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Operations Research and Financial Engineering

Publication DateArticle TitleAuthor(s)
1-Oct-2018Identification and adaptive control of a high-contrast focal plane wavefront correction systemSun, H; Kasdin, N Jeremy; Vanderbei, Robert
Aug-2018LARGE COVARIANCE ESTIMATION THROUGH ELLIPTICAL FACTOR MODELS.Fan, Jianqing; Liu, Han; Wang, Weichen
3-Jul-2018Inference in Linear Regression Models with Many Covariates and HeteroscedasticityCattaneo, Matias D; Jansson, M; Newey, WK
8-Jun-2018A Supermartingale Relation for Multivariate Risk MeasuresFeinstein, Zachary; Rudloff, Birgit
Jun-2018ARE DISCOVERIES SPURIOUS? DISTRIBUTIONS OF MAXIMUM SPURIOUS CORRELATIONS AND THEIR APPLICATIONS.Fan, Jianqing; Shao, Qi-Man; Zhou, Wen-Xin
1-May-2018Risk-averse approximate dynamic programming with quantile-based risk measuresJiang, DR; Powell, William B
May-2018Partial Consistency with Sparse Incidental Parameters.Fan, Jianqing; Tang, Runlong; Shi, Xiaofeng
3-Apr-2018On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric InferenceCalonico, S; Cattaneo, Matias D; Farrell, MH
3-Apr-2018I-LAMM FOR SPARSE LEARNING: SIMULTANEOUS CONTROL OF ALGORITHMIC COMPLEXITY AND STATISTICAL ERROR.Fan, Jianqing; Liu, Han; Sun, Qiang; Zhang, Tong
1-Apr-2018Alternative asymptotics and the partially linear model with many regressorsCattaneo, MD; Jansson, M; Newey, WK
1-Mar-2018Constrained Optimal TransportEkren, I; Soner, H Mete
22-Feb-2018Pathwise coordinate optimization for sparse learning: Algorithm and theoryZhao, T; Liu, H; Zhang, T
2-Jan-2018ECA: High Dimensional Elliptical Component Analysis in Non-Gaussian DistributionsHan, Fang; Liu, Han
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
1-Jan-2018Apodized pupil Lyot coronagraphs designs for future segmented space telescopesSt Laurent, K; Fogarty, K; Zimmerman, NT; N'Diaye, M; Stark, CC; et al
1-Jan-2018A knowledge gradient policy for sequencing experiments to identify the structure of RNA molecules using a sparse additive belief modelLi, Y; Reyes, KG; Vazquez-Anderson, J; Wang, Y; Contreras, LM; et al
1-Jan-2018Finite-time analysis for the knowledge-gradient policyWang, Y; Powell, William B
1-Jan-2018Optimal learning for stochastic optimization with nonlinear parametric belief modelsHe, X; Powell, William B
1-Jan-2018Regularized decomposition of high-dimensional multistage stochastic programs with Markov uncertaintyAsamov, T; Powell, William B