1 citations · 2 across the 3 of their papers we have counts for
4 papers
Unbiased MLMC-based variational Bayes for likelihood-free inference
Zhijian He, Zhenghang Xu, Xiaoqun Wang
Variational Bayes (VB) is a popular tool for Bayesian inference in statistical modeling. Recently, some VB algorithms are proposed to handle intractable likelihoods with applicatio…
Comparing Representations in Tracking for Event Camera-based SLAM
Jianhao Jiao, Huaiyang Huang, Liang Li +3
This paper investigates two typical image-type representations for event camera-based tracking: time surface (TS) and event map (EM). Based on the original TS-based tracker, we mak…
Efficient risk estimation via nested multilevel quasi-Monte Carlo simulation
Zhenghang Xu, Zhijian He, Xiaoqun Wang
We consider the problem of estimating the probability of a large loss from a financial portfolio, where the future loss is expressed as a conditional expectation. Since the conditi…
Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo
Zhijian He
Conditional value at risk (CVaR) is a popular measure for quantifying portfolio risk. Sensitivity analysis of CVaR is very useful in risk management and gradient-based optimization…