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Publication DateArticle TitleAuthor(s)
2017Diffusion Approximations for Online Principal Component Estimation and Global ConvergenceLi, Chris Junchi; Wang, Mengdi; Liu, Han; Zhang, Tong
2018Dimensionality Reduction for Stationary Time Series via Stochastic Nonconvex OptimizationChen, Minshuo; Yang, Lin F.; Wang, Mengdi; Zhao, Tuo
13-Oct-2016Measures of Systemic RiskFeinstein, Zachary; Rudloff, Birgit; Weber, Stefan
Jan-2015Multi-portfolio time consistency for set-valued convex and coherent risk measuresFeinstein, Zachary; Rudloff, Birgit
1-Jan-2019Multi-Level Stochastic Gradient Methods for Nested Composition OptimizationYang, Shuoguang; Wang, Mengdi; Fang, Ethan X.
2018Sensitivity of the Eisenberg-Noe clearing vector to individual interbank liabilitiesFeinstein, Zachary; Pang, Weijie; Rudloff, Birgit; Schaanning, Eric; Sturm, Stephan, et al
8-Jun-2018A Supermartingale Relation for Multivariate Risk MeasuresFeinstein, Zachary; Rudloff, Birgit
Dec-2014Primal and Dual Approximation Algorithms for Convex Vector Optimization ProblemsLöhne, Andreas; Rudloff, Birgit; Ulus, Firdevs
1-Jan-2018Estimation of Markov Chain via Rank-Constrained LikelihoodLi, Xudong; Wang, Mengdi; Zhang, Anru
1-Jan-2018Minimax-optimal privacy-preserving sparse PCA in distributed systemsGe, Jason; Wang, Zhaoran; Wang, Mengdi; Liu, Han