Sampling uncertain Constraints under parametric distributions. - Henry Lam; Fengpei Li (WSC, 2018)

Constrained Reinforcement Learning via Policy Splitting. - Haoxian Chen 002; Henry Lam; Fengpei Li; Amirhossein Meisami (ACML, 2020)

Robust Importance Weighting for Covariate Shift. - Fengpei Li; Henry Lam; Siddharth Prusty (AISTATS, 2020)

Parametric Scenario Optimization under Limited Data: A Distributionally Robust Optimization View. - Henry Lam; Fengpei Li (ACM Trans. Model. Comput. Simul., 2020)

Accelerated Policy Evaluation: Learning Adversarial Environments with Adaptive Importance Sampling. - Mengdi Xu; Peide Huang; Fengpei Li; Jiacheng Zhu; Xuewei Qi; Kentaro Oguchi 001; Zhiyuan Huang; Henry Lam; Ding Zhao (CoRR, 2021)

Scalable Safety-Critical Policy Evaluation with Accelerated Rare Event Sampling. - Mengdi Xu; Peide Huang; Fengpei Li; Jiacheng Zhu; Xuewei Qi; Kentaro Oguchi 001; Zhiyuan Huang; Henry Lam; Ding Zhao (IROS, 2022)

General Feasibility Bounds for Sample Average Approximation via Vapnik-Chervonenkis Dimension. - Henry Lam; Fengpei Li (SIAM J. Optim., 2022)

Risk Bounds on Aleatoric Uncertainty Recovery. - Yikai Zhang 003; Jiahe Lin; Fengpei Li; Yeshaya Adler; Kashif Rasul; Anderson Schneider; Yuriy Nevmyvaka (AISTATS, 2023)

Provably Convergent Schrödinger Bridge with Applications to Probabilistic Time Series Imputation. - Yu Chen; Wei Deng 002; Shikai Fang; Fengpei Li; Nicole Tianjiao Yang; Yikai Zhang 003; Kashif Rasul; Shandian Zhe; Anderson Schneider; Yuriy Nevmyvaka (ICML, 2023)

Efficient Sparse Reduced-Rank Regression With Covariance Estimation. - Fengpei Li; Ziping Zhao 002 (SSP, 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 (UAI, 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 (UAI, 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)

Guaranteed Robust Large Precision Matrix Estimation Under t-Distribution. - Fengpei Li; Ziping Zhao 002 (ISIT, 2024)

Prediction-Enhanced Monte Carlo: A Machine Learning View on Control Variate. - Fengpei Li; Haoxian Chen 002; Jiahe Lin; Arkin Gupta; Xiaowei Tan; Gang Xu; Yuriy Nevmyvaka; Agostino Capponi; Henry Lam (CoRR, 2024)

A Communication-Efficient Algorithm for Federated Multilevel Stochastic Compositional Optimization. - Shuoguang Yang; Fengpei Li (IEEE Trans. Signal Process., 2024)

Covariance Selection over Networks. - Wenfu Xia; Fengpei Li; Ying Sun; Ziping Zhao 002 (AISTATS, 2025)

Reweighting Improves Conditional Risk Bounds. - Yikai Zhang 003; Jiahe Lin; Fengpei Li; Songzhu Zheng; Anant Raj; Anderson Schneider; Yuriy Nevmyvaka (Trans. Mach. Learn. Res., 2025)