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Non-integrable Stable Approximation by Stein’s Method Journal article
Journal of Theoretical Probability, 2022,Volume: 35,Issue: 2,Page: 1137-1186
Authors:  Chen, Peng;  Nourdin, Ivan;  Xu, Lihu;  Yang, Xiaochuan;  Zhang, Rui
Favorite |  | TC[WOS]:0 TC[Scopus]:1 | Submit date:2022/05/13
Generalized Central Limit Theorem  Stein’s Method  Α-stable Approximation  
First-Person Influences on Third-Person Perceptions Conference paper
Online, 17 April 2022
Authors:  Xinshu ZHAO;  Xudong LIU;  Yue Selene CHEN;  Wen Aquamarine JIAO;  Song Harris AO;  Fuyuan SHEN;  Zhilong George ZHAO
Microsoft Word | Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2022/04/19
Approximation to Stochastic Variance Reduced Gradient Langevin Dynamics by Stochastic Delay Differential Equations Journal article
Applied Mathematics and Optimization, 2022,Volume: 85,Issue: 2
Authors:  Chen, Peng;  Lu, Jianya;  Xu, Lihu
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2022/05/17
Malliavin Calculus  Refined Lindeberg Principle  Stochastic Delay Differential Equations (Sddes)  Stochastic Variance Reduced Gradient Langevin Dynamics (Svrg-ld)  Wasserstein-1 Distance  
Fast Wasserstein-Distance-Based Distributionally Robust Chance-Constrained Power Dispatch for Multi-Zone HVAC Systems Journal article
IEEE Transactions on Smart Grid, 2021,Volume: 12,Issue: 5,Page: 4016-4028
Authors:  Chen, Ge;  Zhang, Hongcai;  Hui, Hongxun;  Song, Yonghua
Favorite |  | TC[WOS]:3 TC[Scopus]:5 | Submit date:2021/09/09
Chance-constrained Optimization  Distributionally Robust Optimization  Hvac  Multi-zone  Wasserstein Distance  
Stein’s Method for Asymmetric α -stable Distributions, with Application to the Stable CLT Journal article
Journal of Theoretical Probability, 2020,Volume: 34,Issue: 3,Page: 1382-1407
Authors:  Chen,Peng;  Nourdin,Ivan;  Xu,Lihu
Favorite |  | TC[WOS]:1 TC[Scopus]:2 | Submit date:2021/03/11
Asymmetric Α-stable Distribution  Fractional Laplacian  Leave-one-out Approach  Normal Attraction  Stable Central Limit Theorem  Stein’s Method  
Approximation to stable law by the Lindeberg principle Journal article
Journal of Mathematical Analysis and Applications, 2019,Volume: 480,Issue: 2
Authors:  Chen,Peng;  Xu,Lihu
Favorite |  | TC[WOS]:5 TC[Scopus]:4 | Submit date:2021/03/11
A Kolmogorov forward equation  Asymmetric α-stable distribution  Stable central limit theorem  The Lindeberg principle  
Multivariate approximations in Wasserstein distance by Stein’s method and Bismut’s formula Journal article
Probability Theory and Related Fields, 2019,Volume: 174,Issue: 3-4,Page: 945–979
Authors:  Xiao Fang;  Qi-Man Shao;  Lihu Xu
Favorite |  | TC[WOS]:0 TC[Scopus]:9 | Submit date:2019/07/19
Bismut's Formula  Multivariate Approximation  Rate Of Convergence  Stein’s Method  Wasserstein Distance  Langevin Algorithm  Malliavin Calculus  
Semi-supervised anti-fraud models for cash pre-loan in internet consumer finance Conference paper
Proceedings - 2019 IEEE International Conference on Industrial Cyber Physical Systems, ICPS 2019, Taipei, Taiwan, 6-9 May 2019
Authors:  Sun,Wanlin;  Chen,Ming;  Ye,Jie Xia;  Zhang,Yuhang;  Xu,Cheng Zhong;  Zhang,Yangqing;  Wang,Yaonan;  Wu,Wen;  Zhang,Peng;  Qu,Feipeng
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Cash Pre-loan  Fraud Detection  Internet Consumer Finance  Semi-supervised Learning  
Approximation of stable law in Wasserstein-1 distance by Stein’s method1 Journal article
Annals of Applied Probability, 2019,Volume: 29,Issue: 1,Page: 458-504
Authors:  Xu,Lihu
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L1 Discrepancy  Normal Domain Of Attraction Of Stable Law  Stable Approximation  Stein’s Method  Wasserstein-1 Distance (W1 Distance)  Α-stable Processes  
Exponential Ergodicity for SDEs Driven by -Stable Processes with Markovian Switching in Wasserstein Distances Journal article
POTENTIAL ANALYSIS, 2018,Volume: 49,Issue: 4,Page: 503-526
Authors:  Tong, Jinying;  Jin, Xinghu;  Zhang, Zhenzhong
Favorite |  | TC[WOS]:3 TC[Scopus]:3 | Submit date:2018/10/30
Exponential ergodicity  Symmetric -stable process  Markovian switching  M-matrix  Wasserstein distance  Coupling method