Work Experience

Advisory Committee on Mathematics, NSC, Taiwan, 19931995
20112013
 Member
Advisory Committee on Mathematics, NSC, Taiwan
20112013
 Council Member
The Mathematical Society of Taiwan
2008 
 Editor Board
Sankhya
2006 
 Committee Member
Assessment and Evaluation of Universities, Ministry of Education, Taiwan
2005/3  20059
 Director
Mathematics Research Promotion Center, NSC, Taiwan
2002  2004
 Council Member
Bernoulli Society
2001 2005
 Associate Editor
Statistica Sinica
19992002
 President
The Probability and Mathematical Statistics Society,Taiwan
1998  2001
 Chairman
EAPRC, Bernoulli Society
1997  2001
 Member
Committee for the Revival of the East Asian and Pacific Regional Committee,
Bernoulli Society
1995  1997
 Director
Institute of Mathematics, Academia Sinica
19931996
 Member
Advisory Committee on Mathematics, NSC, Taiwan
1993  1995
 Council Member
The Probability and Mathematical Statistics Society,Taiwan
1992 2010
 Council Member
The Mathematical Society of Taiwan
1991  1999
 Deputy Director
Institute of Mathematics, Academia Sinica
19871993
 Editor Board
Soochow Journal of Mathematics
19862007
 Editor Board
Bulletin of the Institute of Mathematics, Academia Sinica
19852005
 Research Fellow
Institute of Mathematics, Academia Sinica
1982
 Associate Research Fellow
Institute of Mathematics, Academia Sinica
19791982
 Research Associate
Division of Applied Mathematics, Brown University
19781979
 Committee Member
Various International Conferences
 Committee Member
Various Committees in Academia Sinica
Research Descriptions
Dr. Hwang's research interest is Probability theory. He investigates stochastic system with Markovian structure or arisen from real life applications. Accelerating convergence of Markov processes by antisymmetric perturbations to a common underlying equilibrium, variance reduction in calculation of expectations, optimal updating schemes are among the main topics. The analysis of the spectral gap of antisymmetric perturbations of Laplacian and a probabilistic approach for
the convergence rate of nonreversible processes are some of the related problems. The empirical invariances from the stock market as well as the corresponding stochastic structures are also his interests.
Selected Publications ↓
 (with LuJing Huang, YinTing Liao, LoBin Chang) "The smallest eigenvalues of random kernel matrices: asymptotic results on the min kernel"
, Statistics and Probability Letters
, 148, 2329, 20195.
 (with LuJing Huang, YinTing Liao, TingLi Chen) "Optimal Variance Reduction for Markov Chain Monte Carlo"
, SIAM Journal on Control and Optimization
, 56 (4), 29772996, 2018.
 (with HuiHsiung Kuo, Kimiaki Saito, Jiayu Zhai) "Nearmartingale property of anticipating stochastic integration"
, Communications on Stochastic Analysis
, 11 (4), 490504, 201712.
 (with HuiHsiung Kuo, Kimiaki Saito, Jiayu Zhai) "A General Ito formula for adapted and instantly independent stochastic processes"
, Communications on Stochastic Analysis
, 10 (3), 341362, 201609.
 (with TingLi Chen,Hironori Fujisawa ,SuYun Huang) "On the weak convergence and Central Limit Theorem of blurring and nonblurring processes with application to robust location estimation"
, JOURNAL OF MULTIVARIATE ANALYSIS
, 143, 165184, 201601. (http://dx.doi.org/10.1016/j.jmva.2015.09.009)
 (with Raoul Normand, ShengJhih Wu) "Variance reduction for diffusions"
, Stochastic Processes and their Applications
, 125 (9), 35223540, 201509. (doi:10.1016/j.spa.2015.03.006)
 (with WeiKuo Chen, HsiWei Hsieh, YuanChun Sheu) "Disorder chaos in the spherical meanﬁeld model"
, Journal of Statistical Physics
, 160 (2), 417429, 201507. (DOI 10.1007/s1095501512643)
 (with ShengJhih Wu, Moody T. Chu) "Attaining the optimal Gaussian diffusion acceleration"
, Journal of Statistical Physics
, 155 (3), 571590, 201403. (DOI 10.1007/s1095501409635)
 (with Fushing Hsieh, ShuChun Chen) "Single stock dynamics on highfrequency data: from a compressed coding perspective"
, PLoS ONE
, 9 (2), 201402. (e85018.DOI: 10.1371/journal.pone.0085018, Feb. 21 2014.)
