1 citations · 1 across the 3 of their papers we have counts for
4 papers
Enhancing Regime Shift Detection Using Unstructured Data: A Study on the Treasury Market
Mingxuan Yi, Vidal Mehra, Jing Chen +1
Regime shifts in financial markets reorganise the joint dynamics of asset prices and macro variables, breaking any single-regime calibration. They are nonetheless hard to identify:…
Sig-DEG for Distillation: Making Diffusion Models Faster and Lighter
Lei Jiang, Wen Ge, Niels Cariou-Kotlarek +6
Diffusion models have achieved state-of-the-art results in generative modelling but remain computationally intensive at inference time, often requiring thousands of discretization…
Bridging the Gap Between Variational Inference and Wasserstein Gradient Flows
Mingxuan Yi, Song Liu
Variational inference is a technique that approximates a target distribution by optimizing within the parameter space of variational families. On the other hand, Wasserstein gradie…
Posterior Ratio Estimation of Latent Variables
Song Liu, Yulong Zhang, Mingxuan Yi +1
Density Ratio Estimation has attracted attention from the machine learning community due to its ability to compare the underlying distributions of two datasets. However, in some ap…