Using the online pandoc converter on the test file

Inline math: $\{(x_i,y_i)\}_{i \in I}$. Explicit math:
$$
\{(x_i,y_i)\}_{i \in I}
$$

gives the expected LaTeX output:

Inline math: \(\{(x_i,y_i)\}_{i \in I}\). Explicit math: \[
\{(x_i,y_i)\}_{i \in I}
\]

However, pandoc on my system results in

Inline math: \$\{(x\_i,y\_i)\}\emph{\{i \textbackslash{}in I\}\$.
Explicit math: \$\$ \{(x\_i,y\_i)\}}\{i \textbackslash{}in I\} \$\$

My pandoc (shipped with Ubuntu 18.04 LTS):

pandoc 2.2.3.2
Compiled with pandoc-types 1.17.5.1, texmath 0.11.0.1, skylighting 0.7.2

I used

pandoc --from=markdown_mmd --to=latex --standalone filename.md

What is the problem?


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