Publication Date | Article Title | Author(s) |
2014 | Scale-Invariant Sparse PCA on High-Dimensional Meta-Elliptical Data | Han, Fang; Liu, Han |
2014 | Tighten after Relax: Minimax-Optimal Sparse PCA in Polynomial Time | Wang, Z; Lu, H; Liu, H |
2014 | Positive Semidefinite Rank-Based Correlation Matrix Estimation With Application to Semiparametric Graph Estimation | Zhao, Tuo; Roeder, Kathryn; Liu, Han |
2014 | Optimal computational and statistical rates of convergence for sparse nonconvex learning problems | Wang, Zhaoran; Liu, Han; Zhang, Tong |
2014 | Sparse Covariance Matrix Estimation With Eigenvalue Constraints | Liu, Han; Wang, Lie; Zhao, Tuo |
30-Dec-2013 | Monochromatic verification of high-contrast imaging with an occulter | Sirbu, Dan; Kasdin, N Jeremy; Vanderbei, Robert J |
8-Dec-2013 | The Self-Financing Equation in High Frequency Markets | Carmona, Rene; Webster, Kevin |
6-Dec-2013 | Probabilistic analysis of mean-field games | Carmona, Rene; Delarue, F |
Dec-2013 | Reward-Risk Ratios | Cheridito, Patrick; Kromer, Eduard |
1-Oct-2013 | Singular FBSDEs and scalar conservation laws driven by diffusion processes | Carmona, Rene; Delarue, F |
26-Sep-2013 | Hybrid coronagraphic design: Optimization of complex apodizers | Carlotti, A; Kasdin, NJ; Vanderbei, Robert J.; Riggs, AJE |
25-Mar-2014 | Progress on optical verification for occulter-based high contrast imaging | Sirbu, D; Kasdin, NJ; Vanderbei, Robert J. |
6-Mar-2019 | Shaped pupil coronagraphy with WFIRST-AFTA | Carlotti, A; Kasdin, NJ; Vanderbei, Robert J. |
Sep-2013 | Large covariance estimation by thresholding principal orthogonal complements | Fan, Jianqing; Liao, Yuan; Mincheva, Martina |
Sep-2013 | Time consistency of dynamic risk measures in markets with transaction costs | Feinstein, Zachary; Rudloff, Birgit |
14-Aug-2013 | Mean field forward-backward stochastic differential equations | Carmon, Rene; Delarue, F |
8-Aug-2013 | The local geometry of finite mixtures | Gassiat, Elisabeth; van Handel, Ramon |
Aug-2013 | Constructing sublinear expectations on path space | Nutz, Marcel; van Handel, Ramon |
Aug-2013 | Optimal detection of sparse principal components in high dimension | Berthet, Quentin; Rigollet, Philippe |
1-Jul-2013 | Duality and convergence for binomial markets with friction | Dolinsky, Y; Soner, H Mete |