22 citations · 22 across the 3 of their papers we have counts for
3 papers
stat.ME2026
When is multivariate kriging worthwhile? A design-geometry analysis of heterotopic multi-output Gaussian processes
Zexun Chen, Jun Fan, Kuo Wang
Simulation experiments, multi-fidelity computer models and monitoring networks often produce several related outputs observed at different input locations, a sampling pattern known…
q-fin.PR2021
A q-binomial extension of the CRR asset pricing model
Jean-Christophe Breton, Youssef El-Khatib, Jun Fan +1
We propose an extension of the Cox-Ross-Rubinstein (CRR) model based on -binomial (or Kemp) random walks, with application to default with logistic failure rates. This model all…
math.ST2020★ 22 cited
Remarks on multivariate Gaussian Process
Zexun Chen, Jun Fan, Kuo Wang
Gaussian processes occupy one of the leading places in modern statistics and probability theory due to their importance and a wealth of strong results. The common use of Gaussian p…