南方科技大学
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数学系
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学术会议
English
Probability & Statistics Seminar
1970/01/01-1970/01/01
会议概要
A semiparametrically efficient estimator of the time-varying effects for survival data with time-dependent treatment*
Wasserstein Decay for Functional SDEs in Random Environment
Continuous states q-processes and applications in the study of coalescent with recombination
Poisson and negative binomial item count techniques for surveys with sensitive question
Model Selection for Gaussian Mixture Models
Buffered (Hysteretic) time series models with conditional heteroscedasticity
精算科学与精算师
带有表型可塑性机制的肿瘤细胞群体动力学模型研究
生物学相关马氏过程
Irreducibility of stochastic real ginzburg-landau equation driven by -stable noises and applications
Estimating Integrated Volatility Using High-Frequency Data with Zero Duration
STABLE PROCESS WITH SINGULAR DRIFT
Convergence Rate of Euler-Maruyama Scheme for SDEs with Rough Coefficients
生活在互联网与大数据的时代
Nonparametric testing in regression models with Wilcoxon-type generalized likelihood ratio
Estimation for Discrete Dynamic Models with Large Individual Effects
LIMIT THEOREMS FOR MULTIVALUED STOCHASTIC DIFFERENTIAL EQUATIONS
Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes with jumps
光滑化分位数过程的估计
The impact of competition on prices with numerous firms
A Simple Scale-Invariant Two-Sample Test for High-Dimensional Data
A Functional Varying-Coefficient Single-Index Model for Functional Response Data
Buffered Time Series Models: the progress so far
Efficient Feature Screening for Ultrahigh-dimensional Varying Coefficient Models
Model Selection for High Dimensional Quadratic Regression via Regularization
Model Selection for High Dimensional Quadratic Regression via Regularization
Scalable Bayesian Variable Selection for Structured High-dimensional Data
2D Stochastic Chemotaxis-Navier-Stokes System
Invariant Measures for Path-Dependent Random Diffusions
Stochastic Differential Equations versus Fokker-Planck-Kolmogorov Equations: a Short Review and Some Recent Progress
Dirichlet Principle for Non-reversible Markov Chains
Gradient Estimates on Dirichlet Eigenfunctions
Heat Kernels for Time-dependent Non-symmetric Stable-like Operators
Evolution of Portfolio Optimization
Big Data Analytics and Extended Probabilistic Inference
Modeling the changing dependence of multivariate time series: with an application in financial econometrics
Quasi-stationary distribution for irregular Markov process
LLN for an asymptotical critical branching random walk
单死过程和树上生灭过程
Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations
部分可观测平均场随机系统的最优控制问题
Inference of Heavy-Tailed Vector Error Correction Models
How to Design Experiments in the Big Data Era?
Estimating the cumulative function of mean for the history process with time-dependent covariates and censoring mechanism
Nonparametric sieve maximum likelihood estimation for semi-competing risks data
Variable Selection in Population Health Research
Doubly Dividing the Massive Data for Prediction Using Model Aggregation
Study on Brain Functional Abnormality based on Magnetic Resonance Imaging
Stein’s method, Metropolis-Hastings reversiblizations and Markov chains mixing time
Testing for heteroscedasticity in high-dimensional regressions
Criteria for multiple surrogates
A modal-type outer product gradients procedure for the single-index models
Case-deletion diagnostics for linear mixed models
Random attractors for non-autonomous stochastic Klein-Gordon equation driven by multiplicative noise
Recommender systems
Statistical meta-analysis and its application in evidence-based medicine
Some aspects of large sample covariance matrices
Scalable kernel-based variable selection
High-dimensional statistics with applications to financial data
Joint analysis of longitudinal data with informative observation and terminal event times
Robust estimates of treatment effects in MRCT via semi-parametric models
Empirical likelihood-based kernel test for the equality of distributions in high dimensions
Multivariate adaptive splines for analyzing longitudinal data
Optimal reinsurance with dependent risks
Statistical Methods for Integrative Analysis of Multi-Omics Data
Random matrices and recent results
Predicting earthquake casualties for early rescue planning: A joint Poisson mixed modeling approach
High-dimensional vector autoregressive modeling via tensor decomposition
Complex likelihood ratio test for generalized linear models
Adaptive moment method for partially piecewise regression
Smoothing spline mixed-effects density models for clustered data
A statistical normalization method and differential expression analysis for RNA-seq data between different species
INVARIANCE OF ENTROPY FOR MAPS ISOTOPIC TO ANOSOV
Multi-model estimation and information theory for improving probabilistic predictions of complex systems
Joint Mixability of Symmetric Distributions and Related Families
Patterson-Sullivan construction for point processes and reconstruction of harmonic functions
Automated Estimation of Heavy-tailed Vector Error Correction Models
Collaborative Ranking for Personalized Prediction
GMM Estimation of Partially Linear Single-index Spatial Autoregressive Model
Optimal Covariance Matrix Estimation for High-dimensional Noise in High-frequency Data
Cross-Validation for Optimal and Reproducible Statistical Learning
非对称马氏过程的Girsanov变换
General Sliced Latin hypercube designs
Estimating the Sample Mean and Standard Deviation from the Five-number Summary and Their Applications in Evidence-based Medicine
Latent Single-Index Models for Ordinal Data
Progress on Equivalent Transformation and Reciprocal Characterization between Complex Networks and Time Series
Expected Conditional Characteristic Function-based Measures for Testing Independence
因子分析改进模型与应用的研究进展
A New Approach to Multiple Mean Comparison and Its Medical Applications
On variable ordination of modified Cholesky decomposition for estimating time-varying covariance matrices