 (with F. Hsieh,S.C. Chen) "Discovering focal regions of slightlyaggregated sparse signals"
, Computational Statistics
, 28 (5), 22952308, 201310. (http://link.springer.com/article/10.1007%2Fs0018001304078# DOI 10.1007/s0018001304078)
 (with TingLi Chen) "Accelerating Reversible Markov Chains"
, Statistics and Probability Letters
, 83 (9), 19561962, 201309. (online May 11, 2013, http://dx.doi.org/10.1016/j.spl.2013.05.002)
 (with LoBin Chang, Stuart Geman, Fushing Hsieh) "Invariance in the recurrence of large returns and the validation of models of price dynamics"
, PHYSICAL REVIEW E
, 88 (2), 02211661022116615, 201308. (DOI: 10.1103/PhysRevE.88.022116)
 (with HuiMing Pai) "Accelerating Brownian motion on Ntorus"
, Statistics and Probability Letters
, 83 (5), 14431447, 201305. (http://www.sciencedirect.com/science/article/pii/S0167715213000527)
 (with LoBin Chang, Zhidong Bai, SuYun Huang) "Asymptotic Error Bounds for Kernelbased Nyström lowrank approximation matrices"
, Journal of Multivariate Analysis
, 120, 102119, 201305.
 (with LoBin Chang,Alok Goswami,Fushing Hsieh) "An Invariance for the LargeSample Empirical Distribution of Waiting Time between Successive Extremes"
, Bulletin of the Institute of Mathematics Academia Sinica, New Series
, 8 (1), 3148, 2013.
 (with TingLi Chen, WeiKuo Chen, HuiMing Pai) "On the Optimal Transition Matrix for MCMC Sampling"
, SIAM Journal on Control and Optimization
, 50 (5), 27432762, 201210.
 (with Fushing Hsieh ,ShuChun Chen) "Discovering stock dynamics through its multidimensional volatilityphases"
, Quantitative Finance
, 12 (2), 213230, 201202.
 (with K. B. Athreya) "Gibbs measures asymptotics"
, Sankhya
, 72A, 191207, 2010. (http://sankhya.isical.ac.in/search/72a1/final11.pdf)
 (with F. Hsieh,S.C. Chen) "Nonparametric decoding on discrete time series and its applications in bioinformatics"
, Statistics in Biosciences
, 2, 1840, 2010. (http://www.springerlink.com/content/h0057rl132h7th71/)
 (with Brice Franke,HuiMing Pai,ShuennJyi Sheu) "The behavior of the spectral gap under growing drift"
, Transactions of AMS
, 362 (3), 13251350, 2010. (http://www.ams.org/journals/tran/201036203/S0002994709049393/S0002994709049393.pdf)
 "Empirical invariance in stock market and related problems"
, RIMS Kokyuroku
, 1620, 1822, 200901.
 (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
, 2009.
 (with YuMin Yeh, Hsieh Fushing) "Information on the spatial structure of aggregative marine populations via a metric correlation curve,"
, 2008.
 (with LuJing Huang, YinTing Liao, TingLi Chen) "Optimal Variance Reduction for Markov Chain Monte Carlo"
, SIAM Journal on Control and Optimization
, 2007.
 (with Fushing Hsieh, LoBin Chang, Ritu Sen) "Exploring stock dynamic via hierarchical segmentation: An empirical invariance on volatile duration distribution and an online trading strategy, first draft"
, 2007.
 "Nonreversible perturbations accelerate convergence"
, RIMS Kokyuruku
, 1462, 2634, 2006.
 (with SuYun Huang) "Kernel Fisher's Discriminant Analysis in Gaussian Reproducing Kernel Hilbert Space, manuscript"
, 2006.
 (with Fushing Hsieh! HouCheng Lee! YenChiu Lan! ShwuBin Horng) "Testing and mapping nonstationarity in animal behavioral processes:A case study on an individual female beam weevil"
, Journal of Theoretical Biology
, 238 (4), 805816, 2006.
 (with ShuYin HwangMa, ShuennJyi Sheu) "Accelerating diffusions"
, Annals of Applied Probability
, 15, 14331444, 2005.
 "Accelerating Monte Carlo Markov processes"
, COSMOS
, 1, 8794, 2005.
 (with Hsieh Fushing!C.T. Wu) "Leastsquare and crossentropy alternating minimization algorithm for illposed positive linear inverse problem with degraded noise I:Introduction and applications, manuscript"
, 2005.
 "Accelerating diffusions and related problems"
, RIMS Kokyuruku
, 1240, 5863, 2001.
 "Hwang, C.R., Hsieh Fushing and Wu, C.T.,"
, 2001.
 (with Sheu, S.J.) "On some quadratic perturbation of OrnsteinUhlenbeck processes"
, Soochow J. of Math.
, 26, 205244, 2000.
 (with Date, A. and Sheu, S.J..) "On the number of equilibrium states in weakly coupled random networks"
, Statistics and Probability Letters
, 49, 291297, 2000.
 (with 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, 23882393, 1999.
 (with 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, 83102, World Scientific."
, 83102, 1999.
 (with Chang, H.C.) ""On the averagecase analysis of dynamic Monte Carlo schemes." presented in the 3rd International Conference on Monte Carlo and QuasiMonte Carlo Method, June 2226(1998), Claremont, California, U.S.A."
, 1998.
 (with Sheu, S.J.) "On the geometrical convergence of Gibbs sampler in $R^d$."
, J. Multivariate Analysis
, 66, 2337, 1998.
 "Discussion paper on Markov fields, Invited paper meeting, Topic IP14 organized by A. Frigessi, Proceedings of the 50th ISI session, Beijing, Book 4, 1995."
, 1995.
