| Publication Date | Article Title | Author(s) |
| 1-Jan-2018 | Optimal learning for stochastic optimization with nonlinear parametric belief models | He, X; Powell, William B |
| 1-Jan-2018 | Portfolio benchmarking under drawdown constraint and stochastic sharpe ratio | Agarwal, A; Sircar, Ronnie |
| Jan-2018 | Heterogeneity adjustment with applications to graphical model inference. | Fan, Jianqing; Liu, Han; Wang, Weichen; Zhu, Ziwei |
| Jan-2018 | Embracing the Blessing of Dimensionality in Factor Models. | Li, Quefeng; Cheng, Guang; Fan, Jianqing; Wang, Yuyan |
| 2018 | Dimensionality Reduction for Stationary Time Series via Stochastic Nonconvex Optimization | Chen, Minshuo; Yang, Lin F.; Wang, Mengdi; Zhao, Tuo |
| 2018 | Sensitivity of the Eisenberg-Noe clearing vector to individual interbank liabilities | Feinstein, Zachary; Pang, Weijie; Rudloff, Birgit; Schaanning, Eric; Sturm, Stephan; et al |
| 2018 | Max-norm optimization for robust matrix recovery | Fang, Ethan X; Liu, Han; Toh, Kim-Chuan; Zhou, Wen-Xin |
| 2018 | Near-optimal stochastic approximation for online principal component estimation | Li, CJ; Wang, Mengdi; Liu, Han; Zhang, T |
| 2018 | Quickshift++: Provably Good Initializations for Sample-Based Mean Shift | Jiang, Heinrich; Jang, Jennifer; Kpotufe, Samory |
| 2018 | Pac-bayes tree: Weighted subtrees with guarantees | Nguyen, T; Kpotufe, S |
| 2018 | Post-regularization inference for time-varying nonparanormal graphical models | Lu, J; Kolar, M; Liu, H |
| 2018 | An Adaptive Strategy for Active Learning with Smooth Decision Boundary | Locatelli, Andrea; Carpentier, Alexandra; Kpotufe, Samory |
| Dec-2017 | Sufficient Forecasting Using Factor Models. | Fan, Jianqing; Xue, Lingzhou; Yao, Jiawei |
| 17-Oct-2017 | Accelerating Stochastic Composition Optimization | Wang, Mengdi; Liu, Ji; Fang, Ethan X. |
| Sep-2017 | Set-valued shortfall and divergence risk measures | Ararat, Çağın; Hamel, Andreas H.; Rudloff, Birgit |
| Sep-2017 | Estimation of the false discovery proportion with unknown dependence | Fan, Jianqing; Han, Xu |
| 1-Aug-2017 | Mean Field Games of Timing and Models for Bank Runs | Carmona, Rene; Delarue, F; Lacker, D |
| 1-Aug-2017 | An Alternative Approach to Mean Field Game with Major and Minor Players, and Applications to Herders Impacts | Carmona, Rene; Wang, P |
| 1-Jul-2017 | Braess's paradox for the spectral gap in random graphs and delocalization of eigenvectors | Eldan, R; Rácz, Miklos Z; Schramm, T |
| 1-May-2017 | Convex duality with transaction costs | Dolinsky, Y; Soner, H Mete |
