4 citations · 5 across the 10 of their papers we have counts for
Showing 2024Show all
3 papers · 1 filter
math.PR2024
Scaling limits for supercritical nearly unstable Hawkes processes
Chenguang Liu, Liping Xu, An Zhang
In this paper, we investigate the asymptotic behavior of nearly unstable Hawkes processes whose regression kernel has norm strictly greater than one and close to one as time…
cs.LG2024
How to beat a Bayesian adversary
Zihan Ding, Kexin Jin, Jonas Latz +1
Deep neural networks and other modern machine learning models are often susceptible to adversarial attacks. Indeed, an adversary may often be able to change a model's prediction th…
math.PR2024
Convergence rates for Backward SDEs driven by Lévy processes
Chenguang Liu, Antonis Papapantoleon, Alexandros Saplaouras
We consider Lévy processes that are approximated by compound Poisson processes and, correspondingly, BSDEs driven by Lévy processes that are approximated by BSDEs driven by their c…