2 papers
math.PR2026
Chernoff's Density Is Strongly Log-Concave
Xianyang Zhang, Quan Zhou
Let be the density of the Chernoff random variable , where is a two-sided Brownian motion. This note proves the conjecture of…
stat.ML2024
Soft-constrained Schrodinger Bridge: a Stochastic Control Approach
Jhanvi Garg, Xianyang Zhang, Quan Zhou
Schrödinger bridge can be viewed as a continuous-time stochastic control problem where the goal is to find an optimally controlled diffusion process whose terminal distribution co…