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Operations Research and Financial Engineering

Publication DateArticle TitleAuthor(s)
2013CODA: High dimensional Copula Discriminant AnalysisHan, Fang; Zhao, Tuo; Liu, Han
2013Markov Network Estimation From Multi-attribute DataKolar, Mladen; Liu, Han; Xing, Eric P.
2013Feature selection in high-dimensional classificationKolar, Mladen; Liu, Han
2013Robust Sparse Principal Component Regression under the High Dimensional Elliptical ModelHan, F; Liu, H
2013Principal component analysis on non-gaussian dependent dataHan, F; Liu, H
2013Sparse principal component analysis for high dimensional multivariate time seriesWang, Z; Han, F; Liu, H
2013Sparse precision matrix estimation with calibrationZhao, T; Liu, H
2013Transition Matrix Estimation in High Dimensional Time SeriesHan, F; Liu, H
2013BSΔEs and BSDEs with non-Lipschitz drivers: Comparison, convergence and robustnessCheridito, Patrick; Stadje, Mitja
1-Dec-2012Fully optimized shaped pupils: Preparation for a test at the Subaru telescopeCarlotti, A; Kasdin, NJ; Martinache, F; Vanderbei, Robert J.; Young, EJ; et al
1-Dec-2012The valuation of clean spread options: Linking electricity, emissions and fuelsCarmona, Rene; Coulon, M; Schwarz, D
1-Dec-2012Exponential Concentration for Mutual Information Estimation with Application to ForestsLiu, Han; Lafferty, John; Wasserman, Larry
Nov-2012On the exchange of intersection and supremum of σ-fields in filtering theoryvan Handel, Ramon
Nov-2012Sparse Estimation by Exponential WeightingRigollet, Philippe; Tsybakov, Alexandre B.
Oct-2012MINIMAX ESTIMATION OF LARGE COVARIANCE MATRICES UNDER l(1)-NORM COMMENTRigollet, Philippe; Tsybakov, Alexandre B.
24-Sep-2012Scientific Design of a High Contrast Integral Field Spectrograph for the Subaru TelescopeMcElwain, Michael W; Brandt, Timothy D; Janson, Markus; Knapp, Gillian R; Peters, Mary Anne; et al
Sep-2012A road to classification in high dimensional space: the regularized optimal affine discriminantFan, Jianqing; Feng, Yang; Tong, Xin
Sep-2012Estimating False Discovery Proportion Under Arbitrary Covariance DependenceFan, Jianqing; Han, Xu; Gu, Weijie
22-Aug-2012Technology demonstration of starshade manufacturing for NASA's Exoplanet Mission ProgramKasdin, NJ; Lisman, D; Shaklan, S; Thomson, M; Cady, E; et al
Aug-2012Ergodicity and stability of the conditional distributions of nondegenerate Markov chainsTong, Xin Thomson; van Handel, Ramon