Kexuan Li

activity

20192026

most citedDeep Feature Screening: Feature Selection for Ultra High-Dimensional Data via Deep Neural Networks

8 citations · 17 across the 14 of their papers we have counts for

collaborators

Showing stat.COShow all

2 papers · 1 filter

stat.CO2019

On the Convergence Rate of the Quasi- to Stationary Distribution for the Shiryaev-Roberts Diffusion

Kexuan Li, Aleksey S. Polunchenko

For the classical Shiryaev--Roberts martingale diffusion considered on the interval $[0, A]$ , where $A > 0$ is a given absorbing boundary, it is shown that the rate of convergence of…

stat.CO2019

Analytic Evaluation of the Fractional Moments for the Quasi-Stationary Distribution of the Shiryaev Martingale on an Interval

Kexuan Li, Aleksey S. Polunchenko, Andrey Pepelyshev

We consider the quasi-stationary distribution of the classical Shiryaev diffusion restricted to the interval $[0, A]$ with absorption at a fixed $A > 0$ . We derive analytically a clos…