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06/05/2023
Nonlinear Distributionally Robust Optimization
This article focuses on a class of distributionally robust optimization ...
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12/02/2022
Fast Algorithm for Constrained Linear Inverse Problems
We consider the constrained Linear Inverse Problem (LIP), where a certai...
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05/01/2022
Adaptive Online Optimization with Predictions: Static and Dynamic Environments
In the past few years, Online Convex Optimization (OCO) has received not...
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05/25/2021
Principal Component Hierarchy for Sparse Quadratic Programs
We propose a novel approximation hierarchy for cardinality-constrained, ...
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01/07/2021
The Nonconvex Geometry of Linear Inverse Problems
The gauge function, closely related to the atomic norm, measures the com...
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08/11/2020
Security Versus Privacy
Linear queries can be submitted to a server containing private data. The...
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04/29/2020
Data-Assisted Model-Based Anomaly Detection for High-Fidelity Simulators of Power Systems
The main objective of this article is to develop scalable anomaly detect...
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11/08/2019
Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization
We introduce a distributionally robust minimium mean square error estima...
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08/23/2019
Wasserstein Distributionally Robust Optimization: Theory and Applications in Machine Learning
Many decision problems in science, engineering and economics are affecte...
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05/28/2019
Learning robust control for LQR systems with multiplicative noise via policy gradient
The linear quadratic regulator (LQR) problem has reemerged as an importa...
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09/24/2018
Wasserstein Distributionally Robust Kalman Filtering
We study a distributionally robust mean square error estimation problem ...
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08/28/2018
Distance Based Source Domain Selection for Sentiment Classification
Automated sentiment classification (SC) on short text fragments has rece...
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05/18/2018
Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator
We introduce a distributionally robust maximum likelihood estimation mod...
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10/27/2017
Regularization via Mass Transportation
The goal of regression and classification methods in supervised learning...
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09/30/2015