activity
20082023
most citedRisk-Averse Multi-Armed Bandit Problems under Mean-Variance Measure

88 citations · 175 across the 26 of their papers we have counts for

collaborators

26 papers

cs.LG2023★ 2 cited

Non-parametric Probabilistic Time Series Forecasting via Innovations Representation

Xinyi Wang, Meijen Lee, Qing Zhao +1

Probabilistic time series forecasting predicts the conditional probability distributions of the time series at a future time given past realizations. Such techniques are critical i…

eess.SY2023★ 2 cited

On the Optimality of Procrastination Policy for EV charging under Net Energy Metering

Minjae Jeon, Lang Tong, Qing Zhao

We consider the problem of behind-the-meter EV charging by a prosumer, co-optimized with rooftop solar, electric battery, and flexible consumptions such as water heaters and HVAC.…

cs.LG2022

Novelty Detection in Time Series via Weak Innovations Representation: A Deep Learning Approach

Xinyi Wang, Mei-jen Lee, Qing Zhao +1

We consider novelty detection in time series with unknown and nonparametric probability structures. A deep learning approach is proposed to causally extract an innovations sequence…

eess.SY2022★ 8 cited

Co-Optimizing Distributed Energy Resources in Linear Complexity under Net Energy Metering

Ahmed S. Alahmed, Lang Tong, Qing Zhao

The co-optimization of behind-the-meter distributed energy resources is considered for prosumers under the net energy metering tariff. The distributed energy resources considered i…

math.ST2021

As Easy as ABC: Adaptive Binning Coincidence Test for Uniformity Testing

Sudeep Salgia, Qing Zhao, Lang Tong

We consider the problem of uniformity testing of Lipschitz continuous distributions with bounded support. The alternative hypothesis is a composite set of Lipschitz continuous dist…

stat.ML2020★ 1 cited

Stochastic Coordinate Minimization with Progressive Precision for Stochastic Convex Optimization

Sudeep Salgia, Qing Zhao, Sattar Vakili

A framework based on iterative coordinate minimization (CM) is developed for stochastic convex optimization. Given that exact coordinate minimization is impossible due to the unkno…