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Wei Sun

  1. Least squares estimators for discretely observed stochastic processes driven by small Levy noises.

    Tue, 04/24/2012 - 15:01 — SomNambul
    Authors: Wei Sun, Hongwei Long, Yasutaka Shimizu
    Subjects: Statistics
    Abstract

    We study the problem of parameter estimation for discretely observed
    stochastic processes driven by additive small L\'{e}vy noises. We do not impose
    any moment condition on the driving L\'{e}vy process.

  2. Fukushima's decomposition for diffusions associated with semi-Dirichlet forms.

    Mon, 04/18/2011 - 15:01 — SomNambul
    Authors: Li Ma, Wei Sun, Zhi-Ming Ma
    Subjects: Probability
    Abstract

    In this paper, we give Fukushima's decomposition for diffusions associated
    with semi-Dirichlet forms and discuss some related topics.

  3. A geometric interpretation of the permutation $p$-value and its application in eQTL studies.

    Thu, 11/11/2010 - 16:01 — SomNambul
    Authors: Wei Sun, Fred A. Wright
    Subjects: Applications
    Abstract

    Permutation $p$-values have been widely used to assess the significance of
    linkage or association in genetic studies. However, the application in
    large-scale studies is hindered by a heavy computational burden. We propose a
    geometric interpretation of permutation $p$-values, and based on this geometric
    interpretation, we develop an efficient permutation $p$-value estimation method
    in the context of regression with binary predictors.

  4. On the generalized Feynman-Kac transformation for nearly symmetric Markov processes.

    Tue, 01/05/2010 - 16:01 — SomNambul
    Authors: Li Ma, Wei Sun
    Subjects: Probability
    Abstract

    Suppose $X$ is a right process which is associated with a non-symmetric
    Dirichlet form $(\mathcal{E},D(\mathcal{E}))$ on $L^{2}(E;m)$. For $u\in
    D(\mathcal{E})$, we have Fukushima's decomposition:
    $\tilde{u}(X_{t})-\tilde{u}(X_{0})=M^{u}_{t}+N^{u}_{t}$. In this paper, we
    investigate the strong continuity of the generalized Feynman-Kac semigroup
    defined by $P^{u}_{t}f(x)=E_{x}[e^{N^{u}_{t}}f(X_{t})]$. Let
    $Q^{u}(f,g)=\mathcal{E}(f,g)+\mathcal{E}(u,fg)$ for $f,g\in
    D(\mathcal{E})_{b}$. Denote by $J_1$ the dissymmetric part of the jumping
    measure $J$ of $(\mathcal{E},D(\mathcal{E}))$.

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