top of page

Probability and Statistics

2023

PCF-GAN: generating sequential data via the characteristic function of measures on the path space

with H. Lou and H. Ni

submitted to conference proceedings (2023), ArXiv Preprint: 2305.12511. [link]

Small mass limit of expected signature for physical Brownian motion

with H. Ni and Q. Zhu

submitted to Proc. London Math. Soc. (2023), ArXiv Preprint: 2305.00343. [link]

Gaussian kernels on non-simply-connected closed Riemannian manifolds are never positive definite

submitted to Bull. London Math. Soc. (2023), ArXiv Preprint: 2303.06558. [link]

 
2022

Path development network with finite-dimensional Lie group representation

with H. Lou and H. Ni

submitted to Journal of Machine Learning Research, ArXiv Preprint: 2204.00740. [link]

Expected signature of stopped Brownian motions on $d$-dimensional C^{2,\alpha}-domains has finite radius of convergence everywhere: 2 ≤ d ≤ 8

with H. Ni

J. Funct. Anal. 282 (2022), No. 109447. [link]

 
2020

Scoring functions for multivariate distributions and level sets

with Xiaochun William Meng, James King Taylor, and Souhaib Ben Taieb

under revision with Operations Research (2020), ArXiv preprint: 2002.09578. [link]

A generalization of Lemma 1 in Kotlarski (1967)

with X. Zheng

Statist. Probab. Lett. 165 (2020), 108814. [link]


bottom of page