Qi Feng

Publication Activity (10 Years)

Years Active: 2022-2024
Publications (10 Years): 9

Top Topics

Fisher Information

Posterior Distribution

Markov Chain Monte Carlo

Stochastic Differential Equations

Top Venues

SIAM J. Financial Math.

J. Nonlinear Sci.

Publications

Erhan Bayraktar, Qi Feng, Zhaoyu Zhang
Deep Signature Algorithm for Multidimensional Path-Dependent Options. SIAM J. Financial Math. 15 (1) (2024)
Erhan Bayraktar, Qi Feng, Wuchen Li
Exponential Entropy Dissipation for Weakly Self-Consistent Vlasov-Fokker-Planck Equations. J. Nonlinear Sci. 34 (1) (2024)
Qi Feng, Xinzhe Zuo, Wuchen Li
Fisher information dissipation for time inhomogeneous stochastic differential equations. CoRR (2024)
Haoyang Zheng, Hengrong Du, Qi Feng, Wei Deng, Guang Lin
Constrained Exploration via Reflected Replica Exchange Stochastic Gradient Langevin Dynamics. CoRR (2024)
Qi Feng, Jianfeng Zhang
Cubature Method for Stochastic Volterra Integral Equations. SIAM J. Financial Math. 14 (4) (2023)
Wei Deng, Qian Zhang, Qi Feng, Faming Liang, Guang Lin
Non-reversible Parallel Tempering for Deep Posterior Approximation. AAAI (2023)
Qi Feng, Wuchen Li
Entropy Dissipation for Degenerate Stochastic Differential Equations via Sub-Riemannian Density Manifold. Entropy 25 (5) (2023)
Wei Deng, Qian Zhang, Qi Feng, Faming Liang, Guang Lin
Non-reversible Parallel Tempering for Deep Posterior Approximation. CoRR (2022)
Erhan Bayraktar, Qi Feng, Zhaoyu Zhang
Deep Signature Algorithm for Path-Dependent American option pricing. CoRR (2022)