1 citations · 1 across the 3 of their papers we have counts for
3 papers
cs.LG2019★ 1 cited
Minimizing the Societal Cost of Credit Card Fraud with Limited and Imbalanced Data
Samuel Showalter, Zhixin Wu
Machine learning has automated much of financial fraud detection, notifying firms of, or even blocking, questionable transactions instantly. However, data imbalance starves traditi…
math.PR2019
High minima of non-smooth Gaussian processes
Zhixin Wu, Arijit Chakrabarty, Gennady Samorodnitsky
In this short note we study the asymptotic behaviour of the minima over compact intervals of Gaussian processes, whose paths are not necessarily smooth. We show that, beyond the lo…
math.PR2008
A connection between the stochastic heat equation and fractional Brownian motion, and a simple proof of a result of Talagrand
Carl Mueller, Zhixin Wu
We give a new representation of fractional Brownian motion with Hurst parameter H<=1/2 using stochastic partial differential equations. This representation allows us to use the Mar…