no code implementations • 14 Feb 2022 • Alan Yang, Jie Xiong, Maxim Raginsky, Elyse Rosenbaum
This paper proposes a class of neural ordinary differential equations parametrized by provably input-to-state stable continuous-time recurrent neural networks.
no code implementations • 22 Dec 2020 • Lina Ji, Huili Liu, Jie Xiong
A system of mutually interacting superprocesses with migration is constructed as the limit of a sequence of branching particle systems arising from population models.
Probability Primary 60J68, Secondary 60H15, 60K35
no code implementations • 10 Jan 2019 • Jie Xiong, Zuo Quan Xu, Jiayu Zheng
In this paper, we study the mean-variance portfolio selection problem under partial information with drift uncertainty.
no code implementations • 31 Jan 2014 • Henrik Nyman, Jie Xiong, Johan Pensar, Jukka Corander
An inductive probabilistic classification rule must generally obey the principles of Bayesian predictive inference, such that all observed and unobserved stochastic quantities are jointly modeled and the parameter uncertainty is fully acknowledged through the posterior predictive distribution.