Yingli Wang

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math.PR2026

Sampling non-log-concave densities via Hessian-free high-resolution dynamics

Xiaoyu Wang, Yingli Wang, Lingjiong Zhu

We study the problem of sampling from a target distribution $π (q) \propto e^{- U (q)}$ on $R^{d}$ , where $U$ can be non-convex, via the Hessian-free high-resolution (HFHR) dyna…

math.PR2025

Rough Heston model as the scaling limit of bivariate cumulative heavy-tailed INAR processes: Weak-error bounds and option pricing

Yingli Wang, Zhenyu Cui, Lingjiong Zhu

We study nearly unstable bivariate cumulative heavy-tailed INAR( $\infty$ ) processes and show that, under a one-factor parameterization and a suitable scaling, they converge to the…