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 2018Show all

8 papers · 1 filter

math.OC2018★ 1 cited

Anticipated mean-field backward stochastic differential equations with jumps

Tao Hao

In this paper we prove the existence and uniqueness theorem, comparison theorem of a class of anticipated mean-field backward stochastic differential equations with jumps.

stat.ME2018

High-dimensional Two-sample Precision Matrices Test: An Adaptive Approach through Multiplier Bootstrap

Mingjuan Zhang, Yong He, Cheng Zhou +1

Precision matrix, which is the inverse of covariance matrix, plays an important role in statistics, as it captures the partial correlation between variables. Testing the equality o…

cs.DB2018★ 6 cited

Reducing Uncertainty of Schema Matching via Crowdsourcing with Accuracy Rates

Chen Jason Zhang, Lei Chen, H. V. Jagadish +2

Schema matching is a central challenge for data integration systems. Inspired by the popularity and the success of crowdsourcing platforms, we explore the use of crowdsourcing to r…

stat.ME2018★ 16 cited

Doubly Robust Sure Screening for Elliptical Copula Regression Model

Yong He, Liang Zhang, Jiadong JI +1

Regression analysis has always been a hot research topic in statistics. We propose a very flexible semi-parametric regression model called Elliptical Copula Regression (ECR) model,…

math.PR2018

Exact tail asymptotics for a three dimensional Brownian-driven tandem queue with intermediate inputs

Hongshuai Dai, Dawson A. Donald, Yiqiang Q. Zhao

The semimartingale reflecting Brownian motion (SRBM) can be a heavy traffic limit for many server queueing networks. Asymptotic properties for stationary probabilities of the SRBM…

math.PR2018★ 2 cited

Stationary Distributions for Two-Dimensional Sticky Brownian Motions: Exact Tail Asymptotics and Extreme Value Distributions

Hongshuai Dai, Yiqiang Q. Zhao

In this paper, we consider a two-dimensional sticky Brownian motion. Sticky Brownian motions can be viewed as time-changed semimartingale reflecting Brownian motions, which find ap…

math.PR2018

Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem

Soukaina Douissi, Jiaqiang Wen, Yufeng Shi

In this paper, we focus on mean-field anticipated backward stochastic differential equations (MF-BSDEs, for short) driven by fractional Brownian motion with Hurst parameter H>1/2.…

math.OC2018★ 1 cited

A global maximum principle for optimal control of general mean-field forward-backward stochastic systems with jumps

Tao Hao, Qingxin Meng

In this paper we prove a necessary condition of the optimal control problem for a class of general mean-field forward-backward stochastic systems with jumps in the case where the d…