Skip to main content

Operations Research and Financial Engineering

Publication DateArticle TitleAuthor(s)
2016Accelerated Path-Following Iterative Shrinkage Thresholding Algorithm With Application to Semiparametric Graph EstimationZhao, Tuo; Liu, Han
1-Dec-2015A Direct Estimation of High Dimensional Stationary Vector AutoregressionsHan, Fang; Lu, Huanran; Liu, Han
18-Nov-2015Online learning in repeated auctionsWeed, Jonathan; Perchet, Vianney; Rigollet, Philippe
Oct-2015Can local particle filters beat the curse of dimensionality?Rebeschini, Patrick; van Handel, Ramon
16-Sep-2015Shaped pupil Lyot coronagraph designs for WFIRST/AFTAZimmerman, NT; Riggs, AJE; Kasdin, NJ; Carlotti, A; Vanderbei, Robert J.
15-Sep-2015Scaling relation for occulter manufacturing errorsSirbu, D; Shaklan, SB; Kasdin, NJ; Vanderbei, Robert J.
Sep-2015Sparsifying the Fisher linear discriminant by rotationHao, Ning; Dong, Bin; Fan, Jianqing
Aug-2015QUADRO: A supervised dimension reduction method via Rayleigh quotient optimizationFan, Jianqing; Ke, Zheng Tracy; Liu, Han; Xia, Lucy
Aug-2015Calibrated Multivariate Regression with Application to Neural Semantic Basis DiscoveryLiu, Han; Wang, Lie; Zhao, Tuo
30-Jul-2015Which young tableaux can represent an outer sum?Mallows, C; Vanderbei, Robert J.
Jun-2015Risks of large portfoliosFan, Jianqing; Liao, Yuan; Shi, Xiaofeng
Jun-2015A Distributed Tracking Algorithm for Reconstruction of Graph SignalsWang, Xiaohan; Wang, Mengdi; Gu, Yuantao
May-2015On the dual of the solvency coneLöhne, Andreas; Rudloff, Birgit
Apr-2015Averaging random projection: A fast online solution for large-scale constrained stochastic optimizationLiu, Jialin; Gu, Yuantao; Wang, Mengdi
6-Feb-2015Generalized Alternating Direction Method of Multipliers: New Theoretical Insights and ApplicationsFang, Ethan X.; He, Bingsheng; Liu, Han; Yuan, Xiaoming
2-Jan-2015Homogeneity PursuitKe, Zheng Tracy; Fan, Jianqing; Wu, Yichao
2-Jan-2015Multi-Agent Inference in Social Networks: A Finite Population Learning ApproachFan, Jianqing; Tong, Xin; Zeng, Yao
1-Jan-2015Design of a laboratory testbed for external occulters at flight Fresnel numbersKim, Y; Galvin, M; Kasdin, NJ; Vanderbei, Robert J.; Ryu, D; et al
1-Jan-2015A nonconvex optimization framework for low rank matrix estimationZhao, Tuo; Wang, Zhaoran; Liu, Han
1-Jan-2015Local smoothness in variance reduced optimizationVainsencher, Daniel; Liu, Han; Zhang, Tong