Wenqing Hu

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All published works

Action	Title	Year	Authors
+	On the Posterior Distribution of a Random Process Conditioned on Empirical Frequencies of a Finite Path: the i.i.d and finite Markov chain case	2022	Wenqing Hu Hong Qian
+ PDF Chat	Wave Propagation for Reaction-Diffusion Equations on Infinite Random Trees	2021	Wai-Tong Louis Fan Wenqing Hu Grigory Terlov
+ PDF Chat	On the fast convergence of random perturbations of the gradient flow	2020	Jiaojiao Yang Wenqing Hu Chris Junchi Li
+	Stochastic Recursive Momentum Method for Non-Convex Compositional Optimization	2020	Huizhuo Yuan Wenqing Hu
+ PDF Chat	On the Global Convergence of Continuous–Time Stochastic Heavy–Ball Method for Nonconvex Optimization	2019	Wenqing Hu Chris Junchi Li Xiang Zhou
+	The Multiplicative Noise in Stochastic Gradient Descent: Data-Dependent Regularization, Continuous and Discrete Approximation.	2019	Jingfeng Wu Wenqing Hu Haoyi Xiong Jun Huan Zhanxing Zhu
+ PDF Chat	On the Long-Time Behavior of a Perturbed Conservative System with Degeneracy	2019	Wenqing Hu
+ PDF Chat	Large deviations and averaging for systems of slow-fast stochastic reaction–diffusion equations	2019	Wenqing Hu Michael Salins Konstantinos Spiliopoulos
+ PDF Chat	On the diffusion approximation of nonconvex stochastic gradient descent	2019	Wenqing Hu Chris Junchi Li Lei Li Jian‐Guo Liu
+	Quasi-potential as an implicit regularizer for the loss function in the stochastic gradient descent	2019	Wenqing Hu Zhanxing Zhu Haoyi Xiong Jun Huan
+	On the Noisy Gradient Descent that Generalizes as SGD	2019	Jingfeng Wu Wenqing Hu Haoyi Xiong Jun Huan Vladimir Braverman Zhanxing Zhu
+	<inline-formula> <tex-math notation="LaTeX">$\mathcal{DBSDA}$ </tex-math> </inline-formula>: Lowering the Bound of Misclassification Rate for Sparse Linear Discriminant Analysis via Model Debiasing	2018	Haoyi Xiong Wei Cheng Jiang Bian Wenqing Hu Zeyi Sun Zhishan Guo
+	De-biasing Covariance-Regularized Discriminant Analysis	2018	Haoyi Xiong Wei Cheng Yanjie Fu Wenqing Hu Jiang Bian Zhishan Guo
+ PDF Chat	Dynamics of Geodesic Flows with Random Forcing on Lie Groups with Left-Invariant Metrics	2018	Wenqing Hu Vladimír Šverák
+ PDF Chat	A convergence analysis of the perturbed compositional gradient flow: Averaging principle and normal deviations	2018	Wenqing Hu Chris Junchi Li
+	On the long-time behavior of a perturbed conservative system with degeneracy	2018	Wenqing Hu
+	On the global convergence of a randomly perturbed dissipative nonlinear oscillator	2017	Wenqing Hu Chris Junchi Li Weijie Su
+	AWDA: An Adaptive Wishart Discriminant Analysis	2017	Haoyi Xiong Wei Cheng Wenqing Hu Jiang Bian Zhishan Guo
+	Large deviations and averaging for systems of slow–fast reaction–diffusion equations	2017	Wenqing Hu Michael Salins Konstantinos Spiliopoulos
+ PDF Chat	On 2d Incompressible Euler Equations with Partial Damping	2017	Tarek M. Elgindi Wenqing Hu Vladimír Šverák
+ PDF Chat	Itô’s Formula, the Stochastic Exponential, and Change of Measure on General Time Scales	2017	Wenqing Hu
+	FWDA: a Fast Wishart Discriminant Analysis with its Application to Electronic Health Records Data Classification	2017	Haoyi Xiong Wei Cheng Wenqing Hu Jiang Bian Zhishan Guo
+	On the fast convergence of random perturbations of the gradient flow	2017	Jiaojiao Yang Wenqing Hu Chris Junchi Li
+	Large deviations and averaging for systems of slow--fast stochastic reaction--diffusion equations	2017	Wenqing Hu Michael Salins Konstantinos Spiliopoulos
+	On the diffusion approximation of nonconvex stochastic gradient descent	2017	Wenqing Hu Chris Junchi Li Lei Li Jianguo Liu
+	Hypoelliptic multiscale Langevin diffusions: large deviations, invariant measures and small mass asymptotics	2017	Wenqing Hu Konstantinos Spiliopoulos
+	On the Global Convergence of Continuous-Time Stochastic Heavy-Ball Method for Nonconvex Optimization	2017	Wenqing Hu Chris Junchi Li Xiang Zhou
