Yao Xie

Conformal prediction for time-series

Spatial conformal inference through localized quantile regression.
Hanyang Jiang, Yao Xie.

Spatio-temporal conformal prediction for power outage data.
Hanyang Jiang, Yao Xie, Feng Qiu.

Conformal prediction for multi-dimensional time series by ellipsoidal sets.
Chen Xu, Hanyang Jiang, Yao Xie.
ICML 2024 (Spotlight, top 3.5%).

Transformer conformal prediction for time series. (Github)
Junghwan Lee, Chen Xu, Yao Xie.
Preliminary version appears in 2nd ICML 2024 Workshop on Structured Probabilistic Inference & Generative Modeling.

Kernel-based optimally weighted conformal prediction intervals.
Jonghyeok Lee, Chen Xu, Yao Xie.

Sequential predictive conformal inference for time series.(Github)
Chen Xu, Yao Xie.
ICML 2023.

Conformal prediction for time-series.
Chen Xu, Yao Xie.
IEEE Transactions on Pattern Analysis and Machine Intelligence (TPAMI), 2023. Vol. 45, No. 10. pp. 11575 - 11587.
Conference version published in ICML 2021 (Long presentation). GitHub
Algorithm incorporated in MAPIE module for scikit-learn in Python.
Implemented in AWS's Library for Uncertainty Quantification Fortuna.
Medium coverage Demystifying EnbPI: Mastering Conformal Prediction Forecasting.

Conformal prediction set for time-series.
Chen Xu, Yao Xie.
ICML Workshop on Distribution-Free Uncertainty Quantification, 2022.

Conformal prediction for dynamic time-series.
Chen Xu and Yao Xie.
ICML 2021. (Long presentation)
(GitHub)

Inference for time-series

Generalized generalized linear models: Convex estimation and online bounds.
Anatoli Juditsky, Arkadi Nemirovski, Yao Xie, Chen Xu. (Authors listed alphabetically.) 2023.

Convex parameter recovery for interacting marked processes.
Anatoil Juditsky, Arkadi Nemirovski, Liyan Xie, and Yao Xie.
IEEE Journal on Selected Areas in Information Theory, vol. 1, no. 3, pp. 799-813, 2020.
Special Issue on "Estimation and Inference."

Nonlinear time-series embedding by monotone variational inequality.
Jonathan Y. Zhou, Yao Xie.

Causal graph discovery from self and mutually exciting time series.
Song Wei, Yao Xie, Christopher S. Josef, and Rishikesan Kamaleswaran.
IEEE Selected Areas in Information Theory (JSAIT). Vol. 4, pp. 747-761. 2023.

Causal structural learning from time series: A convex optimization approach.
Song Wei, Yao Xie.
Asilomar 2023.

Inferring serial correlation with dynamic backgrounds.
Song Wei, Yao Xie, Dobromir Rahnev.
ICML 2021. (Long presentation, top 3%)

Conformal anomaly detection on spatio-temporal observations with missing data.
Chen Xu and Yao Xie.
ICML Workshop on Distribution-free Uncertainty Quantification (DFUQ). 2021.

Convex parameter recovery for interacting marked processes.
Anatoli Juditsky, Alexander Nemirovski, Liyan Xie, and Yao Xie.
IEEE Journal on Selected Areas in Information Theory (JSAIT), vol. 1, no. 3, pp. 799-813, Nov. 2020.