 (with S.Y. HwangMa ShuennJyi Sheu) "Accelerating Gaussian diffusions"
, Ann. Applied Probab.
, 3, 897913, 1993.
 (with A.Frigessi, ShuennJyi Sheu, P. di Stefano) "Convergence rate of the Gibbs sampler, the Metropolis algorithm, and other singlesite updating dynamics"
, J. R. Statist. Soc., B
, 55, 205219, 1993.
 (with ShuennJyi Sheu) "Speed up the convergence of diffusions: the Gaussian case, Thech. Report"
, Institute of Math., Academia Sinica
, 1992.
 (with ShuennJyi Sheu) "A remark on the ergodicity of systematic sweep in stochastic relaxation"
, Lecture Notes in Statistics (Springer)
, 74, 199202, 1992.
 (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, 610628, 1992.
 (with ShuennJyi Sheu) "Singular perturbed Markov chains and the exact behaviors of simulated annealing processes"
, J. Theoretical Probab.
, 5, 223249, 1992.
 (with ShuennJyi Sheu) "On the behavior of a stochastic algorithm with annealing Tech. Report"
, Institute of Math. Academia Sinica
, 1990.
 (with ShuennJyi Sheu) "Largetime behavior of perturbed diffusion Markov processes with applications to the second eigenvalue problem for FokkerPlanck operators and simulated annealing"
, Acta Applicandae Mathematicae
, 19, 253295, 1990.
 "Random perturbation and its application to simulated annealing"
, Springer Verlag Lecture Notes in Physics
, 355, 165174, 1990.
 (with ShuennJyi Sheu) "On the weak reversibility condition in simulated annealing"
, Soochow J. Math.
, 15, 159170, 1989.
 (with ShuennJyi Sheu) "Remarks on Gibbs sampler and Metropolis sampler"
, TR Institute of Math. Academia Sinica
, 1989.
 "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, 108111, 1988.
 (with TzuuShuh Chiang and ShuennJyi Sheu) "Diffusion for global optimization in $R^{n}$"
, SIAM J. Control Optim.
, 25, 737753, 1987.
 (with ShuennJyi Sheu) "A generalization of Chernoff inequality via stochastic analysis75(1987), 149157."
, Probability Theory and Related Fields
, 75, 149157, 1987.
 (with ShuennJyi Sheu) "Application to simulated annealing, 1986."
, 1986.
 (with ShuennJyi Sheu) "The asymptotic behavior of the second eigenvalues of perturbed FokkerPlanck operators, 1986."
, 1986.
 "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."
, ShuennJyi Sheu
, 1986.
 (with ShuennJyi Sheu) "Cramer's theorem for certain ergodic processes in Banach space"
, Stochastics
, 18, 8394, 1986.
 "A brief survey on the spectral radius and the spectral distribution of large random matrices with i.i.d. entries"
, Contemporary Mathematics
, 50, 145152, 1986.
 (with S. Geman) "Diffusions for global optimization"
, SIAM Journal of Control and Optimization
, 24, 10311043, 1986.
 (with S. Geman) "Working paper no. 1 on diffusion with annealing, Tech. Report, Institute of Math. Academic Sinica, 1984."
, 1984.
 (with TzuuShuh Chiang) "On the nonuniqueness of the limit points of diffusions with a small parameter"
, Stochastics
, 10, 149153, 1983.
 (with TzuuShuh Chiang!T.F. Lin) "Asymptotic porbabilities of open sets of weakly convergent Gaussian measures"
, 1982.
 (with TzuuShuh 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.
 "Conditioning by < EQUAL, LINEAR >"
, Transactions of the American Mathematical Society
, 274, 6983, 1982.
 (with Stuart Geman) "A chaos hypothesis for some large systems of random equations"
, Z. Wahrsch. Verw. Gebiete
, 60, 291314, 1982.
 (with Stuart Geman) "Nonparametric maximum liklihood estimation by the method of sieves"
, Annals of Statistics
, 10, 340356, 1982.
 "A note on an invariant property of linear global constraint, Tech. Report, Institute of Math. Academia Sinica 1981."
, 1981.
 "Limit problem for some linear global constraint, Tech. Report, Institute of Math. Academic Sinica 1981."
, 1981.
 "A generalization of Laplace's method"
, Proceedings of the American Mathematical Society
, 82, 446451, 1981.
 "Working paper on Gaussian random splines, Tech. Report, Institute of Math. Academia Sinica 1980."
, 1980.
 "Laplace's method revisited: Weak convergence of probability measures"
, Annals of Probability
, 8, 11771182, 1980.
 "Gaussian measure of large balls in a Hilbert space"
, Proceedings of the American Mathematical Society
, 78, 107110, 1980.
 "On the 2nd limit problem in metric pattern theory II, Tech. Report, Institute of Math. Academia Sinica 1980."
, 1980.
 "On the 2nd limit problem in metric pattern theory I, Tech. Report, Institute of Math. Academic Sinica 1979."
, 1979.
 "A short note on Gaussian measure of small balls in a Hilbert space, Technical report, Institute of Math. Academia Sinica 1979."
, 1979.