11 citations · 15 across the 9 of their papers we have counts for
9 papers
Dynamic Latent Routing
Fangyuan Yu, Xin Su, Amir Abdullah
We investigate the temporal concatenation of sub-policies in Markov Decision Processes (MDP) with time-varying reward functions. We introduce General Dijkstra Search (GDS), and pro…
Scaling LLM Pre-training with Vocabulary Curriculum
Fangyuan Yu
Modern language models rely on static vocabularies, fixed before pretraining, in contrast to the adaptive vocabulary acquisition observed in human language learning. To bridge this…
Iterative Graph Alignment
Fangyuan Yu, Hardeep Singh Arora, Matt Johnson
By compressing diverse narratives, LLMs go beyond memorization, achieving intelligence by capturing generalizable causal relationships. However, they suffer from local 'representat…
Unbiased Estimation of the Hessian for Partially Observed Diffusions
Neil K. Chada, Ajay Jasra, Fangyuan Yu
In this article we consider the development of unbiased estimators of the Hessian, of the log-likelihood function with respect to parameters, for partially observed diffusion proce…
Randomized multilevel Monte Carlo for embarrassingly parallel inference
Ajay Jasra, Kody J. H. Law, Alexander Tarakanov +1
This position paper summarizes a recently developed research program focused on inference in the context of data centric science and engineering applications, and forecasts its tra…
Multilevel Ensemble Kalman-Bucy Filters
Neil K. Chada, Ajay Jasra, Fangyuan Yu
In this article we consider the linear filtering problem in continuous-time. We develop and apply multilevel Monte Carlo (MLMC) strategies for ensemble Kalman-Bucy filters (EnKBFs)…
Unbiased Filtering of a Class of Partially Observed Diffusions
Ajay Jasra, Kody Law, Fangyuan Yu
In this article we consider a Monte Carlo-based method to filter partially observed diffusions observed at regular and discrete times. Given access only to Euler discretizations of…
Multilevel Particle Filters for the Non-Linear Filtering Problem in Continuous Time
Ajay Jasra, Fangyuan Yu, Jeremy Heng
In the following article we consider the numerical approximation of the non-linear filter in continuous-time, where the observations and signal follow diffusion processes. Given ac…
Central Limit Theorems for Coupled Particle Filters
Ajay Jasra, Fangyuan Yu
In this article we prove a new central limit theorem (CLT) for coupled particle filters (CPFs). CPFs are used for the sequential estimation of the difference of expectations w.r.t.…