+	Provably Good Early Detection of Diseases using Non-Sparse Covariance-Regularized Linear Discriminant Analysis.	2016	Haoyi Xiong Yanjie Fu Wenqing Hu Guanling Chen Laura E. Barnes
+	Itô's formula, the stochastic exponential and change of measure on general time scales	2016	Wenqing Hu
+	Improving Covariance-Regularized Discriminant Analysis for EHR-based Predictive Analytics of Diseases	2016	Haoyi Xiong Yanjie Fu Wenqing Hu Guanling Chen Laura E. Barnes
+	On 2d incompressible Euler equations with partial damping	2015	Tarek M. Elgindi Wenqing Hu Vladimír Šverák
+	Dynamics of geodesic flows with random forcing on Lie groups with left-invariant metrics	2015	Wenqing Hu Vladimír Šverák
+	Hypoelliptic multiscale Langevin diffusions: Large deviations, invariant measures and small mass asymptotics	2015	Wenqing Hu Konstantinos Spiliopoulos
+	On 2d incompressible Euler equations with partial damping	2015	Tarek M. Elgindi Wenqing Hu Vladimír Šverák
+ PDF Chat	Random perturbations of dynamical systems with reflecting boundary and corresponding PDE with a small parameter	2014	Wenqing Hu Lucas Tcheuko
+	Random perturbations of dynamical systems with reflecting boundary and corresponding PDE with a small parameter	2014	Wenqing Hu Lucas Tcheuko
+ PDF Chat	On Second Order Elliptic Equations with a Small Parameter	2013	Mark Freidlin Wenqing Hu
+ PDF Chat	Wave front propagation for a reaction–diffusion equation in narrow random channels	2013	Mark Freidlin Wenqing Hu
+ PDF Chat	On Diffusion in Narrow Random Channels	2013	Mark Freidlin Wenqing Hu
+	Asymptotic Problems in Stochastic Processes and Differential Equations	2013	Wenqing Hu
+	Small mass asymptotic for the motion with vanishing friction	2012	Mark Freidlin Wenqing Hu Alexander D. Wentzell
+ PDF Chat	On metastability in nearly-elastic systems	2012	Wenqing Hu
+ PDF Chat	Smoluchowski–Kramers approximation in the case of variable friction	2011	Mark Freidlin Wenqing Hu
+ PDF Chat	ON STOCHASTICITY IN NEARLY-ELASTIC SYSTEMS	2011	Mark Freidlin Wenqing Hu
+ PDF Chat	On Perturbations of Generalized Landau-Lifshitz Dynamics	2011	Mark Freidlin Wenqing Hu

Common Coauthors

Coauthor	Papers Together
Haoyi Xiong	9
Mark Freidlin	7
Chris Junchi Li	6
Konstantinos Spiliopoulos	5
Vladimír Šverák	5
Wei Cheng	4
Jiang Bian	4
Zhishan Guo	4
Zhanxing Zhu	3
Tarek M. Elgindi	3
Yanjie Fu	3
Jun Huan	3
Michael Salins	3
Lucas Tcheuko	2
Guanling Chen	2
Laura E. Barnes	2
Chris Junchi Li	2
Jiaojiao Yang	2
Jingfeng Wu	2
Lei Li	2
Xiang Zhou	2
Grigory Terlov	1
Jianguo Liu	1
Hong Qian	1
Weijie Su	1
Wai-Tong Louis Fan	1
Alexander D. Wentzell	1
Vladimir Braverman	1
Huizhuo Yuan	1
Jian‐Guo Liu	1
Zeyi Sun	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Random perturbations of dynamical systems	1997	Michael Blank	15
+	Random Perturbations of Dynamical Systems	1998	Mark Freidlin Alexander D. Wentzell	11
+ PDF Chat	On the Neumann problem for PDE’s with a small parameter and the corresponding diffusion processes	2010	Mark Freidlin Alexander D. Wentzell	8
+ PDF Chat	Generalized second order differential operators and their lateral conditions	1957	William Feller	6
+	Random Perturbations of Hamiltonian Systems	2012	Mark Freidlin Alexander D. Wentzell	6
+	Escaping From Saddle Points --- Online Stochastic Gradient for Tensor Decomposition	2015	Rong Ge Furong Huang Chi Jin Yuan Yang	6
+	Markov Processes: Characterization and Convergence.	1987	Andris Abakuks S. N. Ethier Thomas G. Kurtz	6
+	Averaging of incompressible flows on two-dimensional surfaces	2012	Dmitry Dolgopyat Leonid Koralov	5
+	Random matrix theory in pattern classification: An application to error estimation	2013	Amin Zollanvari Edward R. Dougherty	5
+	Introduction to the modern theory of dynamical systems	1996	Anatole Katok Boris Hasselblatt	5
+ PDF Chat	Diffusion Processes on Graphs and the Averaging Principle	1993	Mark Freidlin Alexander D. Wentzell	5
+	Gradient Descent Only Converges to Minimizers	2016	Jason D. Lee Max Simchowitz Michael I. Jordan Benjamin Recht	5
+	ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS	1970	A. D. Ventsel’ Mark Freidlin	4
