フォロー
Xuefeng Gao
Xuefeng Gao
確認したメール アドレス: se.cuhk.edu.hk - ホームページ
タイトル
引用先
引用先
A functional central limit theorem for stationary Hawkes processes and its application to infinite-server queues
X Gao, L Zhu
Queueing Systems, 2016
862016
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
852022
Positive recurrence of piecewise Ornstein–Uhlenbeck processes and common quadratic Lyapunov functions
AB Dieker, X Gao
Annals of Applied Probability 23 (4), 1291-1317, 2013
492013
Validity of heavy-traffic steady-state approximations in many-server queues with abandonment
JG Dai, AB Dieker, X Gao
Queueing Systems 78, 1-29, 2014
422014
Regime switching bandits
X Zhou, Y Xiong, N Chen, X Gao
Advances in Neural Information Processing Systems 34, 4542-4554, 2021
412021
Large deviations and applications for Markovian Hawkes processes with a large initial intensity
X Gao, L Zhu
Bernoulli, 2016
412016
Transform analysis for Hawkes processes with applications in dark pool trading
X Gao, X Zhou, L Zhu
Quantitative Finance, 1 - 18, 2018
362018
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
352018
Hydrodynamic limit of order-book dynamics
X Gao, SJ Deng
Probability in the Engineering and Informational Sciences 32 (1), 96-125, 2018
342018
State-dependent temperature control for Langevin diffusions
X Gao, ZQ Xu, XY Zhou
SIAM Journal on Control and Optimization 60 (3), 1250-1268, 2022
302022
Sublinear regret for learning pomdps
Y Xiong, N Chen, X Gao, X Zhou
Production and Operations Management 31 (9), 3491-3504, 2022
252022
Decentralized stochastic gradient Langevin dynamics and Hamiltonian monte carlo
M Gürbüzbalaban, X Gao, Y Hu, L Zhu
Journal of Machine Learning Research 22 (239), 1-69, 2021
252021
Convergence analysis for general probability flow ODEs of diffusion models in Wasserstein distances
X Gao, L Zhu
arXiv preprint arXiv:2401.17958, 2024
202024
Breaking reversibility accelerates Langevin dynamics for global non-convex optimization
X Gao, M Gurbuzbalaban, L Zhu
arXiv preprint arXiv:1812.07725, 2018
202018
Breaking reversibility accelerates langevin dynamics for non-convex optimization
X Gao, M Gurbuzbalaban, L Zhu
Advances in Neural Information Processing Systems 33, 17850-17862, 2020
192020
Optimal market making in the presence of latency
X Gao, Y Wang
Quantitative Finance 20 (9), 1495-1512, 2020
18*2020
Reinforcement learning for continuous-time optimal execution: actor-critic algorithm and error analysis
B Wang, X Gao, L Li
Available at SSRN 4378950, 2023
162023
Wasserstein convergence guarantees for a general class of score-based generative models
X Gao, HM Nguyen, L Zhu
arXiv preprint arXiv:2311.11003, 2023
132023
Regret bounds for markov decision processes with recursive optimized certainty equivalents
W Xu, X Gao, X He
International Conference on Machine Learning, 38400-38427, 2023
122023
Non-convex optimization via non-reversible stochastic gradient Langevin dynamics
Y Hu, X Wang, X Gao, M Gurbuzbalaban, L Zhu
arXiv preprint arXiv:2004.02823, 2020
122020
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