2 papers
stat.ME2026
Deviation Tests for a High-dimensional Mean
Zengjing Chen, Ruihan Liu, Jianfeng Yao
This paper investigates testing for deviation of a high-dimensional mean vector . In contrast to the standard one-sample significance test of the form: $H_0^\texttt{e…
math.OC2024
Optimal State Equation for the Control of a Diffusion with Two Distinct Dynamics
Zengjing Chen, Panyu Wu, Xiaowen Zhou
We consider a class of stochastic control problems which has been widely used in optimal foraging theory. The state processes have two distinct dynamics, characterized by two pairs…