Publication Date | Article Title | Author(s) |
1-Jan-2015 | Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional Case | Possamaï, D; Soner, H Mete; Touzi, N |
1-Jan-2015 | On the Influence of the Seed Graph in the Preferential Attachment Model | Bubeck, Sebastien; Mossel, Elchanan; Racz, Miklos Z |
1-Jan-2015 | From Smile Asymptotics To Market Risk Measures | Sircar, Ronnie; Sturm, S |
Jan-2015 | Multi-portfolio time consistency for set-valued convex and coherent risk measures | Feinstein, Zachary; Rudloff, Birgit |
2015 | Power Enhancement in High-Dimensional Cross-Sectional Tests | Fan, Jianqing; Liao, Yuan; Yao, Jiawei |
2015 | Phase transitions in nonlinear filtering | Rebeschini, Patrick; van Handel, Ramon |
2015 | Local smoothness in variance reduced optimization | Vainsencher, Daniel; Liu, Han; Zhang, Tong |
2015 | Non-convex statistical optimization for sparse tensor graphical model | Sun, W; Wang, Z; Liu, Han; Cheng, G |
2015 | Multidimensional quadratic and subquadratic BSDEs with special structure | Cheridito, Patrick; Nam, Kihun |
2015 | Hierarchical label queries with data-dependent partitions | Kpotufe, S; Urner, R; Ben-David, S |
2015 | Optimal linear estimation under unknown nonlinear transform | Yi, X; Wang, Z; Caramanis, C; Liu, H |
2015 | High dimensional EM algorithm: Statistical optimization and asymptotic normality | Wang, Z; Gu, Q; Ning, Y; Liu, H |
2015 | DeepDriving: Learning Affordance for Direct Perception in Autonomous Driving | Chen, Chenyi; Seff, Ari; Kornhauser, Alain; Xiao, Jianxiong |
2015 | Optimal Learning in Experimental Design Using the Knowledge Gradient Policy with Application to Characterizing Nanoemulsion Stability | Chen, Si; Reyes, Kristofer-Roy G; Gupta, Maneesh K; McAlpine, Michael C; Powell, Warren B |
2015 | The flare Package for High Dimensional Linear Regression and Precision Matrix Estimation in R | Li, Xingguo; Zhao, Tuo; Yuan, Xiaoming; Liu, Han |
2015 | Robust estimation of transition matrices in high dimensional heavy-tailed vector autoregressive processes | Qiu, H; Xu, S; Han, F; Liu, H; Caffo, B |
2015 | Robust portfolio optimization | Qiu, H; Han, F; Liu, H; Caffo, B |
2015 | Conditional Analysis on ℝ𝑑 | Cheridito, Patrick; Kupper, Michael; Vogelpoth, Nicolas |
Dec-2014 | Covariate assisted screening and estimation | Ke, Zheng Tracy; Jin, Jiashun; Fan, Jianqing |
Dec-2014 | Calibrated Precision Matrix Estimation for High-Dimensional Elliptical Distributions | Zhao, Tuo; Liu, Han |