7 citations · 11 across the 9 of their papers we have counts for
9 papers
Generalized Divergence Measures and Weak Convergence for the Sets of Probability Measures
Xinpeng Li, Miao Yu
This paper extends the asymmetric Kullback-Leibler divergence and symmetric Jensen-Shannon divergence from two probability measures to the case of two sets of probability measures.…
On the upper and lower covariances under multiple probabilities
Xinpeng Li, Jingxu Niu, Ke Zhou
In this paper, we define the upper (resp. lower) covariance under multiple probabilities via a corresponding max-min-max (resp. min-max-min) optimization problem and the related pr…
Nonlinear Expectation Inference for Efficient Uncertainty Quantification and History Matching of Transient Darcy Flows in Porous Media with Random Parameters Under Distribution Uncertainty
Zhao Zhang, Xinpeng Li, Menghan Li +4
The uncertainty quantification of Darcy flows using history matching is important for the evaluation and prediction of subsurface reservoir performance. Conventional methods aim to…
On the calculation of upper variance under multiple probabilities
Xinpeng Li, Miao Yu, Shiyi Zheng
The notion of upper variance under multiple probabilities is defined by a corresponding minimax optimization problem. This paper proposes a simple algorithm to solve the related mi…
Maximum Likelihood Estimation for Maximal Distribution under Sublinear Expectation
Xinpeng Li, Yue Liu, Jiaquan Lu
Maximum likelihood estimation is a common method of estimating the parameters of the probability distribution from a given sample. This paper aims to introduce the maximum likeliho…
On the functional central limit theorem with mean-uncertainty
Xinpeng Li
We introduce a new basic model for independent and identical distributed sequence on the canonical space via probabilit…
On the necessary and sufficient conditions for Peng's law of large numbers under sublinear expectations
Xinpeng Li, Gaofeng Zong
In this paper, we firstly establish the weak laws of large numbers on the canonical space $(\br^\bn,\cb(\br^\bn))$ by traditional truncation method and Chebyshev's inequality as in…
Pseudo-independence, independence and related limit theorems under sublinear expectations
Xinpeng Li
This paper introduces the notion of pseudo-independence on the sublinear expectation space via the classical conditional expectation, and the relation…
On the strict comparison theorem for -expectations
Xinpeng Li
This paper investigates the strict comparison theorem under the framework of -expectation, i.e., let q.s., if satisfy some additional conditions, then $\E[X]<\E[…