On Brownian motion approximation of compound Poisson processes with applications to threshold models
基于非齐次 Markov 的老年人长期护理保险定价
Momentum Acceleration Under Random Gradient Noise
Large deviation rates for branching processes
Backward stochastic Volterra integro-differential equations and applications in optimal control problems
Boundary Behaviors at ∞ for Fragments in Simple Exchangeable Fragmentation-Coalescence Process
Observability Problem for Some Stochastic Partial Differential Equations
Constrained stochastic LQ control with regime switching and application to portfolio selection
An LQ differential game of stochastic large-population system with partial information
Mean Field LQ Games with a Finite Number of Agents
Stochastic H_2/H_∞ control for Mean-Field Stochastic Differential Systems with (x,u,v)-dependent noise
Optimal Consumption with Loss Aversion and Reference to Past Spending Maximum
Infinite Horizon FBSDEs and Open-Loop Optima Controls for Stochastic LQ Problems with Random Coefficients
Local controllability to trajectories for the compressible viscous micropolar fluids
Forward and Backward Stochastic Differential Equations with Normal Constraints in Law and Mean Field Limit of Related Interacting Particle Systems
A Two-Stage Model for High-Risk Prediction in Insurance Ratemaking
Optimal feedback for stochastic linear quadratic control in infinite dimensions, progress and open problems
Hybrid optimal impulse control
Forward-Backward Stochastic Evolution Equation In Hilbert Space and Related Optimal Control Problem
Weak observability and stabilization
Bitcoin Mining and Electricity Consumption
Backward Stackelberg Differential Game with Constraints
Turnpike Properties for Stochastic Linear-Quadratic Optimal Control Problems
A type of globally solvable BSDEs with triangularly quadratic generators
Global maximum principle for progressive optimal control of partially observed forward-backward stochastic systems with random jumps
Propagation of Monotonicity for Mean Field Games
Spike Variations for Stochastic Volterra Integral Equations
Some splitting algorithms for multistage stochastic variational inequalities
State-dependent temperature control for Langevin diffusions
Stochastic Verification Theorem for Infinite Dimensional Stochastic Control Systems
Overcoming the curse of dimensionality: from nonlinear Monte Carlo to the training of neural networks
Numerical analysis of stochastic Poisson systems
Intermittency for hyperbolic Anderson equations with time-independent Gaussian noise: Stratonovich regime
Stochastic Linear Quadratic Optimal Control Problem: A Reinforcement Learning Method
Closed-Loop Solvability of Linear Quadratic Mean-Field Type Stackelberg Stochastic Differential Games
Stochastic maximum principle under nonlinear expectation
A global maximum principle for optimal control of stochastic evolution equations with recursive utilities
An Extended Merton Problem with Tracking Monotone Benchmark Process
Probabilistic Framework of Howard's Policy Iteration: BML Evaluation and Robust Convergence Analysis
Hitting probability of Gaussian random fields and collision of eigenvalues of random matrices
Metastability for expanding bubbles on a sticky substrate
Optimal stopping without time consistency
分布参数系统最优控制的长时间行为
Backward stochastic differential equations with nonlinear Young driver
The Gaussian Mixture Optimal Transport Ensemble Kalman Filter and its application to predict the capacity fade of lithium-ion batteries
Self-organized criticality and avalanches in 2D forest fires
Hydrodynamic limit of interacting particle systems
Hydrodynamic limit of interacting particle systems
Strong solutions of mean-field FBSDEs and their applications to multi-population mean-field games
A Dynamic Principal Agent Problem with One-sided Commitment
A Mean Field Game Approach to Equilibrium Consumption under External Habit Formation
Well-posedness and Asymptotics of Mckean-Vlasov SPDE
Poisson's equation for Markov chains: bounds and monotonicity
Arm exponents for metric graph Gaussian free fields
On Atypical Behaviors of Martingale Limits and Level Sets in Branching Random Walks
极小生成森林中树的数目
Gaussian deconvolution and the lace expansion
Time fractional equations and anomalous sub-diffusions
Convergence Rates of Robust Limit Theorems under Nonlinear Expectations: A Monotone Scheme Analysis
Optimal Investment Strategy for α-Robust Utility Maximization Problem
Limit theorems for critical and subcritical branching random walk
On the Exponential Ergodicity and Large and Moderate Deviations of Stochastic Relaxation Damping Hamiltonian Systems
Dual Representation of Unbounded Dynamic Concave Utilities
Causal feedback strategies for controlled stochastic Volterra systems: a unified treatment
Moments and asymptotics for a class of SPDEs with space-time white noise
Sampling on manifolds using SDEs
Modulation and amplitude equations on bounded domains for nonlinear SPDEs driven by cylindrical α-stable Lévy processes
发展方程最优控制的渐进性
The Parabolic Anderson Model and Negative Curvature
On the pinning model in correlated Gaussian random environments
Rough SDEs and Applications
Numerical Error Bounds Near Sharp Interface Limit for Stochastic Reaction-Diffusion Equations
Minimal control time for linear hyperbolic balance laws
On Monotonicity Conditions for Mean Field Game Master Equations
线性系统动态补偿理论的应用
刘维尔量子引力在统计物理中的应用
On the empty balls of branching random walks
Observability inequality, log-type Hausdorff content and heat equations
Reconstruc ng the Geometry of Random Geometric Graphs
Anticipated backward stochastic evolution equations and maximum principle for path-dependent systems in infinite dimension
Central limit theorem for the linear spectral statistics of sample covariance matrix with random population
Ergodic properties of some continuous-state branching-type processes
Dirichlet Principle for Non-reversible Markov Chains
In this talk, I will show that how Dirichlet principle works for non-reversible Markov chain, which indicates that the non-reversible Markov chain is better than its reversible one.