Takip et
Lingjiong Zhu
Lingjiong Zhu
fsu.edu üzerinde doğrulanmış e-posta adresine sahip
Başlık
Alıntı yapanlar
Alıntı yapanlar
Yıl
The heavy-tail phenomenon in SGD
M Gurbuzbalaban, U Simsekli, L Zhu
International Conference on Machine Learning, 3964-3975, 2021
1112021
Central limit theorem for nonlinear Hawkes processes
L Zhu
Journal of Applied Probability 50 (3), 760-771, 2013
1112013
Limit theorems for a Cox-Ingersoll-Ross process with Hawkes jumps
L Zhu
Journal of Applied Probability 51 (3), 699-712, 2014
842014
Large deviations for Markovian nonlinear Hawkes processes
L Zhu
812015
Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims
L Zhu
Insurance: Mathematics and Economics 53 (3), 544-550, 2013
812013
Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues
X Gao, L Zhu
Queueing Systems 90, 161-206, 2018
802018
Global convergence of stochastic gradient hamiltonian monte carlo for nonconvex stochastic optimization: Nonasymptotic performance bounds and momentum-based acceleration
X Gao, M Gürbüzbalaban, L Zhu
Operations Research 70 (5), 2931-2947, 2022
762022
Nonlinear Hawkes processes
L Zhu
New York University, 2013
652013
Limit theorems for marked Hawkes processes with application to a risk model
D Karabash, L Zhu
Stochastic Models 31 (3), 433-451, 2015
562015
Fractional underdamped langevin dynamics: Retargeting sgd with momentum under heavy-tailed gradient noise
U Simsekli, L Zhu, YW Teh, M Gurbuzbalaban
International conference on machine learning, 8970-8980, 2020
532020
Process-level large deviations for nonlinear Hawkes point processes
L Zhu
Annales de l'IHP Probabilités et statistiques 50 (3), 845-871, 2014
512014
Accelerated linear convergence of stochastic momentum methods in wasserstein distances
B Can, M Gurbuzbalaban, L Zhu
International Conference on Machine Learning, 891-901, 2019
452019
Moderate deviations for Hawkes processes
L Zhu
Statistics & Probability Letters 83 (3), 885-890, 2013
442013
Approximate variational estimation for a model of network formation
A Mele, L Zhu
Review of Economics and Statistics 105 (1), 113-124, 2023
42*2023
Large deviations and applications for Markovian Hawkes processes with a large initial intensity
X Gao, L Zhu
392018
Convergence rates of stochastic gradient descent under infinite noise variance
H Wang, M Gurbuzbalaban, L Zhu, U Simsekli, MA Erdogdu
Advances in Neural Information Processing Systems 34, 18866-18877, 2021
382021
Limit theorems for Markovian Hawkes processes with a large initial intensity
X Gao, L Zhu
Stochastic Processes and their Applications 128 (11), 3807-3839, 2018
332018
Transform analysis for Hawkes processes with applications in dark pool trading
X Gao, X Zhou, L Zhu
Quantitative Finance 18 (2), 265-282, 2018
332018
Breaking Reversibility Accelerates Langevin Dynamics for Non-Convex Optimization
X Gao, M Gurbuzbalaban, L Zhu
Advances in Neural Information Processing Systems 33, 2020
32*2020
Short maturity Asian options in local volatility models
D Pirjol, L Zhu
SIAM Journal on Financial Mathematics 7 (1), 947-992, 2016
322016
Sistem, işlemi şu anda gerçekleştiremiyor. Daha sonra yeniden deneyin.
Makaleler 1–20