2 papers
math.NA2026
Stochastic Analysis of Fade Duration Using Wiener Chaos Expansion and Malliavin Calculus: Optimal Importance Sampling via Adaptive SGD
Francisco Delgado-Vences
Characterizing fade duration in wireless channels is fundamental for designing robust communication systems. Classical approaches -- Rice's level-crossing theory and Monte Carlo si…
stat.ML2026
Parameter Estimation in Stochastic Differential Equations via Wiener Chaos Expansion and Stochastic Gradient Descent
Francisco Delgado-Vences, José Julián Pavón-Español, Arelly Ornelas
This study addresses the inverse problem of parameter estimation for Stochastic Differential Equations (SDEs) by minimizing a regularized discrepancy functional via Stochastic Grad…