36 citations · 143 across the 56 of their papers we have counts for
58 papers
Optimal Wasserstein- distance between SDEs driven by Brownian motion and stable processes
Changsong Deng, Rene L. Schilling, Lihu Xu
We are interested in the following two -valued stochastic differential equations (SDEs): \begin{gather*} d X_t=b(X_t)\,d t + σ\,d L_t, \quad X_0=x, %\label{BM-SDE} d…
Distribution Estimation of Contaminated Data via DNN-based MoM-GANs
Fang Xie, Lihu Xu, Qiuran Yao +1
This paper studies the distribution estimation of contaminated data by the MoM-GAN method, which combines generative adversarial net (GAN) and median-of-mean (MoM) estimation. We u…
Distribution estimation and change-point estimation for time series via DNN-based GANs
Jianya Lu, Yingjun Mo, Zhijie Xiao +2
The generative adversarial networks (GANs) have recently been applied to estimating the distribution of independent and identically distributed data, and have attracted a lot of re…
Almost sure invariance principle of mixing time series in Hilbert space
Jianya Lu, Wei Biao Wu, Zhijie Xiao +1
Inspired by \citet{Berkes14} and \citet{Wu07}, we prove an almost sure invariance principle for stationary mixing stochastic processes defined on Hilbert space. Our result can…
An approximation to the invariant measure of the limiting diffusion of G/Ph/n+GI queues in the Halfin-Whitt regime and related asymptotics
Xinghu Jin, Guodong Pang, Lihu Xu +1
In this paper, we develop a stochastic algorithm based on the Euler--Maruyama scheme to approximate the invariant measure of the limiting multidimensional diffusion of …
Cramér-type moderate deviations for Euler-Maruyama scheme for SDE
Xiequan Fan, Haijuan Hu, Lihu Xu
In this paper, we establish normalized and self-normalized Cramér-type moderate deviations for Euler-Maruyama scheme for SDE. As a consequence of our results, Berry-Esseen's bounds…