25 citations · 89 across the 33 of their papers we have counts for
4 papers · 1 filter
Martingale central limit theorems in -Wasserstein distance
Xiao Fang, Yuta Koike, Zi-Yao Su
We obtain multivariate martingale central limit theorems in -Wasserstein distance with respect to the norm in for and , which…
Wasserstein bounds for denoising diffusion probabilistic models via the Föllmer process
Yuta Koike
This paper studies sampling error bounds for denoising diffusion probabilistic models (DDPMs) in the 2-Wasserstein distance. Our contributions are threefold. (i) Under general Lips…
Connections between the Föllmer process and the denoising diffusion probabilistic model
Yuta Koike
The Föllmer process is a Brownian motion conditioned to have a pre-specified distribution at time 1. This process can be interpreted as an ``augmented'' time-compressed version of…
On lead-lag estimation of non-synchronously observed point processes
Takaaki Shiotani, Takaki Hayashi, Yuta Koike
This paper introduces a new theoretical framework for analyzing lead-lag relationships between point processes, with a special focus on applications to high-frequency financial dat…