arXiv subjects

Yao Xie

Publications and source records attributed to Yao Xie.

At least 37 records · Page 2Linked to original sources

arXiv2026

Assured autonomy: How operations research powers and orchestrates generative AI systems

Generative artificial intelligence (GenAI) is shifting from conversational assistants toward agentic systems -- autonomous decision-making systems that sense, decide, and act within operational workflows. This shift creates an autonomy paradox: as GenAI systems are granted greater operational autonomy, they should, by design, embody more formal structure, more explicit constraints, and stronger tail-risk discipline. We argue that stochastic generative models can be fragile in operational domains unless paired with mechanisms that provide verifiable feasibility, robustness to distribution shift, and stress testing under high-consequence scenarios. To address this challenge, we develop a conceptual framework for assured autonomy grounded in operations research (OR), built on two complementary approaches. First, flow-based generative models frame generation as deterministic transport characterized by an ordinary differential equation, enabling auditability, constraint-aware generation, and connections to optimal transport, robust optimization, and sequential decision control. Second, operational safety is formulated through an adversarial robustness lens: decision rules are evaluated against worst-case perturbations within uncertainty or ambiguity sets, making unmodeled risks part of the design. This framework clarifies how increasing autonomy shifts OR's role from solver to guardrail to system architect, with responsibility for control logic, incentive protocols, monitoring regimes, and safety boundaries. These elements define a research agenda for assured autonomy in safety-critical, reliability-sensitive operational domains.

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arXiv2026

CoreFlow: Low-Rank Matrix Generative Models

Learning matrix-valued distributions from high-dimensional and possibly incomplete training data is challenging: ambient-space generative modeling is computationally expensive and statistically fragile when the matrix dimension is large but the sample size is limited. We propose CoreFlow, a geometry-preserving low-rank flow model that learns shared row/column subspaces across the matrix distribution, and then trains a continuous normalizing flow only on the induced low-dimensional core. CoreFlow is designed for settings where shared low-rank matrix geometry is present, especially in high-dimensional limited-sample regimes. This separates shared matrix geometry from sample-specific variation, preserves matrix structure, and substantially improves training efficiency. The same framework also handles incomplete training matrices through masked Riemannian updates and iterative completion. Across real and synthetic benchmarks, CoreFlow substantially improves spectral and moment-level generation quality in few-sample regimes while remaining competitive in data-rich settings, even under compression to 9% of the ambient dimension and with up to 40% missing training entries.

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arXiv2026

Flow-based Generative Modeling of Potential Outcomes and Counterfactuals

Predicting potential and counterfactual outcomes from observational data is central to individualized decision-making, particularly in clinical settings where treatment choices must be tailored to each patient rather than guided solely by population averages. We propose PO-Flow, a continuous normalizing flow (CNF) framework for causal inference that jointly models potential outcome distributions and factual-conditioned counterfactual outcomes. Trained via flow matching, PO-Flow provides a unified approach to individualized potential outcome prediction, conditional average treatment effect estimation, and counterfactual prediction. By encoding an observed factual outcome and decoding under an alternative treatment, PO-Flow provides an encode-decode mechanism for factual-conditioned counterfactual prediction. In addition, PO-Flow supports likelihood-based evaluation of potential outcomes, enabling uncertainty-aware assessment of predictions. A supporting recovery guarantee is established under certain assumptions, and empirical results on benchmark datasets demonstrate strong performance across a range of causal inference tasks within the potential outcomes framework.

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arXiv2026

Flow-based Conformal Prediction for Multi-dimensional Time Series

Time series prediction underpins a broad range of downstream tasks across many scientific domains. Recent advances and increasing adoption of black-box machine learning models for time series prediction highlight the critical need for uncertainty quantification. While conformal prediction has gained attention as a reliable uncertainty quantification method, conformal prediction for time series faces two key challenges: (1) \textbf{leveraging correlations in observations and non-conformity scores to overcome the exchangeability assumption}, and (2) \textbf{constructing prediction sets for multi-dimensional outcomes}. To address these challenges, we propose a novel conformal prediction method for time series using flow with classifier-free guidance. We provide coverage guarantees by establishing exact non-asymptotic marginal coverage and a finite-sample bound on conditional coverage for the proposed method. Evaluations on real-world time series datasets demonstrate that our method constructs significantly smaller prediction sets than existing conformal prediction methods, maintaining target coverage.

