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Hwang, Chii-Ruey

photo Chii-Ruey Hwang got his B.S. from the Department of Mathematics, National Taiwan University in 1972, his Ph.D. from the Division of Applied Mathematics, Brown University in 1978. From July 1978 to June 1979 he was a research associate in the Division of Applied Mathematics, Brown University. He joined the Institute of Mathematics, Academia Sinica in 1979 as an Associate Research Fellow and was promoted to a Research Fellow in 1982. He was the Deputy Director of the Institute of Mathematics from August 1987 to July 1993, and the Director from August 1993 to July 1996. His main research interest is probability theory.

Publications :

1.　 (with Brice Franke!Hui-Ming Pai!Shuenn-Jyi Sheu) The behavior of the spectral gap under growing drift, Transactions of AMS(2009).
2.　 (with Lo-Bin Chang!Alok Goswami!Fushing Hsieh) An invariance for the empirical distributions of occupancy problems with application to finance(2008)
3.　 Empirical invariance in stock market and related problems, RIMS Kokyuroku, 1620(2009-01), 18-22.
4.　 Non-parametric decoding on discrete time series and its applications in bioinformatics, Journal of Time Series(2009).
5.　 Discovering stock dynamics through its multidimensional volatility-phases, Quantitative Finance(2009).
6.　 (with Suchun Chen!Fushing Hsieh!Max Palmer) An emperical invariance in stock price, in preparation.(2008)
7.　 (with Fushing Hsieh! Hou-Cheng Lee! Yen-Chiu Lan! Shwu-Bin Horng) Testing and mapping non-stationarity in animal behavioral processes:A case study on an individual female beam weevil, Journal of Theoretical Biology, 238(2006), no. 4, 805-816.
8.　 (with Hsieh Fushing!Y.-C. Lan!S.-B Horng!T.-K. Lee) Exploring and reassembling patterns in female bean weevil's cognitive processing networks, 3rd revisions, Animal Cognition(2008).
9.　 (with Yu-Min Yeh!Hsieh Fushing) Information on the spatial structure of aggregative marine populations via a metric correlation curve, submitted(2008)
10.　 (with Su-Yun Huang) Kernel Fisher's Discriminant Analysis in Gaussian Reproducing Kernel Hilbert Space, manuscript(2006)
11.　 (with Hui-Ming Pai) Blowing up spectral gap of Laplacian on torus by antisymmetric perturbations, manuscript(2007)
12.　 (with Shu-Yin Hwang-Ma) Variance reduction of dynamic Monte Carlo method by antisymmetric perturbation, first draft(2008)
13.　 (with Fushing Hsieh!Lo-Bin Chang!Ritu Sen) Exploring stock dynamic via hierarchical segmentation: An empirical invariance on volatile duration distribution and an on-line trading strategy, first draft(2007)
14.　 (with Z.-D. Bai!L.-B. Chang!S. -Y. Huang) On the Nyström method and large random matrices, first draft(2008)
15.　 Accelerating Monte Carlo Markov processes, COSMOS, 1(2005), 87-94.
16.　 Nonreversible perturbations accelerate convergence, RIMS Kokyuruku, 1462(2006), 26-34.
17.　 (with Shu-Yin Hwang-Ma!Shuenn-Jyi Sheu) Accelerating diffusions, Annals of Applied Probability, 15(2005), 1433-1444.
18.　 A short note on Gaussian measure of small balls in a Hilbert space, Technical report, Institute of Math. Academia Sinica 1979.(1979)
19.　 On the 2nd limit problem in metric pattern theory I, Tech. Report, Institute of Math. Academic Sinica 1979.(1979)
20.　 On the 2nd limit problem in metric pattern theory II, Tech. Report, Institute of Math. Academia Sinica 1980.(1980)
21.　 Gaussian measure of large balls in a Hilbert space, Proceedings of the American Mathematical Society, 78(1980), 107-110.
