3 papers
stat.ME2026
Zero Variance Portfolio
Jinyuan Chang, Yi Ding, Zhentao Shi +1
When the number of assets is larger than the sample size, the minimum variance portfolio interpolates the training data, delivering pathological zero in-sample variance. We show th…
stat.ML2026
Deep Bootstrap
Jinyuan Chang, Yuling Jiao, Lican Kang +1
In this work, we propose a novel deep bootstrap framework for nonparametric regression based on conditional diffusion models. Specifically, we construct a conditional diffusion mod…
stat.ML2026
Inference-Time Alignment for Diffusion Models via Variationally Stable Doob's Matching
Jinyuan Chang, Chenguang Duan, Yuling Jiao +2
Inference-time alignment for diffusion models aims to adapt a pre-trained reference diffusion model toward a target distribution without retraining the reference score network, the…