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arXiv2026

DoFlow: Flow-based Generative Models for Interventional and Counterfactual Forecasting on Time Series

Time-series forecasting increasingly demands not only accurate observational predictions but also causal forecasting under interventional and counterfactual queries in multivariate systems. We present DoFlow, a flow-based generative model defined over a causal Directed Acyclic Graph (DAG) that delivers coherent observational and interventional predictions, as well as counterfactuals through the natural encoding-decoding mechanism of continuous normalizing flows (CNFs). We also provide a supporting counterfactual recovery theory under certain assumptions. Beyond forecasting, DoFlow provides explicit likelihoods of future trajectories, enabling principled anomaly detection. Experiments on synthetic datasets with various causal DAG structures and real-world hydropower and cancer-treatment time series show that DoFlow achieves accurate system-wide observational forecasting, enables causal forecasting over interventional and counterfactual queries, and effectively detects anomalies. This work contributes to the broader goal of unifying causal reasoning and generative modeling for complex dynamical systems.

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arXiv2026

Beyond Maximum Likelihood: Variational Inequality Estimation for Generalized Linear Models

Generalized linear models (GLMs) are fundamental tools for statistical modeling, with maximum likelihood estimation (MLE) serving as the classical approach for parameter inference. While MLE performs well for canonical GLMs, it can become computationally challenging in more general settings with non-canonical, non-smooth, or nonlinear link functions, where the resulting optimization landscape may be ill-conditioned, non-convex, or non-differentiable. In this paper, we study an alternative estimation framework based on variational inequalities (VIs), which formulates GLM estimation through an operator-based equilibrium condition rather than likelihood minimization. We analyze the VI estimator from a statistical perspective and establish finite-sample error bounds and asymptotic normality under mild regularity conditions, together with convergence guarantees for fixed-point and stochastic approximation algorithms. The framework accommodates a broad class of link functions, including non-canonical and non-monotone cases satisfying a strong Minty-type condition, and extends naturally to generalized additive models via basis expansion. Numerical experiments demonstrate that the VI approach achieves competitive finite-sample accuracy and improved numerical stability relative to MLE, particularly in GLMs and GAMs with non-canonical or non-smooth link functions.

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arXiv2026

Kernel-based Optimally Weighted Conformal Time-Series Prediction

In this work, we present a novel conformal prediction method for time-series, which we call Kernel-based Optimally Weighted Conformal Prediction Intervals (KOWCPI). Specifically, KOWCPI adapts the classic Reweighted Nadaraya-Watson (RNW) estimator for quantile regression on dependent data and learns optimal data-adaptive weights. Theoretically, we tackle the challenge of establishing a conditional coverage guarantee for non-exchangeable data under strong mixing conditions on the non-conformity scores. We demonstrate the superior performance of KOWCPI on real and synthetic time-series data against state-of-the-art methods, where KOWCPI achieves narrower confidence intervals without losing coverage.

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arXiv2026

Scalable Deep Basis Kernel Gaussian Processes

Learning expressive kernels while retaining tractable inference remains a central challenge in scaling Gaussian processes (GPs) to large and complex datasets. We propose a scalable GP regressor based on deep basis kernels (DBKs). Our DBK is constructed from a small set of neural-network-parameterized basis functions with an explicit low-rank structure. This formulation immediately enables linear-complexity inference with respect to the number of samples, possibly without inducing points. DBKs provide a unifying perspective that recovers sparse deep kernel learning and Gaussian Bayesian last-layer methods as special cases. We further identify that naively maximizing the marginal likelihood can lead to oversimplified uncertainty and rank-deficient solutions. To address this, we introduce a mini-batch stochastic objective that directly targets the predictive distribution with decoupled regularization. Empirically, DBKs show advantages in predictive accuracy, uncertainty quantification, and computational efficiency across a range of large-scale regression benchmarks.

