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Operations Research and Financial Engineering

Publication DateArticle TitleAuthor(s)
Dec-2014Primal and Dual Approximation Algorithms for Convex Vector Optimization ProblemsLöhne, Andreas; Rudloff, Birgit; Ulus, Firdevs
Dec-2014Consistent procedures for cluster tree estimation and pruningChaudhuri, Kamalika; Dasgupta, Sanjoy; Kpotufe, Samory; Luxburg, Ulrike von
14-Nov-2014A Characterization Theorem for Aumann IntegralsArarat, Çağın; Rudloff, Birgit
Nov-2014Conditional ergodicity in infinite dimensionTong, Xin Thomson; van Handel, Ramon
Oct-2014Comparison Theorems for Gibbs MeasuresRebeschini, Patrick; van Handel, Ramon
Oct-2014High Dimensional Semiparametric Scale-Invariant Principal Component AnalysisHan, Fang; Liu, Han
5-Sep-2014CHARIS science: Performance simulations for the Subaru Telescope's third-generation of exoplanet imaging instrumentation.Brandt, TD; McElwain, MW; Janson, M; Knapp, GR; Mede, K; et al
28-Aug-2014Shaped pupil design for future space telescopesRiggs, AJE; Zimmerman, N; Carlotti, A; Kasdin, NJ; Vanderbei, Robert J.
2-Aug-2014Diffractive analysis of limits of an occulter experimentSirbu, D; Kasdin, NJ; Vanderbei, Robert J.
Aug-2014Benson type algorithms for linear vector optimization and applicationsHamel, Andreas H.; Löhne, Andreas; Rudloff, Birgit
3-Jul-2014Spatially Varying Coefficient Model for Neuroimaging Data With Jump DiscontinuitiesZhu, Hongtu; Fan, Jianqing; Kong, Linglong
3-Jul-2014Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient ModelsFan, Jianqing; Ma, Yunbei; Dai, Wei
1-Jun-2014Challenges of Big Data analysisFan, J; Han, F; Liu, H
Jun-2014Endogeneity in high dimensionsFan, Jianqing; Liao, Yuan
Jun-2014Strong oracle optimality of folded concave penalized estimationFan, Jianqing; Xue, Lingzhou; Zou, Hui
May-2014Time consistency and risk averse dynamic decision models: Definition, interpretation and practical consequencesRudloff, Birgit; Street, Alexandre; Valladão, Davi M.
Mar-2014AN ALGORITHM FOR CALCULATING THE SET OF SUPERHEDGING PORTFOLIOS IN MARKETS WITH TRANSACTION COSTSLÖHNE, ANDREAS; RUDLOFF, BIRGIT
Feb-2014The fastclime Package for Linear Programming and Large-Scale Precision Matrix Estimation in R.Pang, Haotian; Liu, Han; Vanderbei, Robert J.
Feb-2014Adaptive robust variable selectionFan, Jianqing; Fan, Yingying; Barut, Emre
Feb-2014BSDEs with terminal conditions that have bounded Malliavin derivativeCheridito, Patrick; Nam, Kihun