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Qi Feng, Assistant Professor
Qi Feng, Assistant Professor
Department of Mathematics, Florida State University
Verified email at fsu.edu - Homepage
Title
Cited by
Cited by
Year
Non-convex learning via replica exchange stochastic gradient mcmc
W Deng, Q Feng, L Gao, F Liang, G Lin
International Conference on Machine Learning, 2474-2483, 2020
432020
Integration by parts and quasi-invariance for the horizontal Wiener measure on foliated compact manifolds
F Baudoin, Q Feng, M Gordina
Journal of Functional Analysis 277 (5), 1362-1422, 2019
162019
Generalized Gamma z calculus via sub-Riemannian density manifold
Q Feng, W Li
arXiv preprint arXiv:1910.07480, 2019
14*2019
Log-Sobolev inequalities on the horizontal path space of a totally geodesic foliation
F Baudoin, Q Feng
arXiv preprint arXiv:1503.08180, 2015
112015
Systemic risk and optimal fee for central clearing counterparty under partial netting
Z Cui, Q Feng, R Hu, B Zou
Operations Research Letters 46 (3), 306-311, 2018
102018
Deep signature FBSDE algorithm
Q Feng, M Luo, Z Zhang
arXiv preprint arXiv:2108.10504, 2021
82021
Hypoelliptic entropy dissipation for stochastic differential equations
Q Feng, W Li
arXiv preprint arXiv:2102.00544, 2021
72021
Accelerating convergence of replica exchange stochastic gradient MCMC via variance reduction
W Deng, Q Feng, G Karagiannis, G Lin, F Liang
arXiv preprint arXiv:2010.01084, 2020
62020
Density of the signature process of fBm
F Baudoin, Q Feng, C Ouyang
Transactions of the American Mathematical Society 373 (12), 8583-8610, 2020
52020
Harnack inequalities on totally geodesic foliations with transverse Ricci flow
Q Feng
arXiv preprint arXiv:1712.02275, 2017
52017
Exponential Entropy Dissipation for Weakly Self-Consistent Vlasov–Fokker–Planck Equations
E Bayraktar, Q Feng, W Li
Journal of Nonlinear science 34 (1), 7, 2024
42024
Reflected Schr\" odinger Bridge for Constrained Generative Modeling
W Deng, Y Chen, NT Yang, H Du, Q Feng, RTQ Chen
arXiv preprint arXiv:2401.03228, 2024
42024
Deep signature algorithm for path-dependent american option pricing
E Bayraktar, Q Feng, Z Zhang
arXiv preprint arXiv:2211.11691, 2022
42022
Sub-Riemannian Ricci curvature via generalized Gamma calculus
Q Feng, W Li
arXiv preprint arXiv:2004.01863, 2020
42020
Taylor expansions and Castell estimates for solutions of stochastic differential equations driven by rough paths
Q Feng, X Zhang
arXiv preprint arXiv:1209.4624, 2012
4*2012
Entropy dissipation via Information Gamma calculus: Non-reversible stochastic differential equations
Q Feng, W Li
arXiv preprint arXiv:2011.08058, 2020
32020
Deep signature algorithm for multidimensional path-dependent options
E Bayraktar, Q Feng, Z Zhang
SIAM Journal on Financial Mathematics 15 (1), 194-214, 2024
22024
On Convergence of Approximate Schr\"{o} dinger Bridge with Bounded Cost
W Deng, Y Chen, NT Yang, H Du, Q Feng, RTQ Chen
ICML Workshop on New Frontiers in Learning, Control, and Dynamical Systems, 2023
22023
Non-reversible parallel tempering for deep posterior approximation
W Deng, Q Zhang, Q Feng, F Liang, G Lin
Proceedings of the AAAI Conference on Artificial Intelligence 37 (6), 7332-7339, 2023
22023
Cubature Method for Stochastic Volterra Integral Equations
Q Feng, J Zhang
SIAM Journal on Financial Mathematics 14 (4), 959-1003, 2023
12023
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