Statistics:
My current research in statistics focuses on:
Parameter estimations problems (using my understanding in stochastic optimization).
Bayesian statistics (using my understanding of stochastics processes).
Mixture models, and mixture distributions.
Related publications:
Stochastic Approximation with Discontinuous Dynamics, Differential Inclusions, and Applications (with G. Yin), Annals of Applied Probability, Vol. 33 (2023), 780–823. [Journal] [arXiv]
Maximum likelihood estimation of diffusion using continuous time Markov chain (with J. Kirkby, D. Nguyen, Duy Nguyen), Computational Statistics and Data Analysis, Vol. 168 (2022), 107408. [Journal] [arXiv]
Inversion-free Subsampling Newtons Method For Large Sample Logistic Regression (with J. Kirkby, D. Nguyen, Duy Nguyen), Statistical Papers, Vol. 63 (2022), 943-963. [Journal] [pdf]
An Efficient method to Simulate Diffusion Bridges (with H. Chau, J. Kirkby, D. Nguyen, Duy Nguyen, T. Nguyen), Statistics and Computing, Vol. 34 (2024), 131. [Journal][pdf]
On The Inversion-free Newton’s Method And Its Applications (with H. Chau, J. Kirkby, D. Nguyen, Duy Nguyen, T. Nguyen), International Statistical Review, to appear.