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09/18/2023
Pivotal Estimation of Linear Discriminant Analysis in High Dimensions
We consider the linear discriminant analysis problem in the high-dimensi...
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02/08/2023
PASTA: Pessimistic Assortment Optimization
We consider a class of assortment optimization problems in an offline da...
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01/28/2023
Combinatorial Inference on the Optimal Assortment in Multinomial Logit Models
Assortment optimization has received active explorations in the past few...
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10/01/2021
Lagrangian Inference for Ranking Problems
We propose a novel combinatorial inference framework to conduct general ...
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08/15/2021
Implicit Regularization of Bregman Proximal Point Algorithm and Mirror Descent on Separable Data
Bregman proximal point algorithm (BPPA), as one of the centerpieces in t...
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06/16/2021
Pre-processing with Orthogonal Decompositions for High-dimensional Explanatory Variables
Strong correlations between explanatory variables are problematic for hi...
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12/28/2020
Risk-Sensitive Deep RL: Variance-Constrained Actor-Critic Provably Finds Globally Optimal Policy
While deep reinforcement learning has achieved tremendous successes in v...
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09/04/2020
Nearly Dimension-Independent Sparse Linear Bandit over Small Action Spaces via Best Subset Selection
We consider the stochastic contextual bandit problem under the high dime...
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06/07/2019
Inductive Bias of Gradient Descent based Adversarial Training on Separable Data
Adversarial training is a principled approach for training robust neural...
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01/23/2019
High-dimensional Interactions Detection with Sparse Principal Hessian Matrix
In statistical methods, interactions are the contributions from the prod...
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12/18/2017
Misspecified Nonconvex Statistical Optimization for Phase Retrieval
Existing nonconvex statistical optimization theory and methods crucially...
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09/24/2016
Max-Norm Optimization for Robust Matrix Recovery
This paper studies the matrix completion problem under arbitrary samplin...
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07/25/2016
Accelerating Stochastic Composition Optimization
Consider the stochastic composition optimization problem where the objec...
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12/16/2014
Testing and Confidence Intervals for High Dimensional Proportional Hazards Model
This paper proposes a decorrelation-based approach to test hypotheses an...
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11/14/2014