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Fengpei Li

11 papers hereh-index 4119 citations24 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author1
  • middle author7
  • last author2

Across the 10 of 11 papers where every author was matched, so the position is known.

fields
  • cs.LG4
  • math.OC3
  • math.PR1
  • q-fin.TR1
  • stat.AP1
  • stat.ML1

identity via Semantic Scholar / OpenAlex

activity
20172025
most citedUnbiased Simulation for Optimizing Stochastic Function Compositions

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

collaborators
Showing 2023Show all

2 papers · 1 filter

stat.AP2023

Short-term Temporal Dependency Detection under Heterogeneous Event Dynamic with Hawkes Processes

Yu Chen, Fengpei Li, Anderson Schneider +3

Many event sequence data exhibit mutually exciting or inhibiting patterns. Reliable detection of such temporal dependency is crucial for scientific investigation. The de facto mode…

cs.LG2023★ 3 cited

Provably Convergent Schrödinger Bridge with Applications to Probabilistic Time Series Imputation

Yu Chen, Wei Deng, Shikai Fang +7

The Schrödinger bridge problem (SBP) is gaining increasing attention in generative modeling and showing promising potential even in comparison with the score-based generative model…

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