Publication Date | Article Title | Author(s) |
1-Apr-2017 | TRADING WITH SMALL PRICE IMPACT | Moreau, L; Muhle-Karbe, J; Soner, H Mete |
1-Mar-2017 | Hedging with temporary price impact | Bank, P; Soner, H Mete; Voß, M |
Mar-2017 | High dimensional semiparametric latent graphical model for mixed data | Fan, Jianqing; Liu, Han; Ning, Yang; Zou, Hui |
Feb-2017 | A general theory of hypothesis tests and confidence regions for sparse high dimensional models | Ning, Yang; Liu, Han |
1-Jan-2017 | Finite-sum Composition Optimization via Variance Reduced Gradient Descent | Lian, Xiangru; Wang, Mengdi; Liu, Ji |
1-Jan-2017 | Parametric simplex method for sparse learning | Pang, H; Vanderbei, Robert; Liu, H; Zhao, T |
1-Jan-2017 | Simulation of implied volatility surfaces via tangent Lévy models | Carmona, Rene; Ma, Y; Nadtochiy, S |
1-Jan-2017 | Optimal consumption and investment with fixed and proportional transaction costs | Altarovici, A; Reppen, M; Soner, H Mete |
1-Jan-2017 | Basic models and questions in statistical network analysis | Rácz, Miklos Z; Bubeck, S |
Jan-2017 | Estimation of high dimensional mean regression in the absence of symmetry and light tail assumptions | Fan, Jianqing; Li, Quefeng; Wang, Yuyan |
2017 | Diffusion Approximations for Online Principal Component Estimation and Global Convergence | Li, Chris Junchi; Wang, Mengdi; Liu, Han; Zhang, Tong |
2017 | Modal-set estimation with an application to clustering | Jiang, Heinrich; Kpotufe, Samory |
2017 | Lipschitz Density-Ratios, Structured Data, and Data-driven Tuning | Kpotufe, S |
2017 | Time-Accuracy Tradeoffs in Kernel Prediction: Controlling Prediction Quality | Kpotufe, S; Verma, N |
2017 | Provable sparse tensor decomposition | Sun, Will Wei; Lu, Junwei; Liu, Han; Cheng, Guang |
2017 | Mining Massive Amounts of Genomic Data: A Semiparametric Topic Modeling Approach | Fang, EX; Li, MD; Jordan, MI; Liu, H |
2017 | Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functions | Wang, Mengdi; Fang, Ethan X; Liu, Han |
2017 | Statistical analysis of latent generalized correlation matrix estimation in transelliptical distribution | Han, Fang; Liu, Han |
2017 | TIGER: A tuning-insensitive approach for optimally estimating Gaussian graphical models | Liu, Han; Wang, Lie |
2017 | Adaptivity to Noise Parameters in Nonparametric Active Learning | Locatelli, Andrea; Carpentier, Alexandra; Kpotufe, Samory |