Fengpei Li

According to our database, Fengpei Li authored at least 13 papers between 2018 and 2023.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2023

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

Yu Chen, Fengpei Li, Anderson Schneider, Yuriy Nevmyvaka, Asohan Amarasingham, Henry Lam

CoRR, 2023

Information theoretic clustering via divergence maximization among clusters.

Sahil Garg, Mina Dalirrooyfard, Anderson Schneider, Yeshaya Adler, Yuriy Nevmyvaka, Yu Chen, Fengpei Li, Guillermo A. Cecchi

Proceedings of the Uncertainty in Artificial Intelligence, 2023

Detection of Short-Term Temporal Dependencies in Hawkes Processes with Heterogeneous Background Dynamics.

Yu Chen, Fengpei Li, Anderson Schneider, Yuriy Nevmyvaka, Asohan Amarasingham, Henry Lam

Proceedings of the Uncertainty in Artificial Intelligence, 2023

Efficient Sparse Reduced-Rank Regression With Covariance Estimation.

Fengpei Li, Ziping Zhao

Proceedings of the IEEE Statistical Signal Processing Workshop, 2023

Provably Convergent Schrödinger Bridge with Applications to Probabilistic Time Series Imputation.

Yu Chen, Wei Deng, Shikai Fang, Fengpei Li, Nicole Tianjiao Yang, Yikai Zhang, Kashif Rasul, Shandian Zhe, Anderson Schneider, Yuriy Nevmyvaka

Proceedings of the International Conference on Machine Learning, 2023

Risk Bounds on Aleatoric Uncertainty Recovery.

Yikai Zhang, Jiahe Lin, Fengpei Li, Yeshaya Adler, Kashif Rasul, Anderson Schneider, Yuriy Nevmyvaka

Proceedings of the International Conference on Artificial Intelligence and Statistics, 2023

2022

General Feasibility Bounds for Sample Average Approximation via Vapnik-Chervonenkis Dimension.

Henry Lam, Fengpei Li

SIAM J. Optim., June, 2022

Scalable Safety-Critical Policy Evaluation with Accelerated Rare Event Sampling.

Mengdi Xu, Peide Huang, Fengpei Li, Jiacheng Zhu, Xuewei Qi, Kentaro Oguchi, Zhiyuan Huang, Henry Lam, Ding Zhao

Proceedings of the IEEE/RSJ International Conference on Intelligent Robots and Systems, 2022

2021

Accelerated Policy Evaluation: Learning Adversarial Environments with Adaptive Importance Sampling.

Mengdi Xu, Peide Huang, Fengpei Li, Jiacheng Zhu, Xuewei Qi, Kentaro Oguchi, Zhiyuan Huang, Henry Lam, Ding Zhao

CoRR, 2021

2020

Parametric Scenario Optimization under Limited Data: A Distributionally Robust Optimization View.

Henry Lam, Fengpei Li

ACM Trans. Model. Comput. Simul., 2020

Robust Importance Weighting for Covariate Shift.

Fengpei Li, Henry Lam, Siddharth Prusty

Proceedings of the 23rd International Conference on Artificial Intelligence and Statistics, 2020

Constrained Reinforcement Learning via Policy Splitting.

Haoxian Chen, Henry Lam, Fengpei Li, Amirhossein Meisami

Proceedings of The 12th Asian Conference on Machine Learning, 2020

2018

Sampling uncertain Constraints under parametric distributions.

Henry Lam, Fengpei Li

Proceedings of the 2018 Winter Simulation Conference, 2018