Publications by year

             2025

• • •  Deep Neural Operator Learning for Probabilistic Models. (2025)

(With E. Bayraktar, Z. Zhang, Z. Zhang). arXiv preprint: arXiv: 2511.07235. 

• • • Data-driven Feynman-Kac Discovery with Applications to Prediction and Data Generation. (2025)

            39th Conference on Neural Information Processing Systems (NeurIPS 2025)  Workshop: Generative AI in Finance. 

(with Guang Lin, Purav Matlia, and Denny Serdarevic) available on arXiv.

• • • Branched Signature Model. (2025)

(With Munawar Ali). arXiv: 2511.00018.

• • • Noise estimation of SDE from a single data trajectory. (2025)

(With Munawar Ali, Purba Das, Liyao Gao, and Guang Lin). arXiv: 2509.25484.

• • • Superpositions for General Conditional Mckean-Vlasov Stochastic Differential Equations. (2025)

(With Jin Ma). arXiv 2506.15341

• • • Continuous Policy and Value Iteration for Stochastic Control Problems and Its Convergence. (2025)

(With Gu Wang). arXiv 2506.08121. 

• • • Non-Reversible Langevin Algorithms for Constrained Sampling. (2025)

(With Hengrong Du, Changwei Tu, Xiaoyu Wang, and Lingjiong Zhu). arXiv: 2501.11743.

2024

• • • Fisher information dissipation for time inhomogeneous stochastic differential equations. (2024) 

Journal of Machine Learning Research. 25(392):1−45, 2024.  (With Xinzhe Zuo and Wuchen Li) 

• • • Constrained Exploration via Reflected Replica Exchange Stochastic Gradient Langevin Dynamics. 

 (With Haoyang Zheng, Hengrong Du, Wei Deng, and Guang Lin). 

The 41st International Conference on Machine Learning (ICML) Vienna, Austria. PMLR 235, 2024

• • • Reflected Schrödinger Bridge for Constrained Generative Modeling. 

(With Wei Deng, Yu Chen, Nicole Tianjiao Yang, Hengrong Du, and Ricky T. Q. Chen) 

The 40th Conference on Uncertainty in Artificial Intelligence (UAI), Barcelona, Spain (Oral Presentation), 2024.

• • • Exponential Entropy dissipation for weakly self-consistent Vlasov-Fokker-Planck equations. (2024) 

(With Erhan Bayraktar, and Wuchen Li). Journal of Nonlinear Science. 

• • • Deep Signature algorithms for path-dependent American option pricing. (2024)

(With Erhan Bayraktar, Zhaoyu Zhang). SIAM Journal on Financial Mathematics. 

                 2023

• • • Cubature method for Stochastic Volterra Integral Equations.   (2023)

(With Jianfeng Zhang). SIAM Journal on Financial Mathematics. 

• • • Deep signature FBSDE algorithm. (2023). 

(With Man Luo and Zhaoyu Zhang).  Numerical Algebra, Control and Optimization. Volume 13, Issue 3&4: 500-522.

• • • Entropy dissipation for degenerate stochastic differential equations via sub-Riemannian density manifold   

 (With Wuchen Li).  Entropy, 2023, 25, 786.  [https://doi.org/10.3390/e25050786].

• • • Non-reversible Parallel Tempering for Uncertainty Approximation in Deep Learning. 

(Wei Deng*, Qian Zhang*, Qi Feng*, Faming Liang, Guang Lin). 

Thirty-Seventh AAAI Conference on Artificial Intelligence.  (2023)

2021     

• • • Accelerating convergence of replica exchange stochastic gradient MCMC via variance reduction.

(Wei  Deng*,  Qi Feng*,  Georgios karagiannis, Guang Lin, Faming Liang.). 

Ninth International Conference on Learning Representations. (ICLR, 2021).  

• • • Hypoelliptic entropy dissipation for stochastic differential equations. (2021). (With Wuchen  Li). arXiv: 2102:00544. 

2020

• • • Non-convex Learning via Replica Exchange Stochastic Gradient MCMC. (2020).

    •  (Wei Deng,  Qi Feng*,  Liyao Gao*,  Faming Liang ,  Guang Lin).

    •   37th  International Conference on Machine Learning,Vienna. (ICML, 2020).

    •  Taylor expansions and Castell Estimates for solutions of stochastic differential equations driven by rough paths. (2020).     

    •  (With Xuejing  Zhang).  Journal of Stochastic Analysis, 1(2) , 4. (2020)

    • Density of the signature process of fractional Brownian motion. (2020)        

    • (With Fabrice Baudoin and Cheng Ouyang).  Transactions of the AMS.  2020.

    • Entropy dissipation via Information Gamma calculus: Non-reversible stochastic differential equations.. (2020)                                                                           (With Wuchen  Li).  arXiv:2011.08058.

    • Sub-Riemannian Ricci curvature via generalized Gamma z calculus. (2020). (With Wuchen  Li). arXiv: 2004.01863. 

2019 & earlier

• • •  Integration by parts and Quasi-invariance for the horizontal Wiener measure on a foliated compact manifold. (2019).                                                                              

(With Fabrice Baudoin, Maria Gordina).  Journal of Functional Analysis. 2019.

• • • Systemic Risk and Optimal Fee for Central Clearing Counterparty. (2018)                 

 (With Zhenyu Cui, Ruimeng Hu, and Bin Zou).  Operations Research Letters. 

• • •  A priori estimates for rough PDEs. (2017).  (With Samy Tindel).  Stochastic Analysis and Related Topics. Progress in Probability.

    •   Harnack inequalities on totally geodesic foliations with transverse Ricci flow  (2017).  arXiv:1712.02275. 

    •  Log-Sobolev inequalities on the horizontal path space of a totally geodesic foliation. (2015) (With Fabrice Baudoin). arXiv:1503.08180.