1 citations · 2 across the 4 of their papers we have counts for
5 papers
Conformal Prediction for Time Series with Deep Sequence Models
Junghwan Lee, Jonghyeok Lee, Yao Xie
Recent advances in deep learning for time series prediction have amplified the need for reliable uncertainty quantification. Conformal prediction has gained attention as a distribu…
High-dimensional Mean-Field Games by Particle-based Flow Matching
Jiajia Yu, Junghwan Lee, Yao Xie +1
Mean-field games (MFGs) study the Nash equilibrium of systems with a continuum of interacting agents, which can be formulated as the fixed-point of optimal control problems. They p…
Flow-based Conformal Prediction for Multi-dimensional Time Series
Junghwan Lee, Chen Xu, Yao Xie
Time series prediction underpins a broad range of downstream tasks across many scientific domains. Recent advances and increasing adoption of black-box machine learning models for…
Transformer Conformal Prediction for Time Series
Junghwan Lee, Chen Xu, Yao Xie
We present a conformal prediction method for time series using the Transformer architecture to capture long-memory and long-range dependencies. Specifically, we use the Transformer…
Federated Learning in Temporal Heterogeneity
Junghwan Lee
In this work, we explored federated learning in temporal heterogeneity across clients. We observed that global model obtained by \texttt{FedAvg} trained with fixed-length sequences…