activity
20202023
most citedSequential Predictive Conformal Inference for Time Series

12 citations · 19 across the 11 of their papers we have counts for

collaborators

12 papers

stat.ME2023

A Graph-Prediction-Based Approach for Debiasing Underreported Data

Hanyang Jiang, Yao Xie

We present a novel Graph-based debiasing Algorithm for Underreported Data (GRAUD) aiming at an efficient joint estimation of event counts and discovery probabilities across spatial…

cs.LG2023

Transfer Learning for Causal Effect Estimation

Song Wei, Hanyu Zhang, Ronald Moore +2

We present a Transfer Causal Learning (TCL) framework when target and source domains share the same covariate/feature spaces, aiming to improve causal effect estimation accuracy in…

stat.ME2023★ 1 cited

Generalized generalized linear models: Convex estimation and online bounds

Anatoli Juditsky, Arkadi Nemirovski, Yao Xie +1

We introduce a new computational framework for estimating parameters in generalized generalized linear models (GGLM), a class of models that extends the popular generalized linear…

cs.LG2023

Causal Graph Discovery from Self and Mutually Exciting Time Series

Song Wei, Yao Xie, Christopher S. Josef +1

We present a generalized linear structural causal model, coupled with a novel data-adaptive linear regularization, to recover causal directed acyclic graphs (DAGs) from time series…

stat.ML2022★ 12 cited

Sequential Predictive Conformal Inference for Time Series

Chen Xu, Yao Xie

We present a new distribution-free conformal prediction algorithm for sequential data (e.g., time series), called the \textit{sequential predictive conformal inference} (\texttt{SP…

stat.AP2022

Spatio-Temporal Wildfire Prediction using Multi-Modal Data

Chen Xu, Yao Xie, Daniel A. Zuniga Vazquez +2

Due to severe societal and environmental impacts, wildfire prediction using multi-modal sensing data has become a highly sought-after data-analytical tool by various stakeholders (…

cs.LG2022

Generalizing to Unseen Domains with Wasserstein Distributional Robustness under Limited Source Knowledge

Jingge Wang, Liyan Xie, Yao Xie +2

Domain generalization aims at learning a universal model that performs well on unseen target domains, incorporating knowledge from multiple source domains. In this research, we con…

stat.ML2022★ 4 cited

Conformal prediction set for time-series

Chen Xu, Yao Xie

When building either prediction intervals for regression (with real-valued response) or prediction sets for classification (with categorical responses), uncertainty quantification…

stat.ML2022

A Data-Driven Approach to Robust Hypothesis Testing Using Sinkhorn Uncertainty Sets

Jie Wang, Yao Xie

Hypothesis testing for small-sample scenarios is a practically important problem. In this paper, we investigate the robust hypothesis testing problem in a data-driven manner, where…

math.ST2021

Survival Analysis with Graph-Based Regularization for Predictors

Liyan Xie, Xi He, Pinar Keskinocak +1

We study the variable selection problem in survival analysis to identify the most important factors affecting survival time. Our method incorporates prior knowledge of mutual corre…

cs.LG2021

Causal Graph Discovery from Self and Mutually Exciting Time Series

Song Wei, Yao Xie, Christopher S. Josef +1

We present a generalized linear structural causal model, coupled with a novel data-adaptive linear regularization, to recover causal directed acyclic graphs (DAGs) from time series…

stat.ME2020★ 2 cited

Conformal prediction for time series

Chen Xu, Yao Xie

We develop a general framework for constructing distribution-free prediction intervals for time series. Theoretically, we establish explicit bounds on conditional and marginal cove…