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
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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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[11] 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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[12] 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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[13] 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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[14] 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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[15] 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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[16] Random band matrices in the delocalized phase, III: Averaging fluctuations

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

Probability mathscidoc:1808.28001

2018.7
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[17] 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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[18] 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
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[19] Systems of interacting diffusions with partial annihilations through membranes

Wai Tong Fan UW-Madison

Probability mathscidoc:1806.28001

Annals of Probability, 45, 47, 2017
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[20] Necessary and sufficient conditions for consistent root reconstruction in Markov models on trees

Wai Tong Fan UW-Madison

Information Theory Probability Statistics Theory and Methods mathscidoc:1806.19001

Electronic Journal of Probability, 23, (47), 24, 2018
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[21] Open ASEP in the Weakly Asymmetric Regime

Ivan Corwin Columbia University Hao Shen Columbia University

Probability mathscidoc:1805.28006

Communications on Pure and Applied Mathematics, 2018
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[22] A Central Limit Theorem for the KPZ Equation

Martin Hairer Imperial College Hao Shen Columbia University

Probability mathscidoc:1805.28005

The Annals of Probability, 45, (6), 4167–4221, 2017
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[23] The Dynamical Sine-Gordon Model

Martin Hairer Imperial College Hao Shen Columbia University

Probability mathscidoc:1805.28004

Communications in Mathematical Physics, 341, (3), 933–989, 2016.2
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[24] Local law of addition of random matrices on optimal scale

Zhigang Bao Hong Kong University of Science and Technology Laszlo Erdos IST Austria Kevin Schnelli KTH Royal Institute of Technology

Mathematical Physics Probability mathscidoc:1805.22001

Communications in Mathematical Physics
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[25] The smallest singular value of deformed random rectangular matrices

Fan Yang University of Wisconsin-Madison

Probability mathscidoc:1805.28003

[ Download ] [ 2018-05-07 14:38:00 uploaded by yangf75 ] [ 160 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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