44 citations · 187 across the 43 of their papers we have counts for
5 papers · 1 filter
McKean-Vlasov equations involving hitting times: blow-ups and global solvability
Erhan Bayraktar, Gaoyue Guo, Wenpin Tang +1
This paper is concerned with the analysis of blow-ups for two McKean-Vlasov equations involving hitting times. Let be standard Brownian motion, and $τ:= \inf\{…
Extreme order statistics of random walks
Jim Pitman, Wenpin Tang
This paper is concerned with the limit theory of the extreme order statistics derived from random walks. We establish the joint convergence of the order statistics near the minimum…
Learning an arbitrary mixture of two multinomial logits
Wenpin Tang
In this paper, we consider mixtures of multinomial logistic models (MNL), which are known to -approximate any random utility model. Despite its long history and broad use, rigor…
Escaping Saddle Points Efficiently with Occupation-Time-Adapted Perturbations
Xin Guo, Jiequn Han, Mahan Tajrobehkar +1
Motivated by the super-diffusivity of self-repelling random walk, which has roots in statistical physics, this paper develops a new perturbation mechanism for optimization algorith…
Arcsine laws for random walks generated from random permutations with applications to genomics
Xiao Fang, Han Liang Gan, Susan Holmes +4
A classical result for the simple symmetric random walk with steps is that the number of steps above the origin, the time of the last visit to the origin, and the time of the…