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arXiv2026

Point processes with event time uncertainty

Point processes are widely used statistical models for continuous-time discrete event data, such as medical records, crime reports, and social network interactions, to capture the influence of historical events on future occurrences. In many applications, however, event times are not observed exactly, motivating the need to incorporate time uncertainty into point process modeling. In this work, we introduce a framework for modeling time-uncertain self-exciting point processes, known as Hawkes processes, possibly defined over a network. We begin by formulating the model in continuous time under assumptions motivated by real-world scenarios. By imposing a time grid, we obtain a discrete-time model that facilitates inference and enables computation via first-order optimization methods such as gradient descent and variational inequality (VI). We establish a parameter recovery guarantee for VI inference with an $O(1/k)$ convergence rate using $k$ steps. Our framework accommodates non-stationary processes by representing the influence kernel as a matrix (or tensor on a network), while also encompassing stationary processes, such as the classical Hawkes process, as a special case. Empirically, we demonstrate that the proposed approach outperforms existing baselines on both simulated and real-world datasets, including the sepsis-associated derangement prediction challenge and the Atlanta Police Crime Dataset.

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arXiv2026

Online Kernel CUSUM for Change-Point Detection

We present a computationally efficient online kernel Cumulative Sum (CUSUM) method for change-point detection that utilizes the maximum over a set of kernel statistics to account for the unknown change-point location. Our approach exhibits increased sensitivity to small changes compared to existing kernel-based change-point detection methods, including Scan-B statistic, corresponding to a non-parametric Shewhart chart-type procedure. We provide accurate analytic approximations for two key performance metrics: the Average Run Length (ARL) and Expected Detection Delay (EDD), which enable us to establish an optimal window length to be on the order of the logarithm of ARL to ensure minimal power loss relative to an oracle procedure with infinite memory. Moreover, we introduce a recursive calculation procedure for detection statistics to ensure constant computational and memory complexity, which is essential for online implementation. Through extensive experiments on both simulated and real data, we demonstrate the competitive performance of our method and validate our theoretical results.

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arXiv2025

Beyond Procedural Compliance: Human Oversight as a Dimension of Well-being Efficacy in AI Governance

Major AI ethics guidelines and laws, including the EU AI Act, call for effective human oversight, but do not define it as a distinct and developable capacity. This paper introduces human oversight as a well-being capacity, situated within the emerging Well-being Efficacy framework. The concept integrates AI literacy, ethical discernment, and awareness of human needs, acknowledging that some needs may be conflicting or harmful. Because people inevitably project desires, fears, and interests into AI systems, oversight requires the competence to examine and, when necessary, restrain problematic demands. The authors argue that the sustainable and cost-effective development of this capacity depends on its integration into education at every level, from professional training to lifelong learning. The frame of human oversight as a well-being capacity provides a practical path from high-level regulatory goals to the continuous cultivation of human agency and responsibility essential for safe and ethical AI. The paper establishes a theoretical foundation for future research on the pedagogical implementation and empirical validation of well-being effectiveness in multiple contexts.

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arXiv2025

Worst-case generation via minimax optimization in Wasserstein space

Worst-case generation plays a critical role in evaluating robustness and stress-testing systems under distribution shifts, in applications ranging from machine learning models to power grids and medical prediction systems. We develop a generative modeling framework for worst-case generation for a pre-specified risk, based on min-max optimization over continuous probability distributions, namely the Wasserstein space. Unlike traditional discrete distributionally robust optimization approaches, which often suffer from scalability issues, limited generalization, and costly worst-case inference, our framework exploits the Brenier theorem to characterize the least favorable (worst-case) distribution as the pushforward of a transport map from a continuous reference measure, enabling a continuous and expressive notion of risk-induced generation beyond classical discrete DRO formulations. Based on the min-max formulation, we propose a Gradient Descent Ascent (GDA)-type scheme that updates the decision model and the transport map in a single loop, establishing global convergence guarantees under mild regularity assumptions and possibly without convexity-concavity. We also propose to parameterize the transport map using a neural network that can be trained simultaneously with the GDA iterations by matching the transported training samples, thereby achieving a simulation-free approach. The efficiency of the proposed method as a risk-induced worst-case generator is validated by numerical experiments on synthetic and image data.

