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05/28/2023
Short-term Temporal Dependency Detection under Heterogeneous Event Dynamic with Hawkes Processes
Many event sequence data exhibit mutually exciting or inhibiting pattern...
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05/12/2023
Provably Convergent Schrödinger Bridge with Applications to Probabilistic Time Series Imputation
The Schrödinger bridge problem (SBP) is gaining increasing attention in ...
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06/19/2021
Accelerated Policy Evaluation: Learning Adversarial Environments with Adaptive Importance Sampling
The evaluation of rare but high-stakes events remains one of the main di...
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10/14/2019
Robust Importance Weighting for Covariate Shift
In many learning problems, the training and testing data follow differen...
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04/25/2019
Parametric Scenario Optimization under Limited Data: A Distributionally Robust Optimization View
We consider optimization problems with uncertain constraints that need t...
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11/20/2017