10 citations · 12 across the 8 of their papers we have counts for
8 papers
The Spectral Structure of Latent Treatment Effects
Hamza Virk, Bijan Mazaheri, Yihren Wu
Identifying heterogeneous treatment effects under unobserved confounding is central in observational causal inference. In proxy models with a discrete latent confounder, prior Synt…
Arbitrage-Free Pricing with Diffusion-Dependent Jumps
Hamza Virk, Yihren Wu, Majnu John
Standard jump-diffusion models assume independence between jumps and diffusion components. We develop a multi-type jump-diffusion model where jump occurrence and magnitude depend o…
A Simple Illustration of Interleaved Learning using Kalman Filter for Linear Least Squares
Majnu John, Yihren Wu
Interleaved learning in machine learning algorithms is a biologically inspired training method with promising results. In this short note, we illustrate the interleaving mechanism…
A novel nonconvex, smooth-at-origin penalty for statistical learning
Majnu John, Sujit Vettam, Yihren Wu
Nonconvex penalties are utilized for regularization in high-dimensional statistical learning algorithms primarily because they yield unbiased or nearly unbiased estimators for the…
Weak-consistent dynamic correlation estimators for Brownian motion pairs and for Geometric Brownian motion pairs
Majnu John, Yihren Wu
Estimating dynamic correlation between a pair of time series is of importance in many applications. We present new estimators for the dynamic correlation between a pair of correlat…
Confidence Intervals for Finite Difference Solutions
Majnu John, Yihren Wu
Although applications of Bayesian analysis for numerical quadrature problems have been considered before, it's only very recently that statisticians have focused on the connections…
Geometric quantization on symplectic fiber bundles
Yihren Wu
Consider a fiber bundle in which the total space, the base space and the fiber are all symplectic manifolds. We study the relations between the quantization of these spaces. In par…
Quantization of a particle in a background Yang-Mills field
Yihren Wu
Two classes of observables defined on the configuration space of a particle are quantized, and the effects of the Yang-Mills field are discussed in the context of geometric quantiz…