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Feng Bao
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Cited by
Year
A first order scheme for backward doubly stochastic differential equations
F Bao, Y Cao, A Meir, W Zhao
SIAM/ASA Journal on Uncertainty Quantification 4 (1), 413-445, 2016
442016
A hybrid sparse-grid approach for nonlinear filtering problems based on adaptive-domain of the Zakai equation approximations
F Bao, Y Cao, C Webster, G Zhang
SIAM/ASA Journal on Uncertainty Quantification 2 (1), 784-804, 2014
442014
Transferable neural networks for partial differential equations
Z Zhang, F Bao, L Ju, G Zhang
Journal of Scientific Computing 99 (1), 2, 2024
412024
Improved distributed particle filters for tracking in a wireless sensor network
K Kang, V Maroulas, I Schizas, F Bao
Computational statistics & data analysis 117, 90-108, 2018
402018
Adaptive meshfree backward SDE filter
F Bao, V Maroulas
SIAM Journal on Scientific Computing 39 (6), A2664-A2683, 2017
402017
A score-based filter for nonlinear data assimilation
F Bao, Z Zhang, G Zhang
Journal of Computational Physics 514, 113207, 2024
352024
Forward backward doubly stochastic differential equations and the optimal filtering of diffusion processes
F Bao, Y Cao, X Han
arXiv preprint arXiv:1509.06352, 2015
332015
An efficient numerical algorithm for solving data driven feedback control problems
R Archibald, F Bao, J Yong, T Zhou
Journal of Scientific Computing 85 (2), 51, 2020
322020
An ensemble score filter for tracking high-dimensional nonlinear dynamical systems
F Bao, Z Zhang, G Zhang
Computer Methods in Applied Mechanics and Engineering 432, 117447, 2024
312024
Numerical solutions for forward backward doubly stochastic differential equations and zakai equations
F Bao, Y Cao, W Zhao
Visualization of Mechanical Processes: An International Online Journal 1 (4), 2011
312011
A stochastic gradient descent approach for stochastic optimal control
R Archibald
East Asian Journal on Applied Mathematics 10 (4), 2020
302020
A backward doubly stochastic differential equation approach for nonlinear filtering problems
F Bao, Y Cao, W Zhao
Communications in Computational Physics 23 (5), 1573-1601, 2018
282018
Diffusion-model-assisted supervised learning of generative models for density estimation
Y Liu, M Yang, Z Zhang, F Bao, Y Cao, G Zhang
Journal of Machine Learning for Modeling and Computing 5 (1), 2024
262024
A direct filter method for parameter estimation
R Archibald, F Bao, X Tu
Journal of Computational Physics 398, 108871, 2019
242019
Fast and efficient stochastic optimization for analytic continuation
F Bao, Y Tang, M Summers, G Zhang, C Webster, V Scarola, TA Maier
Physical Review B 94 (12), 125149, 2016
232016
A first order semi-discrete algorithm for backward doubly stochastic differential equations
F Bao, Y Cao, W Zhao
Discrete Contin. Dyn. Syst. Ser. B 5 (2), 1297-1313, 2015
222015
Robust charge-density-wave correlations in the electron-doped single-band Hubbard model
P Mai, NS Nichols, S Karakuzu, F Bao, A Del Maestro, TA Maier, ...
Nature Communications 14 (1), 2889, 2023
192023
Adjoint forward backward stochastic differential equations driven by jump diffusion processes and its application to nonlinear filtering problems
F Bao, Y Cao, H Chi
International Journal for Uncertainty Quantification 9 (2), 2019
192019
A backward SDE method for uncertainty quantification in deep learning
R Archibald, F Bao, Y Cao, H Zhang
arXiv preprint arXiv:2011.14145, 2020
162020
Lévy backward SDE filter for jump diffusion processes and its applications in material sciences
F Bao, R Archibald, P Maksymovych
Communications in Computational Physics 27 (2), 589-618, 2020
162020
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