22.　 Laplace's method revisited: Weak convergence of probability measures, Annals of Probability, 8(1980), 1177-1182.
23.　 Working paper on Gaussian random splines, Tech. Report, Institute of Math. Academia Sinica 1980.(1980)
24.　 A generalization of Laplace's method, Proceedings of the American Mathematical Society, 82(1981), 446-451.
25.　 Limit problem for some linear global constraint, Tech. Report, Institute of Math. Academic Sinica 1981.(1981)
26.　 A note on an invariant property of linear global constraint, Tech. Report, Institute of Math. Academia Sinica 1981.(1981)
27.　 (with Stuart Geman) Nonparametric maximum liklihood estimation by the method of sieves, Annals of Statistics, 10(1982), 340-356.
28.　 (with Stuart Geman) A chaos hypothesis for some large systems of random equations, Z. Wahrsch. Verw. Gebiete, 60(1982), 291-314.
29.　 Conditioning by < EQUAL, LINEAR > , Trans. Amer. Math. Soc. 274(1982), 69-83., Transactions of the American Mathematical Society, 274(1982), 69-83.
30.　 (with Tzuu-Shuh Chiang!T.-F. Lin) Limits of eigenvalues and eigenspaces of covariance operators of weakly convergent Gaussian measures, Tech. Report, Institute of Math. Academia Sinica 1982.(1982)
31.　 (with Tzuu-Shuh Chiang!T.-F. Lin) Asymptotic porbabilities of open sets of weakly convergent Gaussian measures(1982)
32.　 (with Tzuu-Shuh Chiang) On the non-uniqueness of the limit points of diffusions with a small parameter, Stochastics, 10(1983), 149-153.
33.　 (with S. Geman) Working paper no. 1 on diffusion with annealing, Tech. Report, Institute of Math. Academic Sinica, 1984.(1984)
34.　 (with S. Geman) (with S. Geman) Diffusions for global optimization, SIAM J. Control Optim. 24(1986), 1031-1043., SIAM Journal of Control and Optimization, 24(1986), 1031-1043.
35.　 A brief survey on the spectral radius and the spectral distribution of large random matrices with i.i.d. entries, Contemporary Mathematics, 50(1986), 145-152.
36.　 (with Shuenn-Jyi Sheu) Cramer's theorem for certain ergodic processes in Banach space, Stochastics, 18(1986), 83-94.
37.　 Large time behaviors for perturbed diffusion Markov processes with applications I: Large time behaviors and the convergence rate to the invariant measures, TR Institute of Math. Academia Sinica, 1986., Shuenn-Jyi Sheu(1986).
38.　 (with Shuenn-Jyi Sheu) The asymptotic behavior of the second eigenvalues of perturbed Fokker-Planck operators, 1986.(1986)
39.　 (with Shuenn-Jyi Sheu) Application to simulated annealing, 1986.(1986)
40.　 (with Shuenn-Jyi Sheu) A generalization of Chernoff inequality via stochastic analysis75(1987), 149-157., Probability Theory and Related Fields, 75(1987), 149-157.
41.　 (with Tzuu-Shuh Chiang and Shuenn-Jyi Sheu) Diffusion for global optimization in math symbols by mimetex, SIAM J. Control Optim. 25(1987), 737-753.
42.　 Book Review "Simulated Annealing: Theory and Applications" by P. J. M. van Laarhoven and E. H. L. AArts (1987, Reidel, Dordrecht), Acta Applicandae Mathematicae 12(1988), 108-111.
43.　 (with Shuenn-Jyi Sheu) On the weak reversibility condition in simulated annealing, Soochow J. Math. 15(1989), 159-170.
44.　 (with Shuenn-Jyi Sheu) Remarks on Gibbs sampler and Metropolis sampler, TR Institute of Math. Academia Sinica, 1989.
45.　 Random perturbation and its application to simulated annealing, Springer Verlag Lecture Notes in Physics 355 (1990), 165-174.
46.　 (with Shuenn-Jyi Sheu) Large-time behavior of perturbed diffusion Markov processes with applications to the second eigenvalue problem for Fokker-Planck operators and simulated annealing, Acta Applicandae Mathematicae, 19(1990), 253-295.
