activity
20212024
most citedAdditive Multi-Index Gaussian process modeling, with application to multi-physics surrogate modeling of the quark-gluon plasma

3 citations · 7 across the 7 of their papers we have counts for

collaborators

7 papers

math.PR2024

The Spectral Distribution of Random Graphs with Given Degree Sequences

Shuyi Wang, Kevin Li, Jiaoyang Huang

In this article, we study random graphs with a given degree sequence from the configuration model. We show that under mild assumptions of the degree sequenc…

stat.ME2024

Compositional dynamic modelling for causal prediction in multivariate time series

Kevin Li, Graham Tierney, Christoph Hellmayr +1

Theoretical developments in sequential Bayesian analysis of multivariate dynamic models underlie new methodology for causal prediction. This extends the utility of existing models…

stat.ME2023★ 1 cited

ProSpar-GP: scalable Gaussian process modeling with massive non-stationary datasets

Kevin Li, Simon Mak

Gaussian processes (GPs) are a popular class of Bayesian nonparametric models, but its training can be computationally burdensome for massive training datasets. While there has bee…

stat.ML2023★ 1 cited

Trigonometric Quadrature Fourier Features for Scalable Gaussian Process Regression

Kevin Li, Max Balakirsky, Simon Mak

Fourier feature approximations have been successfully applied in the literature for scalable Gaussian Process (GP) regression. In particular, Quadrature Fourier Features (QFF) deri…

nucl-th2023★ 3 cited

Additive Multi-Index Gaussian process modeling, with application to multi-physics surrogate modeling of the quark-gluon plasma

Kevin Li, Simon Mak, J. -F Paquet +1

The Quark-Gluon Plasma (QGP) is a unique phase of nuclear matter, theorized to have filled the Universe shortly after the Big Bang. A critical challenge in studying the QGP is that…

stat.ME2023★ 1 cited

Multivariate Bayesian dynamic modeling for causal prediction

Graham Tierney, Christoph Hellmayr, Greg Barkimer +2

Bayesian forecasting is developed in multivariate time series analysis for causal inference. Causal evaluation of sequentially observed time series data from control and treated un…

econ.EM2021★ 1 cited

Asymptotic Normality for Multivariate Random Forest Estimators

Kevin Li

Regression trees and random forests are popular and effective non-parametric estimators in practical applications. A recent paper by Athey and Wager shows that the random forest es…