| Publication Date | Article Title | Author(s) |
| Feb-2016 | Projected principal component analysis in factor models | Fan, Jianqing; Liao, Yuan; Wang, Weichen |
| Feb-2016 | An overview of the estimation of large covariance and precision matrices | Fan, Jianqing; Liao, Yuan; Liu, Han |
| 14-Jan-2016 | Shaped pupil Lyot coronagraphs: high-contrast solutions for restricted focal planes | Zimmerman, Neil T; Eldorado Riggs, AJ; Jeremy Kasdin, N; Carlotti, Alexis; Vanderbei, Robert J. |
| 2-Jan-2016 | Feature Augmentation via Nonparametrics and Selection (FANS) in High-Dimensional Classification | Fan, Jianqing; Feng, Yang; Jiang, Jiancheng; Tong, Xin |
| 1-Jan-2016 | Hedging under an expected loss constraint with small transaction costs | Bouchard, B; Moreau, L; Soner, H Mete |
| 1-Jan-2016 | Facelifting in utility maximization | Larsen, K; Soner, H Mete; Žitković, G |
| 1-Jan-2016 | Accelerating Stochastic Composition Optimization | Wang, Mengdi; Liu, Ji; Fang, Ethan X. |
| 1-Jan-2016 | A lasso-based sparse knowledge gradient policy for sequential optimal learning | Li, Yan; Liu, Han; Powell, Warren B. |
| 1-Jan-2016 | Blind attacks on machine learners | Beatson, Alex; Wang, Zhaoran; Liu, Han |
| 1-Jan-2016 | Portfolio optimization under local-stochastic volatility: Coefficient taylor series approximations and implied sharpe ratio | Lorigt, M; Sircar, Ronnie |
| 2016 | Blind attacks on machine learners | Beatson, Alex; Wang, Zhaoran; Liu, Han |
| 2016 | Some applications of polynomial optimization in operations research and real-time decision making | Ahmadi, AA; Majumdar, Anirudha |
| 2016 | Agnostic estimation for misspecified phase retrieval models | Neykov, Matey; Wang, Zhaoran; Liu, Han |
| 2016 | Accelerated Path-Following Iterative Shrinkage Thresholding Algorithm With Application to Semiparametric Graph Estimation | Zhao, Tuo; Liu, Han |
| 2016 | Joint estimation of multiple graphical models from high dimensional time series | Qiu, Huitong; Han, Fang; Liu, Han; Caffo, Brian |
| 2016 | Low-rank and sparse structure pursuit via alternating minimization | Gu, Quanquan; Wang, Zhaoran; Liu, Han |
| 2016 | A partially linear framework for massive heterogeneous data | Zhao, Tianqi; Cheng, Guang; Liu, Han |
| 2016 | Stochastic variance reduced optimization for nonconvex sparse learning | Li, X; Zhao, T; Arora, R; Liu, H; Haupt, J |
| 2016 | Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences | Cheridito, Patrick; Horst, Ulrich; Kupper, Michael; Pirvu, Traian A |
| 2016 | Gradients weights improve regression and classification | Kpotufe, S; Boularias, A; Schultz, T; Kim, K |
