2 citations · 5 across the 9 of their papers we have counts for
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Quickest Change-point Detection in Generalized Linear Models with Variational Estimation
Jonghyeok Lee, Yao Xie
We consider quickest change-point detection in generalized linear models when the post-change parameter is unknown. Such problems arise, for example, when monitoring whether the re…
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…
Leave a Window Out: Modifying the Jackknife for Predictive Inference in Time Series
Hanyang Jiang, Rina Foygel Barber, Ashwin Pananjady +1
Conformal prediction methods enjoy strong theoretical and empirical predictive inference performance, provided the data is exchangeable and is treated symmetrically during training…
Efficient First-Order Methods for Estimating Generalized Additive Index Models
Ziyu Peng, Linglingzhi Zhu, Yao Xie
Generalized additive index models (GAIMs) offer a flexible semiparametric framework for capturing complex data relationships, balancing the interpretability of parametric models wi…