Publication Date | Article Title | Author(s) |
2016 | An improved convergence analysis of cyclic block coordinate descent-type methods for strongly convex minimization | Li, X; Zhao, T; Arora, R; Liu, H; Hong, M |
2016 | Replicates in high dimensions, with applications to latent variable graphical models | Tan, Kean Ming; Ning, Yang; Witten, Daniela M; Liu, Han |
2016 | Sparse median graphs estimation in a high-dimensional semiparametric model | Han, Fang; Han, Xiaoyan; Liu, Han; Caffo, Brian |
2016 | Stochastic variance reduced optimization for nonconvex sparse learning | Li, X; Zhao, T; Arora, R; Liu, H; Haupt, J |
2016 | Gradients weights improve regression and classification | Kpotufe, S; Boularias, A; Schultz, T; Kim, K |
2016 | Asymptotic analysis of forward performance processes in incomplete markets and their ill-posed HJB equations | Shkolnikov, Mykhaylo; Sircar, Ronnie; Zariphopoulou, Thaleia |
2016 | Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences | Cheridito, Patrick; Horst, Ulrich; Kupper, Michael; Pirvu, Traian A |
1-Dec-2015 | A Direct Estimation of High Dimensional Stationary Vector Autoregressions | Han, Fang; Lu, Huanran; Liu, Han |
Dec-2015 | An Approximate Dynamic Programming Algorithm for Monotone Value Functions | Jiang, Daniel R; Powell, Warren B |
18-Nov-2015 | Online learning in repeated auctions | Weed, Jonathan; Perchet, Vianney; Rigollet, Philippe |
9-Nov-2015 | Beta-gamma tail asymptotics | Pitman, J; Rácz, Miklos Z |
Oct-2015 | Can local particle filters beat the curse of dimensionality? | Rebeschini, Patrick; van Handel, Ramon |
16-Sep-2015 | Shaped pupil Lyot coronagraph designs for WFIRST/AFTA | Zimmerman, NT; Riggs, AJE; Kasdin, NJ; Carlotti, A; Vanderbei, Robert J. |
15-Sep-2015 | Scaling relation for occulter manufacturing errors | Sirbu, D; Shaklan, SB; Kasdin, NJ; Vanderbei, Robert J. |
Sep-2015 | Sparsifying the Fisher linear discriminant by rotation | Hao, Ning; Dong, Bin; Fan, Jianqing |
Sep-2015 | Distributed Estimation and Inference with Statistical Guarantees | Battey, Heather; Fan, Jianqing; Liu, Han; Lu, Junwei; Zhu, Ziwei |
Aug-2015 | QUADRO: A supervised dimension reduction method via Rayleigh quotient optimization | Fan, Jianqing; Ke, Zheng Tracy; Liu, Han; Xia, Lucy |
Aug-2015 | Calibrated Multivariate Regression with Application to Neural Semantic Basis Discovery | Liu, Han; Wang, Lie; Zhao, Tuo |
Aug-2015 | Optimal Hour-Ahead Bidding in the Real-Time Electricity Market with Battery Storage Using Approximate Dynamic Programming | Jiang, Daniel R; Powell, Warren B |
30-Jul-2015 | Which young tableaux can represent an outer sum? | Mallows, C; Vanderbei, Robert J. |