5 papers
Many-Server Queueing Systems with Heterogeneous Strategic Servers in Heavy Traffic
Burak Büke, Goncalo dos Reis, Vadim Platonov
In most service systems, the servers are humans who desire to experience a certain level of idleness. In call centers, this manifests itself as the call avoidance behavior, where s…
An introduction to tensors for path signatures
Jack Beda, Goncalo dos Reis, Nikolas Tapia
We present a fit-for-purpose introduction to tensors and their operations. It is envisaged to help the reader become acquainted with its underpinning concepts for the study of path…
Wellposedness, exponential ergodicity and numerical approximation of fully super-linear McKean--Vlasov SDEs and associated particle systems
Xingyuan Chen, Goncalo dos Reis, Wolfgang Stockinger
We study a class of McKean--Vlasov Stochastic Differential Equations (MV-SDEs) with drifts and diffusions having super-linear growth in measure and space -- the maps have general p…
Improved weak convergence for the long time simulation of Mean-field Langevin equations
Xingyuan Chen, Goncalo dos Reis, Wolfgang Stockinger +1
We study the weak convergence behaviour of the Leimkuhler--Matthews method, a non-Markovian Euler-type scheme with the same computational cost as the Euler scheme, for the approxim…
A Mean Field Ansatz for Zero-Shot Weight Transfer
Xingyuan Chen, Wenwei Kuang, Lei Deng +3
The pre-training cost of large language models (LLMs) is prohibitive. One cutting-edge approach to reduce the cost is zero-shot weight transfer, also known as model growth for some…