Probability

[1] Semigroups of stochastic gradient descent and online principle component analysis: properties and diffusion approximations.

YUANYUAN FENG LEI LI Jian-Guo Liu

Probability mathscidoc:1905.28001

Comm. Math. Sci., 16, (3), 777–789, 2018
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[2] Stochastic Komatu-Loewner evolutions and BMD domain constant

Zhen-Qing Chen University of Washington Masatoshi Fukushima Osaka University

Probability mathscidoc:1904.28002

Stochastic Processes Appl., 128, 545-594, 2018
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[3] Chordal Komatu-Loewner equation and Brownian motion with darning in multiply connected domains

Zhen-Qing Chen University of Washington Masatoshi Fukushima Osaka University Steffen Rohde University of Washington

Probability mathscidoc:1904.28001

Trans. Amer. Math. Soc., 368, 4065-4114, 2016
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[4] Real-Time Solution of Time-Varying Yau Filtering Problems via Direct Method

Xiuqiong Chen Department of Mathematical Sciences, Tsinghua University, Beijing, P.R. China Ji Shi Department of Mathematical Sciences, Tsinghua University, Beijing, P.R. China Stephen S.-T. Yau Department of Mathematical Sciences, Tsinghua University, Beijing, P.R. China

Numerical Analysis and Scientific Computing Optimization and Control Probability mathscidoc:1904.25008

IEEE Transactions on Automatic Control, 64, (4), 1648-1654, 2019.4
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[5] Suboptimal Linear Estimation for Continuous-discrete Bilinear Systems

Xue Luo School of Mathematics and Systems Science, Beihang University, Beijing, P.R. China Xiuqiong Chen Department of Mathematical Sciences, Tsinghua University, Beijing, P.R. China Stephen S.-T. Yau Department of Mathematical Sciences, Tsinghua University, Beijing, P.R. China

Numerical Analysis and Scientific Computing Optimization and Control Probability mathscidoc:1904.25007

Systems & Control Letters, 119, 92-100, 2018
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[6] The suboptimal method via probabilists' Hermite polynomials to solve nonlinear filtering problems

Xue Luo School of Mathematics and Systems Science, Beihang University, Beijing, P.R. China Stephen S.-T. Yau Department of Mathematical Sciences, Tsinghua University, Beijing, P.R. China

Numerical Analysis and Scientific Computing Optimization and Control Probability mathscidoc:1904.25006

Automatica, 94, 9-17, 2018
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[7] Direct method for Yau filtering system with nonlinear observations

Ji Shi Department of Mathematical Sciences, Tsinghua University, Beijing, P.R. China Zhiyu Yang Department of Mathematical Sciences, Tsinghua University, Beijing, P.R. China Stephen S.-T. Yau Department of Mathematical Sciences, Tsinghua University, Beijing, P.R. China

Numerical Analysis and Scientific Computing Optimization and Control Probability mathscidoc:1904.25005

International Journal of Control, 91, (3), 678-687, 2018
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[8] Finite dimensional estimation algebras with state dimension 3 and rank 2, I--linear structure of wong matrix

Ji Shi Department of Mathematical Sciences, Tsinghua University, Beijing, P.R. China Stephen S.-T. Yau Department of Mathematical Sciences, Tsinghua University, Beijing, P.R. China

Optimization and Control Probability mathscidoc:1904.27003

SIAM J. Control. Optim., 55, (6), 4227-4246, 2017
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[9] New Classes of Finite Dimensional Filters with Non-Maximal Rank

Ji Shi Department of Mathematical Sciences, Tsinghua University, Beijing, P.R. China Xiuqiong Chen Department of Mathematical Sciences, Tsinghua University, Beijing, P.R. China Wenhui Dong Department of Mathematical Sciences, Tsinghua University, Beijing, P.R. China Stephen S.-T. Yau Department of Mathematical Sciences, Tsinghua University, Beijing, P.R. China

Optimization and Control Probability mathscidoc:1904.27002

IEEE Control Systems Letters, 1, (2), 233-237, 2017.10
[ Download ] [ 2019-04-18 11:20:04 uploaded by Stephenyau ] [ 10 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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[10] Some Finite Dimensional Filters derived from the Structure Theorem for Five-dimensional Estimation Algebras

Wen-Lin Chiou Department of Mathematics, Fu-Jen University, Taipei, Taiwan Shaopu Lin Department of Mathematics, Fu-Jen University, Taipei, Taiwan Stephen S.-T. Yau Department of Mathematical Sciences, Tsinghua University, Beijing, P.R. China

Optimization and Control Probability mathscidoc:1904.27001

Asian J. Math., 19, (5), 793-810, 2015
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