2 papers
math.PR2020
Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Lévy Processes with Infinite Activities
Xingyu Wang, Chang-Han Rhee
In this paper we address the problem of rare-event simulation for heavy-tailed Lévy processes with infinite activities. We propose a strongly efficient importance sampling algorith…
stat.ML2020
Keyword-based Topic Modeling and Keyword Selection
Xingyu Wang, Lida Zhang, Diego Klabjan
Certain type of documents such as tweets are collected by specifying a set of keywords. As topics of interest change with time it is beneficial to adjust keywords dynamically. The…