47.　 (with Shuenn-Jyi Sheu) On the behavior of a stochastic algorithm with annealing Tech. Report, Institute of Math. Academia Sinica, 1990.
48.　 (with Shuenn-Jyi Sheu) Singular perturbed Markov chains and the exact behaviors of simulated annealing processes, J. Theoretical Probab. 5(1992), 223-249.
49.　 (with A. Frigessi, and L. Younes) Optimal spectral structure of reversible stochastic matrices, Monte Carlo methods and the simulation of Markov random fields, Ann. Applied Probab., 2(1992), 610-628.
50.　 (with Shuenn-Jyi Sheu) A remark on the ergodicity of systematic sweep in stochastic relaxation, Lecture Notes in Statistics, 74(1992), 199-202, Springer.
51.　 (with Shuenn-Jyi Sheu) Speed up the convergence of diffusions: the Gaussian case, Thech. Report, Institute of Math., Academia Sinica, 1992.
52.　 (with A.Frigessi, Shuenn-Jyi Sheu, P. di Stefano) Convergence rate of the Gibbs sampler, the Metropolis algorithm, and other single-site updating dynamics, J. R. Statist. Soc., B 55(1993), 205-219.
53.　 (with S.-Y. Hwang-Ma Shuenn-Jyi Sheu) Accelerating Gaussian diffusions, Ann. Applied Probab., 3(1993), 897-913.
54.　 Discussion paper on Markov fields, Invited paper meeting, Topic IP14 organized by A. Frigessi, Proceedings of the 50th ISI session, Beijing, Book 4, 1995.
55.　 Hwang, C.-R. and Sheu, S.-J., "On the geometrical convergence of Gibbs sampler in math symbols by mimetex." J. Multivariate Analysis, 66(1998), 22-37.
56.　 Hwang, C.-R. and Chang, H.-C., "On the average-case analysis of dynamic Monte Carlo schemes." presented in the 3rd International Conference on Monte Carlo and Quasi-Monte Carlo Method, June 22-26(1998), Claremont, California, U.S.A.
57.　 Hwang, C.-R. and Chang, D.-C., "Laguerre calculus and its applications to probability measures on Heisenberg groups. " Proceedings of SAP '98, Trends in Probability and Related Analysis, 1999, 83-102, World Scientific.
58.　 Hwang, C.-R, Chen, C.N., Chou, C.I., Kang, J., Lee, T.K. and Li, S.P.. "Monte Carlo dynamics in global optimization.'' Physical Review E, 60(1999), 2388-2393.
59.　 Hwang, C.-R., Date, A. and Sheu, S.-J.."On the number of equilibrium states in weakly coupled random networks.'' Statistics and Probability Letters, 49(2000), 291-297.
60.　 Hwang, C.-R. and Sheu, S.-J., "On some quadratic perturbation of Ornstein-Uhlenbeck processes.'' Soochow J. of Math., 26(2000), 205-244.
61.　 Hwang, C.-R., Yeh, Y.-M. and Hsieh Fushing, "Information on the spatial structure of aggregative marine populations via a metric correlation curve. Submitted.
62.　 Hwang, C.-R., Hsieh Fushing and Wu, C.-T., "Least-square and cross-entropy alternating minimization algorithm for ill-posed positive linear inverse problem with degraded noise I: Introduction and applications, preprint, Oct. 2001.
63.　 Hwang, C.-R., Hsieh Fushing, Lan, Y.-C., Tsai, M.-H., Horng, S.-B. and Lee, T.-K., "Exploring and reassembling patterns in female bean weevil's cognitive processing networks, preprint, submitted.
64.　 Accelerating diffusions and related problems, RIMS Kokyuruku, 1240(2001), 58-63.
65.　 (with Hsieh Fushing!C.-T. Wu) Least-square and cross-entropy alternating minimization algorithm for ill-posed positive linear inverse problem with degraded noise I:Introduction and applications, manuscript(2005)