Showing 81–100 of 187 results
/ Date/ Name
Mar 13, 2023Concentration without Independence via Information MeasuresOct 25, 2022Intrinsic Randomness in Epidemic Modelling Beyond Statistical UncertaintyJul 10, 2022A Forward Propagation Algorithm for Online Optimization of Nonlinear Stochastic Differential EquationsJul 8, 2022A Gaussian correlation inequality for plurisubharmonic functionsJun 5, 2022Approximating the first passage time density from data using generalized Laguerre polynomialsMay 9, 2022McKean-Vlasov SDE and SPDE with Locally Monotone CoefficientsMar 6, 2022Fluctuations of Quadratic ChaosFeb 15, 2022Subadditive Theorems in Time-Dependent EnvironmentsFeb 6, 2022Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricingFeb 5, 2022Lower-bounds on the Bayesian Risk in Estimation Procedures via $f$-DivergencesDec 15, 2021The extremal point process of branching Brownian motion in $\mathbb{R}^d$Nov 4, 2021Community detection using low-dimensional network embedding algorithmsNov 3, 2021A Johnson--Lindenstrauss Framework for Randomly Initialized CNNsOct 28, 2021Tractability from overparametrization: The example of the negative perceptronJul 30, 2021Strong Convergence Rates in Averaging Principle for Slow-Fast McKean-Vlasov SPDEsJul 12, 2021Unifying incidence and prevalence under a time-varying general branching processJun 6, 2021Large-time asymptotic of heavy tailed renewal processesApr 15, 2021The maximum of branching Brownian motion in $\mathbb{R}^d$Mar 21, 2021Large Deviation Principle for McKean-Vlasov Quasilinear Stochastic Evolution EquationsFeb 23, 2021Product-form estimators: exploiting independence to scale up Monte Carlo