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Zichu Wang

Publications and source records attributed to Zichu Wang.

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From Continuous to Discrete: a No-U-Turn Sampler for Permutations

We introduce a discrete-space analogue of the No-U-Turn sampler on the symmetric group $S_n$, yielding a locally adaptive and reversible Markov chain Monte Carlo method for $\mathrm{Mallows}(d,σ_0)$. Here $d:S_n\times S_n\to[0,\infty)$ is any fixed distance on $S_n$, $σ_0\in S_n$ is a fixed reference permutation, and the target distribution on $S_n$ has mass function $π(σ)\propto e^{-βd(σ,σ_0)}$ where $β>0$ is the inverse temperature. The construction replaces Hamiltonian trajectories with measure-preserving group-orbit exploration. A randomized dyadic expansion is used to explore a one-dimensional orbit until a probabilistic \emph{no-underrun} criterion is met, after which the next state is sampled from the explored orbit with probability proportional to the target weights. On the theory side, embedding this transition within the Gibbs self-tuning (GIST) framework provides a concise proof of reversibility. Moreover, we construct a \emph{shift coupling} for orbit segments and prove an explicit edge-wise contraction in the Cayley distance under a mild Lipschitz condition on the energy $E(σ)=d(σ,σ_0)$. A path-coupling argument then yields an $O(n^2\log n)$ total-variation mixing-time bound.

math.PR

Optimal transport with a density-dependent cost function

A new pairwise cost function is proposed for the optimal transport barycenter problem, adopting the form of the minimal action between two points, with a Lagrangian that takes into account an underlying probability distribution. Under this notion of distance, two points can only be close if there exist paths joining them that do not traverse areas of small probability. A framework is proposed and developed for the numerical solution of the corresponding data-driven optimal transport problem. The procedure parameterizes the paths of minimal action through path dependent Chebyshev polynomials and enforces the agreement between the paths' endpoints and the given source and target distributions through an adversarial penalization. The methodology and its application to clustering and matching problems is illustrated through synthetic examples.

stat.CO