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08/26/2023
Transaction fee mechanism for Proof-of-Stake protocol
We study a mechanism design problem in the blockchain proof-of-stake (Po...
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06/20/2023
Finite and infinite weighted exchangeable sequences
Motivated by recent interests in predictive inference under distribution...
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05/30/2023
Policy Optimization for Continuous Reinforcement Learning
We study reinforcement learning (RL) in the setting of continuous time a...
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04/24/2023
Exact Bayesian Geostatistics Using Predictive Stacking
We develop Bayesian predictive stacking for geostatistical models. Our a...
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01/01/2023
Policy iteration for the deterministic control problems – a viscosity approach
This paper is concerned with the convergence rate of policy iteration fo...
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04/08/2021
Fixed-Domain Inference for Gausian Processes with Matérn Covariogram on Compact Riemannian Manifolds
Gaussian processes are widely employed as versatile modeling and predict...
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02/03/2021
Simulated annealing from continuum to discretization: a convergence analysis via the Eyring–Kramers law
We study the convergence rate of continuous-time simulated annealing (X_...
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01/21/2021
Fixed-Domain Asymptotics Under Vecchia's Approximation of Spatial Process Likelihoods
Statistical modeling for massive spatial data sets has generated a subst...
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07/01/2020
Learning an arbitrary mixture of two multinomial logits
In this paper, we consider mixtures of multinomial logistic models (MNL)...
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05/09/2020
Perturbed gradient descent with occupation time
This paper develops further the idea of perturbed gradient descent, by a...
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01/24/2020
Arcsine laws for random walks generated from random permutations with applications to genomics
A classical result for the simple symmetric random walk with 2n steps is...
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10/17/2019
Consistency of the Buckley-Osthus model and the hierarchical preferential attachment model
This paper is concerned with statistical estimation of two preferential ...
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08/17/2019
The Existence of Maximum Likelihood Estimate in High-Dimensional Generalized Linear Models with Binary Responses
Motivated by recent works on the high-dimensional logistic regression, w...
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08/15/2019
On identifiability and consistency of the nugget in Gaussian spatial process models
Spatial process models popular in geostatistics often represent the obse...
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08/26/2018