11 citations · 28 across the 10 of their papers we have counts for
10 papers
Learning Lévy density via adaptive RKHS regression with bi-level optimization
Luxuan Yang, Fei Lu, Ting Gao +2
We propose a nonparametric method to learn the Lévy density from probability density data governed by a nonlocal Fokker-Planck equation. We recast the problem as identifying the ke…
Multi-task Meta Label Correction for Time Series Prediction
Luxuan Yang, Ting Gao, Wei Wei +3
Time series classification faces two unavoidable problems. One is partial feature information and the other is poor label quality, which may affect model performance. To address th…
A Data-Driven Approach for Discovering the Most Probable Transition Pathway for a Stochastic Carbon Cycle System
Jianyu Chen, Jianyu Hu, Wei Wei +1
Many natural systems exhibit tipping points where changing environmental conditions spark a sudden shift to a new and sometimes quite different state. Global climate change is ofte…
An Optimal Control Method to Compute the Most Likely Transition Path for Stochastic Dynamical Systems with Jumps
Wei Wei, Ting Gao, Jinqiao Duan +1
Many complex real world phenomena exhibit abrupt, intermittent or jumping behaviors, which are more suitable to be described by stochastic differential equations under non-Gaussian…
The Most Likely Transition Path for a Class of Distribution-Dependent Stochastic Systems
Wei Wei, Jianyu Hu
Distribution-dependent stochastic dynamical systems arise widely in engineering and science. We consider a class of such systems which model the limit behaviors of interacting part…
Most Probable Transitions from Metastable to Oscillatory Regimes in a Carbon Cycle System
Wei Wei, Jianyu Hu, Jianyu Chen +1
Global climate changes are related to the ocean's store of carbon. We study a carbonate system of the upper ocean, which has metastable and oscillatory regimes, under small random…
Large Deviations for SDE driven by Heavy-tailed Lévy Processes
Wei Wei, Qiao Huang, Jinqiao Duan
We obtain sample-path large deviations for a class of one-dimensional stochastic differential equations with bounded drifts and heavy-tailed Lévy processes. These heavy-tailed Lévy…
Estimating the Most Probable Transition Time for Stochastic Dynamical Systems
Yuanfei Huang, Ying Chao, Wei Wei +1
This work is devoted to the investigation of the most probable transition time between metastable states for stochastic dynamical systems. Such a system is modeled by a stochastic…
Rolling with Random Slipping and Twisting: A Large Deviation Point of View
Qiao Huang, Wei Wei, Jinqiao Duan
We study a rolling model from the perspective of probability. More precisely, we consider a Riemannian manifold rolling against Euclidean space, where the rolling is coupled with r…
Large Deviations for Stochastic Differential Equations Driven by Semimartingales
Qiao Huang, Wei Wei, Jinqiao Duan
We prove a large deviation principle for stochastic differential equations driven by semimartingales, with additive controls. Conditions are given in terms of characteristics of dr…