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Shiwei Lan
Researcher at Arizona State University
Publications - 41
Citations - 1144
Shiwei Lan is an academic researcher from Arizona State University. The author has contributed to research in topics: Hybrid Monte Carlo & Markov chain Monte Carlo. The author has an hindex of 15, co-authored 36 publications receiving 844 citations. Previous affiliations of Shiwei Lan include University of California, Irvine & University of Illinois at Urbana–Champaign.
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Journal ArticleDOI
Earth System Modeling 2.0: A Blueprint for Models That Learn From Observations and Targeted High‐Resolution Simulations
TL;DR: In this article, the authors proposed a framework to integrate global observations and high-resolution simulations in an Earth system model (ESM) that systematically learns from both and quantifies uncertainties.
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Geometric MCMC for Infinite-Dimensional Inverse Problems
Alexandros Beskos,Mark Girolami,Mark Girolami,Shiwei Lan,Patrick E. Farrell,Patrick E. Farrell,Andrew M. Stuart +6 more
TL;DR: This work combines geometric methods on a finite-dimensional subspace with mesh-independent infinite-dimensional approaches to speed up MCMC mixing times, while retaining robust mixing times as the dimension grows by using pCN-like methods in the complementary subspace.
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Split Hamiltonian Monte Carlo
TL;DR: It is shown that both of these splitting approaches can reduce the computational cost of sampling from the posterior distribution for a logistic regression model, using either a Gaussian approximation centered on the posterior mode, or a Hamiltonian split into a term that depends on only a small number of critical cases, and another term that involves the larger number of cases whose influence on the anterior distribution is small.
Journal ArticleDOI
Earth System Modeling 2.0: A Blueprint for Models That Learn From Observations and Targeted High-Resolution Simulations
TL;DR: In this paper, the authors proposed a framework to integrate global observations and local high-resolution simulations in an Earth system model (ESM) that systematically learns from both, through matching low-order statistics between ESMs, observations, and high resolution simulations.
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Emulation of higher-order tensors in manifold Monte Carlo methods for Bayesian Inverse Problems
TL;DR: This paper proposes the use of statistical experiment design methods to refine a potentially arbitrarily initialized design online without destroying the convergence of the resulting Markov chain to the desired invariant measure.