Michael Choi
@michaelchchoi
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Assistant Professor @NUSingapore. Applied probabilist. Probability, MCMC, statistical physics, optimization, information theory, TCS. Opinions my own.
Singapore
Joined October 2015
Ever experience the frustration that your MCMC algorithm is stuck at local mode? No worries, landscape modification comes to your rescue. [1/3].
arxiv.org
Given a target distribution $μ\propto e^{-\mathcal{H}}$ to sample from with Hamiltonian $\mathcal{H}$, in this paper we propose and analyze new Metropolis-Hastings sampling algorithms that...
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RT @dntse: From an information theory perspective, zero-knowledge proofs make no sense. How can 1,000 bits verify terabytes of data? Mathe….
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Markov chain theorists check it out: . An interesting spectral gap problem, from Jim Fill.
arxiv.org
At the request of Laszlo Babai, founder and an editor of the free online journal Theory of Computing (ToC), theoryofcomputing.org, in August, 2025, I am posting on the arXiv, essentially unedited...
Hong, Li, Liu: Mean Field Stochastic Partial Differential Equations with Nonl. James Allen Fill: An interesting spectral gap problem, from Jim Fill
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RT @dntse: Been thinking a lot about the fact that ZKPs violate information theory - they prove validity with impossibly small data. Lot o….
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RT @StatCOupdates: Art B. Owen. [. Better bootstrap t confidence intervals for the mean.
arxiv.org
This article explores combinations of weighted bootstraps, like the Bayesian bootstrap, with the bootstrap $t$ method for setting approximate confidence intervals for the mean of a random variable...
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RT @cambUP_maths: Check out the most-read articles from Advances in Applied Probability here: .📚 #AppliedProbabilit….
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Markov chains in the weak shuffle conjecture and Jacobian conjecture
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Samuel Johnston on The Jacobian conjecture
Arrived at Xiangtan for the third international conference of young Chinese probabilists
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See my ALEA paper for "geometry of Nash equilibria" in Markov chain entropy games.
arxiv.org
We introduce and study a two-player zero-sum game between a probabilist and Nature defined by a convex function $f$, a finite collection $\mathcal{B}$ of Markov generators (or its convex hull),...
Book #OTD:. "The Geometry of Equilibrium: James Clerk Maxwell and 21st-Century Structural Mechanics". 1/2
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RT @StatCOupdates: Zhihao Wang, Jun Yang. [. Stereographic Multi-Try Metropolis Algorithms for Heavy-tailed Samplin….
arxiv.org
Markov chain Monte Carlo (MCMC) methods for sampling from heavy-tailed distributions present unique challenges, particularly in high dimensions. Multi-proposal MCMC algorithms have recently gained...
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RT @mathPRb: Peng, Xin, Zhang: Matrix Rosenthal and Concentration Inequalities for Markov Cha. .
arxiv.org
In this paper, we study moment and concentration inequalities of the spectral norm for sums of dependent random matrices. We establish novel Rosenthal-Burkholder inequalities for matrix...
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Arrived at Xiangtan for the third international conference of young Chinese probabilists
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RT @StatCOupdates: Ruiyu Han, Gautam Iyer, Dejan Slep\v{c}ev. [. Polynomial complexity sampling from multimodal dis….
arxiv.org
We study a sequential Monte Carlo algorithm to sample from the Gibbs measure with a non-convex energy function at a low temperature. We use the practical and popular geometric annealing schedule,...
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RT @michaelchchoi: I told the news to ChatGPT, and it replies: "The cherry on top is indeed the semantic serendipity: “ALEA” as a game of c….
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A while ago, the team at @veritasium reached out to me to seek expertise on creating a Markov chain video for public outreach. The video talks about the history of Markov chains, origin of MCMC, Google PageRank and card shuffling. Check it out!.
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I told the news to ChatGPT, and it replies: "The cherry on top is indeed the semantic serendipity: “ALEA” as a game of chance aligns poetically with your paper's theme, where Markov chains (stochastic by nature) and entropy (uncertainty) intersect with game-theoretic principles.".
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I am very proud to say that this piece has been accepted at ALEA, Latin American Journal of Probability and Mathematical Statistics.
Michael C.H. Choi, Geoffrey Wolfer: Markov chain entropy games and the geometry of their Nash equilibria
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Team Markov.
@miniapeur Topic: Markov chains. Team: Andrey Markov, Kai Lai Chung, Persi Diaconis.
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Markov chains and mixing times. Markov chains. Gibbs fields, Monte Carlo simulation and queues. Metastability. Elements of Information Theory.
What four math books had a big influence on your mathematical thinking? .I'll start:
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RT @StatCOupdates: Michael C. H. Choi, Geoffrey Wolfer. [. Markov chain entropy games and the geometry of their Nas….
arxiv.org
We introduce and study a two-player zero-sum game between a probabilist and Nature defined by a convex function $f$, a finite collection $\mathcal{B}$ of Markov generators (or its convex hull),...
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