3 papers
stat.ML2026
Plug-In Classification of Drift Functions in Diffusion Processes Using Neural Networks
Yuzhen Zhao, Jiarong Fan, Yating Liu
We study supervised multiclass classification for diffusion processes, where each class is characterized by a distinct drift function and trajectories are observed at discrete time…
stat.ML2026
Drift Estimation for Diffusion Processes Using Neural Networks Based on Discretely Observed Independent Paths
Yuzhen Zhao, Yating Liu, Marc Hoffmann
This paper addresses the nonparametric estimation of the drift function over a compact domain for a time-homogeneous diffusion process, based on high-frequency discrete observation…
math.PR2025
A statistical approach for simulating the density solution of a McKean-Vlasov equation
Marc Hoffmann, Yating Liu
We prove optimal convergence results of a stochastic particle method for computing the classical solution of a multivariate McKean-Vlasov equation, when the measure variable is in…