27 citations · 87 across the 28 of their papers we have counts for
28 papers
On difference in word frequencies in a symmetric Bernoulli process
Zhiyi Chi
In a symmetric Bernoulli process, all binary strings, or ``words'' of the same length have the same long term frequency. However, between two such words, one may have a ``frequency…
Auto-Encoding Goodness of Fit
Aaron Palmer, Zhiyi Chi, Derek Aguiar +1
We develop a new type of generative autoencoder called the Goodness-of-Fit Autoencoder (GoFAE), which incorporates GoF tests at two levels. At the minibatch level, it uses GoF test…
Spherical harmonic analysis for multivariate stable distributions
Zhiyi Chi
Series representations consisting of spherical harmonics are obtained for characteristic exponents and probability density functions of multivariate stable distributions under vari…
Law of two-sided exit by a spectrally positive strictly stable process
Zhiyi Chi
For a spectrally positive strictly stable process with index in (1,2), the paper obtains i) the density of the time when the process makes first exit from an interval by hitting th…
Law of the first passage triple of a spectrally positive strictly stable process
Zhiyi Chi
For a spectrally positive and strictly stable process with index in (1,2), a series representation is obtained for the joint distribution of the "first passage triple" that consist…
Exact sampling of first passage event of certain symmetric Levy processes with unbounded variation
Zhiyi Chi
We show that exact sampling of the first passage event can be done for a Levy process with unbounded variation, if the process can be embedded in a subordinated standard Brownian m…