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Lane Chun Yeung
Lane Chun Yeung
E-mail confirmado em andrew.cmu.edu - Página inicial
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Mean field approximations via log-concavity
D Lacker, S Mukherjee, LC Yeung
International Mathematics Research Notices 2024 (7), 6008-6042, 2024
102024
A trajectorial approach to relative entropy dissipation of McKean–Vlasov diffusions: Gradient flows and HWBI inequalities
B Tschiderer, L Chun Yeung
Bernoulli 29 (1), 725-756, 2023
82023
A trajectorial approach to entropy dissipation for degenerate parabolic equations
D Kim, L Chun Yeung
Bernoulli 30 (3), 2253-2274, 2024
52024
Quantitative propagation of chaos for non-exchangeable diffusions via first-passage percolation
D Lacker, LC Yeung, F Zhou
arXiv preprint arXiv:2409.08882, 2024
32024
From rank-based models with common noise to pathwise entropy solutions of SPDEs
M Shkolnikov, LC Yeung
arXiv preprint arXiv:2406.07286, 2024
12024
A characterization of transportation-information inequalities for Markov processes in terms of dimension-free concentration
D Lacker, LC Yeung
Annales de l'Institut Henri Poincare (B) Probabilites et statistiques 59 (1 …, 2023
12023
D-Index: A Risk Measure in a New Dimension
AK Ma, LL Yeung
The Journal of Index Investing 9 (1), 84-91, 2018
12018
An uncertainty quantification framework for the achievability of backtesting results of trading strategies
R Chan, A Ma, L Yeung
Journal of Investment Strategies 6 (4), 1-26, 2017
12017
Essays in Transportation Inequalities, Entropic Gradient Flows and Mean Field Approximations
LCL Yeung
Columbia University, 2023
2023
Mean field approximations via log-concavity, and a non-asymptotic perspective on mean field control
D Lacker, S Mukherjee, LC Yeung
2023 Fall Eastern Sectional Meeting, 2022
2022
A trajectorial approach to relative entropy dissipation of McKeanVlasov diffusions: gradient flows and HWBI inequalities
B Tschiderer, LC Yeung
arXiv preprint arXiv:2105.12248, 2021
2021
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