Probability

[1] Hopf-Cole transformation via generalized Schrodinger bridge problem

Flavien Leger UCLA Wuchen Li UCLA

Differential Geometry Dynamical Systems Information Theory Probability mathscidoc:2004.10001

arXiv:1901.09051, 2019.1
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[2] Proper Orthogonal Decomposition Method to Nonlinear Filtering Problems in Medium-High Dimension

Zhongjian Wang Department of Mathematics, The University of Hong Kong Xue Luo School of Mathematical Sciences, Beihang University (Shahe campus) Stephen S.-T. Yau Department of Mathematical Sciences, Tsinghua University Zhiwen Zhang Department of Mathematics, The University of Hong Kong

Numerical Analysis and Scientific Computing Optimization and Control Probability mathscidoc:2004.25001

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[3] The novel classes of finite dimensional filters with non-maximal rank estimation algebra on state dimension four and rank of one

Wenhui Dong Department of Mathematical Sciences, Tsinghua University Xiuqiong Chen Department of Mathematical Sciences, Tsinghua University; Yau Mathematical Sciences Center, Tsinghua University Stephen S.-T. Yau Department of Mathematical Sciences, Tsinghua University

Optimization and Control Probability mathscidoc:2004.27001

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[4] Hypergeometric SLE: conformal Markov characterization and applications

Hao Wu Yau Mathematical Science Center

Probability mathscidoc:2003.28001

Comm. Math. Phys. , 374, 433-484
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[5] Comparison of moments of Rademacher chaoses

Paata Ivanisvili Princeton University & University of California at Irvine Tomasz Tkocz Carnegie Mellon University

Probability mathscidoc:1912.43032

Arkiv for Matematik, 57, (1), 121-128, 2018
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[6] Maximum independent sets on random regular graphs

Jian Ding University of Chicago Allan Sly University of California, Berkeley Nike Sun Stanford University

Probability mathscidoc:1911.43040

Acta Mathematica, 217, (2), 263-340, 2016
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[7] Universality in several-matrix models via approximate transport maps

Alessio Figalli ETH Z¨urich Alice Guionnet Universit´e de Lyon

Probability mathscidoc:1911.43037

Acta Mathematica, 217, (1), 81-176, 2016
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[8] 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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[9] 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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[10] 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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[11] 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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[12] 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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[13] 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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[14] 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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[15] 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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[16] 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
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[17] 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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[18] An Lp theory of sparse graph convergence I: limits, sparse random graph models, and power law distributions

Christian Borgs Microsoft Research Jennifer T. Chayes Microsoft Research Henry Cohn Microsoft Research Yufei Zhao MIT

Combinatorics Probability mathscidoc:1904.06003

Transactions of the American Mathematical Society
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[19] Upper tails and independence polynomials in random graphs

Bhaswar B. Bhattacharya University of Pennsylvania Shirshendu Ganguly UC Berkeley Eyal Lubetzky New York University Yufei Zhao MIT

Combinatorics Probability mathscidoc:1904.06002

Advances in Mathematics, 319, 313-347, 2017
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[20] Global and local multiple SLEs for $\kappa\le 4$ and connection probabilities for level lines of GFF

Eveliina Peltola Geneva University Hao Wu Tsinghua Univeristy

Probability mathscidoc:1903.28001

Comm. Math. Phys. , 366, 2019.3
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[21] Ergodic measures on spaces of infinite matrices over non-Archimedean locally compact fields

Alexander I. Bufetov Aix-Marseille Universite, Centrale Marseille, CNRS; Steklov Institute of Mathematics; Institute for Information Transmission Problems; National Research University Higher School of Economics Yanqi Qiu CNRS, Institut de Mathematiques de Toulouse, Universite Paul Sabatier; Institute of Mathematics and Hua Loo-Keng Key Laboratory of Mathematics, AMSS, Chinese Academy of Sciences

Probability Representation Theory mathscidoc:1810.28001

Compositio Mathematica, 153, 2482-2533, 2017
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[22] Random band matrices in the delocalized phase, II: Generalized resolvent estimates

Paul Bourgade Courant Institute Fan Yang University of California, Los Angeles Horng-Tzer Yau Harvard University Jun Yin University of California, Los Angeles

Mathematical Physics Probability mathscidoc:1808.22001

2018.7
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[23] Random band matrices in the delocalized phase, III: Averaging fluctuations

Fan Yang Department of Statistics, University of Pennsylvania Jun Yin Department of Mathematics, University of California, Los Angeles

Probability mathscidoc:1808.28001

2018.7
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[24] Genealogies in expanding populations

Wai Tong Fan University of North Carolina at Chapel Hill

Probability mathscidoc:1806.28003

Annals of applied probability, 26, (6), 2016
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[25] Hydrodynamic limits and propagation of chaos for interacting random walks in domains

Wai Tong Fan UW-Madison

Probability mathscidoc:1806.28002

Annals of applied probability, 27, (3), 2017
[ Download ] [ 2018-06-19 02:51:22 uploaded by louisfan ] [ 225 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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