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Stein’s Method for Asymmetric α -stable Distributions, with Application to the Stable CLT Journal article
Journal of Theoretical Probability, 2020
Authors:  Chen,Peng;  Nourdin,Ivan;  Xu,Lihu
Favorite |  | TC[WOS]:0 TC[Scopus]:1 | Submit date:2021/03/11
Asymmetric α-stable distribution  Fractional Laplacian  Leave-one-out approach  Normal attraction  Stable central limit theorem  Stein’s method  
Approximation to stable law by the Lindeberg principle Journal article
Journal of Mathematical Analysis and Applications, 2019,Volume: 480,Issue: 2
Authors:  Chen,Peng;  Xu,Lihu
Favorite |  | TC[WOS]:3 TC[Scopus]:3 | Submit date:2021/03/11
A Kolmogorov forward equation  Asymmetric α-stable distribution  Stable central limit theorem  The Lindeberg principle  
Multivariate approximations in Wasserstein distance by Stein’s method and Bismut’s formula Journal article
Probability Theory and Related Fields, 2019,Volume: 174,Issue: 3-4,Page: 945–979
Authors:  Xiao Fang;  Qi-Man Shao;  Lihu Xu
Favorite |  | TC[WOS]:0 TC[Scopus]:6 | Submit date:2019/07/19
Bismut's Formula  Multivariate Approximation  Rate Of Convergence  Stein’s Method  Wasserstein Distance  Langevin Algorithm  Malliavin Calculus  
Semi-supervised anti-fraud models for cash pre-loan in internet consumer finance Conference paper
Proceedings - 2019 IEEE International Conference on Industrial Cyber Physical Systems, ICPS 2019
Authors:  Sun,Wanlin;  Chen,Ming;  Ye,Jie Xia;  Zhang,Yuhang;  Xu,Cheng Zhong;  Zhang,Yangqing;  Wang,Yaonan;  Wu,Wen;  Zhang,Peng;  Qu,Feipeng
Favorite |  | TC[WOS]:0 TC[Scopus]:1 | Submit date:2021/03/09
cash pre-loan  fraud detection  Internet consumer finance  semi-supervised learning  
Approximation of stable law in Wasserstein-1 distance by Stein’s method1 Journal article
Annals of Applied Probability, 2019,Volume: 29,Issue: 1,Page: 458-504
Authors:  Xu,Lihu
Favorite |  | TC[WOS]:6 TC[Scopus]:5 | Submit date:2021/03/11
L1 discrepancy  Normal domain of attraction of stable law  Stable approximation  Stein’s method  Wasserstein-1 distance (W1 distance)  α-stable processes  
Approximation of stable law in Wasserstein-1 distance by Stein’s method Journal article
ANNALS OF APPLIED PROBABILITY, 2019,Volume: 29,Issue: 1,Page: 458-504
Authors:  Xu, Lihu
Favorite |  | TC[WOS]:6 TC[Scopus]:5 | Submit date:2019/01/17
Stable Approximation  Wasserstein-1 Distance (W-1 Distance)  Stein's Method  L-1 Discrepancy  Normal Domain Of Attraction Of Stable Law  Alpha-stable Processes  
Exponential Ergodicity for SDEs Driven by -Stable Processes with Markovian Switching in Wasserstein Distances Journal article
POTENTIAL ANALYSIS, 2018,Volume: 49,Issue: 4,Page: 503-526
Authors:  Tong, Jinying;  Jin, Xinghu;  Zhang, Zhenzhong
Favorite |  | TC[WOS]:3 TC[Scopus]:3 | Submit date:2018/10/30
Exponential ergodicity  Symmetric -stable process  Markovian switching  M-matrix  Wasserstein distance  Coupling method