1.
 (with LuJing Huang, YinTing Liao, TingLi Chen) Optimal Variance Reduction for Markov Chain Monte Carlo,
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(20183)

2.
 (with LuJing Huang, YinTing Liao, LoBin Chang) The smallest eigenvalues of random kernel matrices: asymptotic results on the min kernel,
submitted, Proceedings of the American Mathematical Society
(201801)

3.
 (with HuiHsiung Kuo, Kimiaki Saito, Jiayu Zhai) Nearmartingale property of anticipating stochastic integration,
Communications on Stochastic Analysis
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4.
 (with LuJing Huang, YinTing Liao, TingLi Chen) Optimal Variance Reduction for Markov Chain Monte Carlo,
SIAM Journal on Control and Optimization
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5.
 (with HuiHsiung Kuo, Kimiaki Saito, Jiayu Zhai) A General Ito formula for adapted and instantly independent stochastic processes,
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6.
 (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,
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7.
 (with WeiKuo Chen, HsiWei Hsieh, YuanChun Sheu) Disorder chaos in the spherical meanﬁeld model,
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8.
 (with Raoul Normand, ShengJhih Wu) Variance reduction for diffusions,
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9.
 (with Fushing Hsieh, ShuChun Chen) Single stock dynamics on highfrequency data: from a compressed coding perspective,
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10.
 (with ShengJhih Wu, Moody T. Chu) Attaining the optimal Gaussian diffusion acceleration,
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11.
 (with LoBin Chang, Stuart Geman, Fushing Hsieh) Invariance in the recurrence of large returns and the validation of models of price dynamics,
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12.
 (with TingLi Chen) Accelerating Reversible Markov Chains,
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13.
 (with HuiMing Pai) Accelerating Brownian motion on Ntorus,
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14.
 (with LoBin Chang, Zhidong Bai, SuYun Huang) Asymptotic Error Bounds for Kernelbased Nyström lowrank approximation matrices,
Journal of Multivariate Analysis
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15.
 (with TingLi Chen, WeiKuo Chen, HuiMing Pai) On the Optimal Transition Matrix for MCMC Sampling,
SIAM Journal on Control and Optimization
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16.
 (with F. Hsieh,S.C. Chen) Discovering focal regions of slightlyaggregated sparse signals,
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17.
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18.
 (with Fushing Hsieh ,ShuChun Chen) Discovering stock dynamics through its multidimensional volatilityphases,
Quantitative Finance
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19.
 (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
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20.
 (with Brice Franke,HuiMing Pai,ShuennJyi Sheu) The behavior of the spectral gap under growing drift,
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21.
 (with F. Hsieh,S.C. Chen) Nonparametric decoding on discrete time series and its applications in bioinformatics,
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22.
 Empirical invariance in stock market and related problems,
RIMS Kokyuroku
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23.
 (with ShuYin HwangMa, ShuennJyi Sheu) Accelerating diffusions,
Annals of Applied Probability
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24.
 Nonreversible perturbations accelerate convergence,
RIMS Kokyuruku
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25.
 Accelerating Monte Carlo Markov processes,
COSMOS
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26.
 (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), 00

27.
 (with SuYun Huang) Kernel Fisher's Discriminant Analysis in Gaussian Reproducing Kernel Hilbert Space, manuscript,
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28.
 (with YuMin Yeh, Hsieh Fushing) Information on the spatial structure of aggregative marine populations via a metric correlation curve,,
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29.
 (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
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30.
 (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,
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32.
 On the 2nd limit problem in metric pattern theory I, Tech. Report, Institute of Math. Academic Sinica 1979.,
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33.
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34.
 Gaussian measure of large balls in a Hilbert space,
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35.
 Laplace's method revisited: Weak convergence of probability measures,
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36.
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37.
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38.
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39.
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40.
 (with Stuart Geman) Nonparametric maximum liklihood estimation by the method of sieves,
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41.
 (with Stuart Geman) A chaos hypothesis for some large systems of random equations,
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42.
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43.
 (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.,
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44.
 (with TzuuShuh Chiang!T.F. Lin) Asymptotic porbabilities of open sets of weakly convergent Gaussian measures,
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45.
 (with TzuuShuh Chiang) On the nonuniqueness of the limit points of diffusions with a small parameter,
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46.
 (with S. Geman) Working paper no. 1 on diffusion with annealing, Tech. Report, Institute of Math. Academic Sinica, 1984.,
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47.
 (with S. Geman) Diffusions for global optimization,
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48.
 A brief survey on the spectral radius and the spectral distribution of large random matrices with i.i.d. entries,
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49.
 (with ShuennJyi Sheu) Cramer's theorem for certain ergodic processes in Banach space,
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50.
 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.,
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51.
 (with ShuennJyi Sheu) The asymptotic behavior of the second eigenvalues of perturbed FokkerPlanck operators, 1986.,
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52.
 (with ShuennJyi Sheu) Application to simulated annealing, 1986.,
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53.
 (with ShuennJyi Sheu) A generalization of Chernoff inequality via stochastic analysis75(1987), 149157.,
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54.
 (with TzuuShuh Chiang and ShuennJyi Sheu) Diffusion for global optimization in ,
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55.
 Book Review "Simulated Annealing: Theory and Applications" by P. J. M. van Laarhoven and E. H. L. AArts (1987, Reidel, Dordrecht),
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56.
 (with ShuennJyi Sheu) On the weak reversibility condition in simulated annealing,
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57.
 (with ShuennJyi Sheu) Remarks on Gibbs sampler and Metropolis sampler,
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58.
 Random perturbation and its application to simulated annealing,
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59.
 (with ShuennJyi Sheu) Largetime behavior of perturbed diffusion Markov processes with applications to the second eigenvalue problem for FokkerPlanck operators and simulated annealing,
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60.
 (with ShuennJyi Sheu) On the behavior of a stochastic algorithm with annealing Tech. Report,
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61.
 (with ShuennJyi Sheu) Singular perturbed Markov chains and the exact behaviors of simulated annealing processes,
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62.
 (with A. Frigessi, and L. Younes) Optimal spectral structure of reversible stochastic matrices, Monte Carlo methods and the simulation of Markov random fields,
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63.
 (with ShuennJyi Sheu) A remark on the ergodicity of systematic sweep in stochastic relaxation,
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64.
 (with ShuennJyi Sheu) Speed up the convergence of diffusions: the Gaussian case, Thech. Report,
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65.
 (with A.Frigessi, ShuennJyi Sheu, P. di Stefano) Convergence rate of the Gibbs sampler, the Metropolis algorithm, and other singlesite updating dynamics,
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66.
 (with S.Y. HwangMa ShuennJyi Sheu) Accelerating Gaussian diffusions,
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67.
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68.
 (with Sheu, S.J.) On the geometrical convergence of Gibbs sampler in .,
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70.
 (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.,
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71.
 (with Chen, C.N., Chou, C.I., Kang, J., Lee, T.K. and Li, S.P.) Monte Carlo dynamics in global optimization.,
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 (with Date, A. and Sheu, S.J..) On the number of equilibrium states in weakly coupled random networks,
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 (with Sheu, S.J.) On some quadratic perturbation of OrnsteinUhlenbeck processes,
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 Accelerating diffusions and related problems,
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