+	Stochastic modified equations and adaptive stochastic gradient algorithms	2015	Qianxiao Li Cheng Tai E Weinan	4
+	The Use of Shrinkage Estimators in Linear Discriminant Analysis	1982	Roger Peck John Van Ness	4
+	The exit problem for small random perturbations of dynamical systems with a hyperbolic fixed point	1981	Yuri Kifer	4
+	On stochastic behavior of perturbed Hamiltonian systems	2000	Michael Brin Mark Freidlin	4
+	Geometrical Methods in the Theory of Ordinary Differential Equations	1988	V. I. Arnold	4
+ PDF Chat	Noisy heteroclinic networks	2010	Yuri Bakhtin	4
+	Non-strongly-convex smooth stochastic approximation with convergence rate O(1/n)	2013	Francis Bach Éric Moulines	4
+ PDF Chat	Averaging of Hamiltonian flows with an ergodic component	2008	Dmitry Dolgopyat Leonid Koralov	4
+	Estimating structured high-dimensional covariance and precision matrices: Optimal rates and adaptive estimation	2016	Tommaso Cai Zhao Ren Harrison H. Zhou	4
+	Small mass asymptotic for the motion with vanishing friction	2012	Mark Freidlin Wenqing Hu Alexander D. Wentzell	4
+ PDF Chat	Sur la géométrie différentielle des groupes de Lie de dimension infinie et ses applications à l'hydrodynamique des fluides parfaits	1966	Vladimir I. Arnold	4
+ PDF Chat	On metastability in nearly-elastic systems	2012	Wenqing Hu	4
+	Randomly forced nonlinear PDEs and statistical hydrodynamics in 2 space dimensions	2006	Sergei Kuksin	4
+	One-Dimensional Continuous Strong Markov Processes	1959	E. B. Dynkin	4
+ PDF Chat	Sparse linear discriminant analysis by thresholding for high dimensional data	2011	Jun Shao Yazhen Wang Xinwei Deng Sijian Wang	4
+ PDF Chat	Covariance-Regularized Regression and Classification for high Dimensional Problems	2009	Daniela Witten Robert Tibshirani	3
+	Stochastic Gradient Descent as Approximate Bayesian Inference	2017	Stephan Mandt Matthew D. Hoffman David M. Blei	3
+	Mathematical methods of classical mechanics	1978	Владимир Игоревич Арнольд	3
+	The Anisotropic Noise in Stochastic Gradient Descent: Its Behavior of Escaping from Sharp Minima and Regularization Effects.	2019	Zhanxing Zhu Jingfeng Wu Bing Yu Lei Wu Jinwen Ma	3
+ PDF Chat	Smoluchowski–Kramers approximation in the case of variable friction	2011	Mark Freidlin Wenqing Hu	3
+	Escaping Saddles with Stochastic Gradients	2018	Hadi Daneshmand Jonas Köhler Aurélien Lucchi Thomas Hofmann	3
+	On the fast convergence of random perturbations of the gradient flow	2017	Jiaojiao Yang Wenqing Hu Chris Junchi Li	3
+	Train longer, generalize better: closing the generalization gap in large batch training of neural networks	2017	Elad Hoffer Itay Hubara Daniel Soudry	3
+	Ordinary Differential Equations	2002	Philip Hartman	3
+	Stochastic Modified Equations and Dynamics of Stochastic Gradient Algorithms I: Mathematical Foundations	2019	Qianxiao Li Cheng Tai E Weinan	3
+	Confidence intervals for high-dimensional inverse covariance estimation	2015	Jana Janková Sara van de Geer	3
+ PDF Chat	A Khasminskii type averaging principle for stochastic reaction–diffusion equations	2009	Sandra Cerrai	3
+ PDF Chat	ON STOCHASTICITY IN NEARLY-ELASTIC SYSTEMS	2011	Mark Freidlin Wenqing Hu	3
+	On a Problem in the Theory of Diffusion Processes	1964	Stanislav Molchanov	3
+ PDF Chat	Ergodicity of the 2D Navier–Stokes equations with degenerate stochastic forcing	2006	Martin Hairer Jonathan C. Mattingly	3
+ PDF Chat	On Large Deviations in the Averaging Principle for SDEs with a “Full Dependence”	1999	A. Yu. Veretennikov	3
+ PDF Chat	On Second Order Elliptic Equations with a Small Parameter	2013	Mark Freidlin Wenqing Hu	3
+	Bayes Optimality in Linear Discriminant Analysis	2008	Onur C. Hamsici Aleix M. Martı́nez	3
+	Diffusion Processes and Their Sample Paths.	1996	PALE Kiyosi Itô H. P. McKean	3
+	How to Escape Saddle Points Efficiently	2017	Chi Jin Rong Ge Praneeth Netrapalli Sham M. Kakade Michael I. Jordan	3
+ PDF Chat	A Direct Estimation Approach to Sparse Linear Discriminant Analysis	2011	Tommaso Cai Weidong Liu	3
+ PDF Chat	On Perturbations of Generalized Landau-Lifshitz Dynamics	2011	Mark Freidlin Wenqing Hu	3