Research

Preprints under Review or Workshop Papers

  • Testing Causality of High-Dimensional Data.
    Under review.

  • Dynamic Ensembling for Probabilistic Time Series Forecasting via Deep Reinforcement Learning.
    Under review.

  • Theoretical Guarantees of Learning Ensembling Strategies with Applications to Time Series Forecasting.
    Under review.

  • Temporal-consistent Optimal Transport for Time Series Alignment.
    Under review.

Published Papers

  • Multivariate Quantile Functions for Forecasting.
    K. Kan, F. Aubet, T. Januschowski, Y. Park, K. Benidis, J. Gasthaus.
    Proceedings of International Conference on Artificial Intelligence and Statistics (AISTATS), 2022.
    Selected as an oral, 2.6% of all submissions.

Others

  • Convergent Actor-Critic under Off-policy and Function Approximation. H. Maei and Y. Park, [Slide].

  • Universal Loseless Compression: Context Tree Weighting. [Slides]

  • Hypercontractivity, Maximal Correlation, and Non-cooperative Simulation. [Slides, Report]

  • Successive Lossy Compression for Laplacian Source. [Slides, Report, Acknowledgement]