2019-09-05	Paper
Universality of the Langevin diffusion as scaling limit of a family of Metropolis-Hastings processes I: fixed dimension	2019-07-24	Paper
On resistance distance of Markov chain and its sum rules	2019-05-29	Paper
Skip-free Markov chains	2019-05-06	Paper
Imperfect information transmission and adverse selection in asset markets	2019-01-15	Paper
Consumer Search and Price Competition	2018-09-19	Paper
Velocity formulae between entropy and hitting time for Markov chains	2018-07-27	Paper
Hitting time, access time and optimal transport on graphs	2018-07-20	Paper
Hitting time and mixing time bounds of Stein's factors	2018-05-11	Paper
Ordinal aggregation results via Karlin's variation diminishing property	2017-02-10	Paper
A Sufficient Condition for Continuous-Time Finite Skip-Free Markov Chains to Have Real Eigenvalues	2017-02-03	Paper
On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions	2015-02-03	Paper

Research outcomes over time

Doctoral students

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