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arXiv2025

High-dimensional Mean-Field Games by Particle-based Flow Matching

Mean-field games (MFGs) study the Nash equilibrium of systems with a continuum of interacting agents, which can be formulated as the fixed-point of optimal control problems. They provide a unified framework for a variety of applications, including optimal transport (OT) and generative models. Despite their broad applicability, solving high-dimensional MFGs remains a significant challenge due to fundamental computational and analytical obstacles. In this work, we propose a particle-based deep Flow Matching (FM) method to tackle high-dimensional MFG computation. In each iteration of our proximal fixed-point scheme, particles are updated using first-order information, and a flow neural network is trained to match the velocity of the sample trajectories in a simulation-free manner. Theoretically, in the optimal control setting, we prove that our scheme converges to a stationary point sublinearly, and upgrade to linear (exponential) convergence under additional convexity assumptions. Our proof uses FM to induce an Eulerian coordinate (density-based) from a Lagrangian one (particle-based), and this also leads to certain equivalence results between the two formulations for MFGs when the Eulerian solution is sufficiently regular. Our method demonstrates promising performance on non-potential MFGs and high-dimensional OT problems cast as MFGs through a relaxed terminal-cost formulation.

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arXiv2025

Tides Need STEMMED: A Locally Operating Spatio-Temporal Mutually Exciting Point Process with Dynamic Network for Improving Opioid Overdose Death Prediction

We develop a Spatio-TEMporal Mutually Exciting point process with Dynamic network (STEMMED), i.e., a point process network wherein each node models a unique community-drug event stream with a dynamic mutually-exciting structure, accounting for influences from other nodes. We show that STEMMED can be decomposed node-by-node, suggesting a tractable distributed learning procedure. Simulation shows that this learning algorithm can accurately recover known parameters of STEMMED, especially for small networks and long data-horizons. Next, we turn this node-by-node decomposition into an online cooperative multi-period forecasting framework, which is asymptotically robust to operational errors, to facilitate Opioid-related overdose death (OOD) trends forecasting among neighboring communities. In our numerical study, we parameterize STEMMED using individual-level OOD data and county-level demographics in Massachusetts. For any node, we observe that OODs within the same drug class from nearby locations have the greatest influence on future OOD trends. Furthermore, the expected proportion of OODs triggered by historical events varies greatly across counties, ranging between 30%-70%. Finally, in a practical online forecasting setting, STEMMED-based cooperative framework reduces prediction error by 60% on average, compared to well-established forecasting models. Leveraging the growing abundance of public health surveillance data, STEMMED can provide accurate forecasts of local OOD trends and highlight complex interactions between OODs across communities and drug types. Moreover, STEMMED enhances synergies between local and federal government entities, which is critical to designing impactful policy interventions.

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arXiv2025

Spatio-Temporal-Network Point Processes for Modeling Crime Events with Landmarks

Self-exciting point processes are widely used to model the contagious effects of crime events living within continuous geographic space, using their occurrence time and locations. However, in urban environments, most events are naturally constrained within the city's street network structure, and the contagious effects of crime are governed by such a network geography. Meanwhile, the complex distribution of urban infrastructures also plays an important role in shaping crime patterns across space. We introduce a novel spatio-temporal-network point process framework for crime modeling that integrates these urban environmental characteristics by incorporating self-attention graph neural networks. Our framework incorporates the street network structure as the underlying event space, where crime events can occur at random locations on the network edges. To realistically capture criminal movement patterns, distances between events are measured using street network distances. We then propose a new mark for a crime event by concatenating the event's crime category with the type of its nearby landmark, aiming to capture how the urban design influences the mixing structures of various crime types. A graph attention network architecture is adopted to learn the existence of mark-to-mark interactions. Extensive experiments on crime data from Valencia, Spain, demonstrate the effectiveness of our framework in understanding the crime landscape and forecasting crime risks across regions.

