1 citations · 2 across the 3 of their papers we have counts for
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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 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…
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…
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…