output
20122026
most citedIncorporating Lambertian Priors into Surface Normals Measurement

38 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2017Show all

6 papers · 1 filter

math.PR2017

Maximum principle for a stochastic delayed system involving terminal state constraints

Jiaqiang Wen, Yufeng Shi

We investigate a stochastic optimal control problem where the controlled system is depicted as a stochastic differential delayed equation; however, at the terminal time, the state…

math.OC2017

Global maximum principle for mean-field forward-backward stochastic systems with delay and application to finance

Tao Hao, Qingxin Meng

The purpose of this paper is to explore the necessary conditions for optimality of mean-field forward-backward delay control systems. A new estimate is proved, which is a powerfult…

q-fin.MF2017

Mean-variance portfolio selection with nonlinear wealth dynamics and random coefficients

Shaolin Ji, Hanqing Jin, Xiaomin Shi

This paper studies the continuous time mean-variance portfolio selection problem with one kind of non-linear wealth dynamics. To deal the expectation constraint, an auxiliary stoch…

cs.DB2017

CrowdFusion: A Crowdsourced Approach on Data Fusion Refinement

Yunfan Chen, Lei Chen, Chen Jason Zhang

Data fusion has played an important role in data mining because high-quality data is required in a lot of applications. As on-line data may be out-of-date and errors in the data ma…

stat.ME2017★ 6 cited

Spearman Rank Correlation Screening for Ultrahigh-dimensional Censored Data

Hongni Wang, Jingxin Yan, Xiaodong Yan

Herein, we propose a Spearman rank correlation based screening procedure for ultrahigh-dimensional data with censored response case. The proposed method is model-free without speci…

math.PR2017

BSDEs and SDEs with time-advanced and -delayed coefficients

Shiqiu Zheng, Gaofeng Zong

This paper introduces a class of backward stochastic differential equations (BSDEs), whose coefficients not only depend on the value of its solutions of the present but also the pa…