6 citations · 13 across the 7 of their papers we have counts for
8 papers
Bayesian Parameter Inference for Partially Observed Diffusions using Multilevel Stochastic Runge-Kutta Methods
Pierre Del Moral, Shulan Hu, Ajay Jasra +2
We consider the problem of Bayesian estimation of static parameters associated to a partially and discretely observed diffusion process. We assume that the exact transition dynamic…
Talagrand's transportation inequality for SPDEs with locally monotone drifts
Ruinan Li, Xinyu Wang
The purpose of this paper is twofold. Firstly, we prove transportation inequalities on the space of continuous paths with respect to the uniform metric for the law o…
Maximum Entropy Estimator for Hidden Markov Models: Reduction to Dimension 2
Shulan Hu, Xinyu Wang, Liming Wu
In the paper, we introduce the maximum entropy estimator based on 2-dimensional empirical distribution of the observation sequence of hidden Markov model , when the sample size is…
Central limit theorem and moderate deviations for a class of semilinear SPDES
Shulan Hu, Ruinan Li, Xinyu Wang
In this paper we prove a central limit theorem and a moderate deviation principle for a class of semilinear stochastic partial differential equations, which contain Burgers' equati…
Transportation inequalities for stochastic wave equation
Yumeng Li, Xinyu Wang
In this paper, we prove a Talagrand's T2 transportation cost-information inequality for the law of a stochastic wave equation in spatial dimension d=3 driven by the Gaussian random…
Central limit theorem and moderate deviations for a stochastic Cahn-Hilliard equation
Ruinan Li, Xinyu Wang
In this paper, we prove a central limit theorem and a moderate deviation principle for a perturbed stochastic Cahn-Hilliard equation defined on [0, T]x [0, π]^d, with d \in {1,2,3}…
Non ultracontractive heat kernel bounds by Lyapunov conditions
François Bolley, Arnaud Guillin, Xinyu Wang
Nash and Sobolev inequalities are known to be equivalent to ultracontractive properties of heat-like Markov semigroups, hence to uniform on-diagonal bounds on their kernel densitie…
Transportation inequalities: From Poisson to Gibbs measures
Yutao Ma, Shi Shen, Xinyu Wang +1
We establish an optimal transportation inequality for the Poisson measure on the configuration space. Furthermore, under the Dobrushin uniqueness condition, we obtain a sharp trans…