3 papers
math.ST2026
Nonparametric Inference for Semigroup Blocks of Switching Diffusions
Yuzhong Cheng
Regime-conditioned transition probabilities and moments are basic inputs for prediction and decision making in hybrid systems, but their short-time infinitesimal structure is not d…
cs.LG2024
Deep learning-based method for weather forecasting: A case study in Itoshima
Yuzhong Cheng, Linh Thi Hoai Nguyen, Akinori Ozaki +1
Accurate weather forecasting is of paramount importance for a wide range of practical applications, drawing substantial scientific and societal interest. However, the intricacies o…
stat.ML2024
Efficient CNN-LSTM based Parameter Estimation of Levy Driven Stochastic Differential Equations
Shuaiyu Li, Yang Ruan, Changzhou Long +1
This study addresses the challenges in parameter estimation of stochastic differential equations driven by non-Gaussian noises, which are critical in understanding dynamic phenomen…