Qing Zhou
Multi-Domain Sampling With Applications to Structural Inference of Bayesian Networks.
Tue, 10/18/2011 - 15:01 — SomNambulAuthors: Qing Zhou
Subjects: Methodology
AbstractWhen a posterior distribution has multiple modes, unconditional expectations,
such as the posterior mean, may not offer informative summaries of the
distribution. Motivated by this problem, we propose to decompose the sample
space of a multimodal distribution into domains of attraction of local modes.
Domain-based representations are defined to summarize the probability masses of
and conditional expectations on domains of attraction, which are much more
informative than the mean and other unconditional expectations.Multivalued stochastic Dirichlet-Neumann problems and generalized backward doubly stochastic differential equations.
Tue, 11/16/2010 - 16:01 — SomNambulAuthors: Yong Ren, Auguste Aman, Qing Zhou
Subjects: Probability
AbstractIn this paper, a class of generalized backward doubly stochastic differential
equations whose coefficient contains the subdifferential operators of two
convex functions (also called generalized backward doubly stochastic
variational inequalities) are considered. By means of a penalization argument
based on Yosida approximation, we establish the existence and uniqueness of the
solution. As an application, this result is used to derive existence result of
stochastic viscosity solution for a class of multivalued stochastic
Dirichlet-Neumann problems.
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