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arXiv2025

Flow-based generative models as iterative algorithms in probability space

Generative AI (GenAI) has revolutionized data-driven modeling by enabling the synthesis of high-dimensional data across various applications, including image generation, language modeling, biomedical signal processing, and anomaly detection. Flow-based generative models provide a powerful framework for capturing complex probability distributions, offering exact likelihood estimation, efficient sampling, and deterministic transformations between distributions. These models leverage invertible mappings governed by Ordinary Differential Equations (ODEs), enabling precise density estimation and likelihood evaluation. This tutorial presents an intuitive mathematical framework for flow-based generative models, formulating them as neural network-based representations of continuous probability densities. We explore key theoretical principles, including the Wasserstein metric, gradient flows, and density evolution governed by ODEs, to establish convergence guarantees and bridge empirical advancements with theoretical insights. By providing a rigorous yet accessible treatment, we aim to equip researchers and practitioners with the necessary tools to effectively apply flow-based generative models in signal processing and machine learning.

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arXiv2025

Deep spatio-temporal point processes: Advances and new directions

Spatio-temporal point processes (STPPs) model discrete events distributed in time and space, with important applications in areas such as criminology, seismology, epidemiology, and social networks. Traditional models often rely on parametric kernels, limiting their ability to capture heterogeneous, nonstationary dynamics. Recent innovations integrate deep neural architectures -- either by modeling the conditional intensity function directly or by learning flexible, data-driven influence kernels, substantially broadening their expressive power. This article reviews the development of the deep influence kernel approach, which enjoys statistical explainability, since the influence kernel remains in the model to capture the spatiotemporal propagation of event influence and its impact on future events, while also possessing strong expressive power, thereby benefiting from both worlds. We explain the main components in developing deep kernel point processes, leveraging tools such as functional basis decomposition and graph neural networks to encode complex spatial or network structures, as well as estimation using both likelihood-based and likelihood-free methods, and address computational scalability for large-scale data. We also discuss the theoretical foundation of kernel identifiability. Simulated and real-data examples highlight applications to crime analysis, earthquake aftershock prediction, and sepsis prediction modeling, and we conclude by discussing promising directions for the field.

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arXiv2025

Quantifying Grid Resilience Against Extreme Weather Using Large-Scale Customer Power Outage Data

In recent decades, the weather around the world has become more irregular and extreme, often causing large-scale extended power outages. Resilience -- the capability of withstanding, adapting to, and recovering from a large-scale disruption -- has become a top priority for the power sector. However, the understanding of power grid resilience still stays on the conceptual level mostly or focuses on particular components, yielding no actionable results or revealing few insights on the system level. This study provides a quantitatively measurable definition of power grid resilience, using a statistical model inspired by patterns observed from data and domain knowledge. We analyze a large-scale quarter-hourly historical electricity customer outage data and the corresponding weather records, and draw connections between the model and industry resilience practice. We showcase the resilience analysis using three major service territories on the east coast of the United States. Our analysis suggests that cumulative weather effects play a key role in causing immediate, sustained outages, and these outages can propagate and cause secondary outages in neighboring areas. The proposed model also provides some interesting insights into grid resilience enhancement planning. For example, our simulation results indicate that enhancing the power infrastructure in a small number of critical locations can reduce nearly half of the number of customer power outages in Massachusetts. In addition, we have shown that our model achieves promising accuracy in predicting the progress of customer power outages throughout extreme weather events, which can be very valuable for system operators and federal agencies to prepare disaster response.

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