| Publication | Date of Publication | Type |
|---|
Beyond separability: convergence rate of vanishing viscosity approximations to mean field games via FBSDE stability
Stochastic Processes and their Applications | 2026-09-04 | Paper |
Bayesian Geostatistics Using Predictive Stacking
Journal of the American Statistical Association | 2026-08-27 | Paper |
Contractive diffusion probabilistic models
SIAM Journal on Imaging Sciences | 2026-08-11 | Paper |
Policy optimization for reinforcement learning in continuous time and space
Applied Mathematics and Optimization | 2026-07-10 | Paper |
The football model, stochastic ordering and martingale transport
Bernoulli | 2026-05-28 | Paper |
Score-based diffusion models via stochastic differential equations
Statistics Surveys | 2025-11-25 | Paper |
Systemic robustness: a mean-field particle system approach
Mathematical Finance | 2025-09-30 | Paper |
The convergence rate of vanishing viscosity approximations for mean field games
SIAM Journal on Mathematical Analysis | 2025-07-04 | Paper |
Polynomial voting rules
Mathematics of Operations Research | 2025-02-21 | Paper |
Policy iteration for the deterministic control problems -- a viscosity approach
SIAM Journal on Control and Optimization | 2025-01-31 | Paper |
Discrete-time simulated annealing: a convergence analysis via the Eyring-Kramers law
Numerical Algebra, Control and Optimization | 2025-01-22 | Paper |
Fixed-domain asymptotics under Vecchia's approximation of spatial process likelihoods
STATISTICA SINICA | 2024-10-18 | Paper |
McKean-Vlasov equations involving hitting times: blow-ups and global solvability
The Annals of Applied Probability | 2024-04-10 | Paper |
Trading under the proof‐of‐stake protocol – A continuous‐time control approach
Mathematical Finance | 2024-01-31 | Paper |
One-dependent colorings of the star graph
The Annals of Applied Probability | 2024-01-16 | Paper |
Tail probability estimates of continuous-time simulated annealing processes
Numerical Algebra, Control and Optimization | 2023-07-26 | Paper |
| Finite and infinite weighted exchangeable sequences | 2023-06-20 | Paper |
| The convergence rate of vanishing viscosity approximations for mean field games | 2023-03-25 | Paper |
Extreme order statistics of random walks
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2023-02-28 | Paper |
The Poisson binomial distribution -- old \& new
Statistical Science | 2023-02-16 | Paper |
The Poisson binomial distribution -- old \& new
Statistical Science | 2023-02-16 | Paper |
| Policy iteration for the deterministic control problems -- a viscosity approach | 2023-01-01 | Paper |
| Systemic robustness: a mean-field particle system approach | 2022-12-16 | Paper |
Ergodicity of the infinite swapping algorithm at low temperature
Stochastic Processes and their Applications | 2022-07-27 | Paper |
On Identifiability and Consistency of The Nugget in Gaussian Spatial Process Models
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-07-11 | Paper |
On Identifiability and Consistency of The Nugget in Gaussian Spatial Process Models
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-07-11 | Paper |
Hidden symmetries and limit laws in the extreme order statistics of the Laplace random walk
The Annals of Probability | 2022-05-17 | Paper |
Parallel search for information in continuous time -- optimal stopping and geometry of the PDE
Applied Mathematics and Optimization | 2022-04-21 | Paper |
A Class of Stochastic Games and Moving Free Boundary Problems
SIAM Journal on Control and Optimization | 2022-03-18 | Paper |
Arcsine laws for random walks generated from random permutations with applications to genomics
Journal of Applied Probability | 2021-12-01 | Paper |
| Inference for Gaussian Processes with Mat\'ern Covariogram on Compact Riemannian Manifolds | 2021-04-08 | Paper |
| Simulated annealing from continuum to discretization: a convergence analysis via the Eyring--Kramers law | 2021-02-03 | Paper |
| Fixed-Domain Asymptotics Under Vecchia's Approximation of Spatial Process Likelihoods | 2021-01-21 | Paper |
The existence of maximum likelihood estimate in high-dimensional binary response generalized linear models
Electronic Journal of Statistics | 2020-11-05 | Paper |
The existence of maximum likelihood estimate in high-dimensional binary response generalized linear models
Electronic Journal of Statistics | 2020-11-05 | Paper |
Extreme order statistics of random walks
(available as arXiv preprint) | 2020-07-28 | Paper |
Exponential ergodicity and convergence for generalized reflected Brownian motion
Queueing Systems | 2019-12-19 | Paper |
The Poisson binomial distribution -- Old & New
(available as arXiv preprint) | 2019-08-27 | Paper |
On identifiability and consistency of the nugget in Gaussian spatial process models
(available as arXiv preprint) | 2019-08-15 | Paper |
Regenerative random permutations of integers
The Annals of Probability | 2019-06-18 | Paper |
Regenerative random permutations of integers
The Annals of Probability | 2019-06-18 | Paper |
| Parallel Search for Information | 2019-05-15 | Paper |
Renewal sequences and record chains related to multiple zeta sums
Transactions of the American Mathematical Society | 2019-05-03 | Paper |
Transporting random measures on the line and embedding excursions into Brownian motion
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2018-12-21 | Paper |
Transporting random measures on the line and embedding excursions into Brownian motion
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2018-12-21 | Paper |
| Mallows Ranking Models: Maximum Likelihood Estimate and Regeneration | 2018-08-26 | Paper |
The argmin process of random walks, Brownian motion and Lévy processes
Electronic Journal of Probability | 2018-08-24 | Paper |
The argmin process of random walks, Brownian motion and Lévy processes
Electronic Journal of Probability | 2018-08-24 | Paper |
Optimal surviving strategy for drifted Brownian motions with absorption
The Annals of Probability | 2018-06-26 | Paper |
Optimal surviving strategy for drifted Brownian motions with absorption
The Annals of Probability | 2018-06-26 | Paper |
Tree formulas, mean first passage times and Kemeny's constant of a Markov chain
Bernoulli | 2018-02-15 | Paper |
Tree formulas, mean first passage times and Kemeny's constant of a Markov chain
Bernoulli | 2018-02-15 | Paper |
The spans in Brownian motion
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2017-09-15 | Paper |
| The argmin process of random walks and L\'evy processes | 2016-10-19 | Paper |
Patterns in random walks and Brownian motion
Lecture Notes in Mathematics | 2016-04-13 | Paper |
The Slepian zero set, and Brownian bridge embedded in Brownian motion by a spacetime shift
Electronic Journal of Probability | 2015-08-07 | Paper |
The Vervaat transform of Brownian bridges and Brownian motion
Electronic Journal of Probability | 2015-08-07 | Paper |
| A note on the frontier of a branching reflected Brownian motion | 2014-04-01 | Paper |
| On Vervaat transform of Brownian bridges and Brownian motion | 2013-07-30 | Paper |
Polynomial Voting Rules
(available as arXiv preprint) | N/A | Paper |
