On L2 convergence of the Hamiltonian Monte Carlo
- Soumyadip Ghosh
- Yingdong Lu
- et al.
- 2021
- Applied Mathematics Letters
Yingdong Lu
Overview
Title
Research Staff Member
Location
IBM Research - Yorktown Heights
Yorktown Heights, NY USA
Bio
I am a researcher in Mathematical Sciences. My reseach interests are in the areas of analysis and probability.
I studied mathmatics and operations research at Peking University in Beijing and Columbia University in the city of New York.
Publications
Optimal Control in Fluid Models of Stochastic Networks with Constraints
- Yingdong Lu
- Mark Squillante
- et al.
- 2020
- INFORMS 2020
A General Family of Robust Stochastic Operators for Reinforcement Learning
- Yingdong Lu
- Mark Squillante
- et al.
- 2019
- arXiv
Heuristic policies for stochastic knapsack problem with time-varying random demand
- 2018
- Appl Stochastic Models Bus Indus
Bounded-Velocity Stochastic Control for Dynamic Resource Allocation
- Xuefeng Gao
- Yingdong Lu
- et al.
- 2018
- arXiv
Patents
Performance Evaluation Based On Resource Dynamics
- 14 Nov 2022
- US
- 11500340
Method And Apparatus For Commodity Sourcing Management
- 04 Jun 2013
- US
- 8458075
Method And Structure For Bid Winning Probability Estimation And Pricing Model
- 21 Nov 2006
- US
- 7139733