| Exploration exploitation in go: UCT for Monte-Carlo go S Gelly, Y Wang On-line Trading of Exploration and Exploitation, NIPS 2006 Workshop, 2006 | 298 | 2006 |
| Algorithms for infinitely many-armed bandits Y Wang, R Munos, JY Audibert Advances in Neural Information Processing Systems (NIPS) 21, 2008 | 239* | 2008 |
| Modifications of UCT and sequence-like simulations for Monte-Carlo Go Y Wang, S Gelly 2007 IEEE Symposium on Computational Intelligence and Games, 175-182, 2007 | 169 | 2007 |
| Conditional sampling for spectrally discrete max-stable random fields Y Wang, SA Stoev Advances in Applied Probability 43 (2), 461-483, 2011 | 86 | 2011 |
| On the structure and representations of max-stable processes Y Wang, SA Stoev Advances in Applied Probability 42 (3), 855-877, 2010 | 74 | 2010 |
| An invariance principle for stationary random fields under Hannan’s condition D Volný, Y Wang Stochastic Processes and their Applications 124 (12), 4012-4029, 2014 | 43 | 2014 |
| A new condition for the invariance principle for stationary random fields Y Wang, M Woodroofe Statistica Sinica, 1673-1696, 2013 | 40 | 2013 |
| Generalized random fields and L\'evy's continuity theorem on the space of tempered distributions H Biermé, O Durieu, Y Wang arXiv preprint arXiv:1706.09326, 2017 | 39 | 2017 |
| From infinite urn schemes to decompositions of self-similar Gaussian processes O Durieu, Y Wang Electronic Journal of Probability 21, 2016 | 37 | 2016 |
| Ergodic properties of sum-and max-stable stationary random fields via null and positive group actions Y Wang, P Roy, SA Stoev The Annals of Probability 41 (1), 206-228, 2013 | 36 | 2013 |
| Markov processes related to the stationary measure for the open KPZ equation W Bryc, A Kuznetsov, Y Wang, J Wesołowski Probability Theory and Related Fields, 1-37, 2022 | 25 | 2022 |
| Limit fluctuations for density of asymmetric simple exclusion processes with open boundaries W Bryc, Y Wang Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 55 (4 …, 2019 | 25 | 2019 |
| On the association of sum-and max-stable processes Y Wang, SA Stoev Statistics & probability letters 80 (5-6), 480-488, 2010 | 23 | 2010 |
| Extremal theory for long range dependent infinitely divisible processes G Samorodnitsky, Y Wang Annals of Probability 47 (4), 2529-2562, 2019 | 20 | 2019 |
| Limiting distribution for the maximal standardized increment of a random walk Z Kabluchko, Y Wang Stochastic Processes and their Applications 124 (9), 2824-2867, 2014 | 20 | 2014 |
| An invariance principle for fractional Brownian sheets Y Wang Journal of Theoretical Probability 27 (4), 1124-1139, 2014 | 14 | 2014 |
| From infinite urn schemes to self-similar stable processes O Durieu, G Samorodnitsky, Y Wang Stochastic Processes and their Applications 130 (4), 2471-2487, 2020 | 13 | 2020 |
| Dual representations of Laplace transforms of Brownian excursion and generalized meanders W Bryc, Y Wang Statistics & Probability Letters 140, 77-83, 2018 | 12 | 2018 |
| Invariance principles for operator-scaling Gaussian random fields H Biermé, O Durieu, Y Wang The Annals of Applied Probability 27 (2), 1190-1234, 2017 | 12 | 2017 |
| Limit theorems for weighted Bernoulli random fields under Hannan’s condition J Klicnarová, D Volný, Y Wang Stochastic Processes and their Applications 126 (6), 1819-1838, 2016 | 12 | 2016 |
Stilian StoevProfessor of Statistics, University of Michigan, Ann ArborVerified email at umich.edu
