4 papers
Segmenting Watermarked Texts From Language Models
Xingchi Li, Guanxun Li, Xianyang Zhang
Watermarking is a technique that involves embedding nearly unnoticeable statistical signals within generated content to help trace its source. This work focuses on a scenario where…
Soft-constrained Schrodinger Bridge: a Stochastic Control Approach
Jhanvi Garg, Xianyang Zhang, Quan Zhou
Schrödinger bridge can be viewed as a continuous-time stochastic control problem where the goal is to find an optimally controlled diffusion process whose terminal distribution coi…
fastcpd: Fast Change Point Detection in R
Xingchi Li, Xianyang Zhang
Change point analysis is concerned with detecting and locating structure breaks in the underlying model of a sequence of observations ordered by time, space or other variables. A w…
Adaptive Testing for Alphas in High-dimensional Factor Pricing Models
Qiang Xia, Xianyang Zhang
This paper proposes a new procedure to validate the multi-factor pricing theory by testing the presence of alpha in linear factor pricing models with a large number of assets. Beca…