Non-convex Learning via Replica Exchange Stochastic Gradient MCMC. - Wei Deng 002; Qi Feng 005; Liyao Gao; Faming Liang; Guang Lin 001 (ICML, 2020)

Accelerating Convergence of Replica Exchange Stochastic Gradient MCMC via Variance Reduction. - Wei Deng 002; Qi Feng 005; Georgios Karagiannis; Guang Lin 001; Faming Liang (ICLR, 2021)

Deep Signature FBSDE Algorithm. - Qi Feng 005; Man Luo; Zhaoyu Zhang (CoRR, 2021)

Deep Signature Algorithm for Path-Dependent American option pricing. - Erhan Bayraktar; Qi Feng 005; Zhaoyu Zhang (CoRR, 2022)

Non-reversible Parallel Tempering for Deep Posterior Approximation. - Wei Deng 002; Qian Zhang 067; Qi Feng 005; Faming Liang; Guang Lin 001 (AAAI, 2023)

Entropy Dissipation for Degenerate Stochastic Differential Equations via Sub-Riemannian Density Manifold. - Qi Feng 005; Wuchen Li (Entropy, 2023)

Cubature Method for Stochastic Volterra Integral Equations. - Qi Feng 005; Jianfeng Zhang (SIAM J. Financial Math., 2023)

Constrained Exploration via Reflected Replica Exchange Stochastic Gradient Langevin Dynamics. - Haoyang Zheng; Hengrong Du; Qi Feng 005; Wei Deng 002; Guang Lin 001 (ICML, 2024)

Reflected Schrödinger Bridge for Constrained Generative Modeling. - Wei Deng 002; Yu Chen; Nicole Tianjiao Yang; Hengrong Du; Qi Feng 005; Ricky Tian Qi Chen (UAI, 2024)

Fisher information dissipation for time inhomogeneous stochastic differential equations. - Qi Feng 005; Xinzhe Zuo; Wuchen Li (CoRR, 2024)

Exponential Entropy Dissipation for Weakly Self-Consistent Vlasov-Fokker-Planck Equations. - Erhan Bayraktar; Qi Feng 005; Wuchen Li (J. Nonlinear Sci., 2024)

Deep Signature Algorithm for Multidimensional Path-Dependent Options. - Erhan Bayraktar; Qi Feng 005; Zhaoyu Zhang (SIAM J. Financial Math., 2024)

Continuous Policy and Value Iteration for Stochastic Control Problems and Its Convergence. - Qi Feng 005; Gu Wang 002 (CoRR, 2025)