Publication and Preprint:
Stochastic process and Mathematical physics:
Rate of convergence of the Kac particle system for the Boltzmann equation with hard potentials (joint with Liping Xu and An Zhang), submitted, 2024.
Scaling limits for supercritical nearly unstable Hawkes processes (joint with Liping Xu and An Zhang), Journal of Applied Probability, accepted under minor revision, 2025.
How to beat a Bayesian adversary (joint with Zihan Ding, Kexin Jin, Jonas Latz), European Journal of Applied Mathematics, 2025+.
Convergence rates for Backward SDEs driven by Lévy processes (joint with Antonis Papapantoleon and Alexandros Saplaouras), submitted, 2024.
Statistical inference for a partially observed interacting system of Hawkes processes. Stochastic Processes and their Application, Volume 130 (2020), 5636-5694.
Mathematical machine learning:
Subsampling Error in Stochastic Gradient Langevin Diffusions (joint with Kexin Jin and Jonas Latz), The 27th International Conference on Artificial Intelligence and Statistics (AISTATS), 2024.
Losing momentum in continuous-time stochastic optimisation (joint with Kexin Jin, Jonas Latz, and Alessandro Scagliotti), Journal of Machine Learning Research, 2025+.
A continuous-time stochastic gradient descent method for continuous data (joint with Kexin Jin, Jonas Latz, and Carola-Bibiane Schönlieb), Journal of Machine Learning Research 24 (2023) 1-48.