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Publication DateArticle TitleAuthor(s)
1-Jan-2015A probabilistic weak formulation of mean field games and applicationsCarmona, Rene; Lacker, D
Mar-2017High dimensional semiparametric latent graphical model for mixed dataFan, Jianqing; Liu, Han; Ning, Yang; Zou, Hui
1-May-2017Convex duality with transaction costsDolinsky, Y; Soner, H Mete
1-Mar-2017Hedging with temporary price impactBank, P; Soner, H Mete; Voß, M
2013CODA: High dimensional Copula Discriminant AnalysisHan, Fang; Zhao, Tuo; Liu, Han
Oct-2014High Dimensional Semiparametric Scale-Invariant Principal Component AnalysisHan, Fang; Liu, Han
Oct-2016Accelerated Path-Following Iterative Shrinkage Thresholding Algorithm With Application to Semiparametric Graph EstimationZhao, Tuo; Liu, Han
6-Feb-2015Generalized Alternating Direction Method of Multipliers: New Theoretical Insights and ApplicationsFang, Ethan X.; He, Bingsheng; Liu, Han; Yuan, Xiaoming
2012Detecting Network Cliques with Radon Basis PursuitJiang, Xiaoye; Yao, Yuan; Liu, Han; Guibas, Leonidas
2016Agnostic estimation for misspecified phase retrieval modelsNeykov, Matey; Wang, Zhaoran; Liu, Han