| Publication | Date of Publication | Type |
|---|
Revenue-maximizing auctions: a bidder's standpoint
Operations Research | 2022-12-01 | Paper |
Learning in repeated auctions
Foundations and Trends® in Machine Learning | 2022-06-03 | Paper |
Random matrices and high-dimensional statistics: beyond covariance matrices
Proceedings of the International Congress of Mathematicians (ICM 2018) | 2020-09-22 | Paper |
| Can we trust the bootstrap in high-dimensions? The case of linear models | 2018-11-21 | Paper |
Can we trust the bootstrap in high-dimensions? The case of linear models
(available as arXiv preprint) | 2018-11-21 | Paper |
Asymptotics for high dimensional regression \(M\)-estimates: fixed design results
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2018-11-21 | Paper |
Graph connection Laplacian and random matrices with random blocks
Information and Inference: A Journal of the IMA | 2018-02-19 | Paper |
On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2018-02-12 | Paper |
| Recent results about the largest eigenvalue of random covariance matrices and statistical application | 2017-09-27 | Paper |
Kernel density estimation with Berkson error
The Canadian Journal of Statistics | 2016-12-19 | Paper |
Graph connection Laplacian methods can be made robust to noise
The Annals of Statistics | 2016-02-22 | Paper |
Graph connection Laplacian methods can be made robust to noise
The Annals of Statistics | 2016-02-22 | Paper |
A Stochastic Smoothing Algorithm for Semidefinite Programming
SIAM Journal on Optimization | 2014-12-12 | Paper |
Weak Recovery Conditions from Graph Partitioning Bounds and Order Statistics
Mathematics of Operations Research | 2014-07-11 | Paper |
On the realized risk of high-dimensional Markowitz portfolios
SIAM Journal on Financial Mathematics | 2014-01-23 | Paper |
| Asymptotic behavior of unregularized and ridge-regularized high-dimensional robust regression estimators : rigorous results | 2013-11-11 | Paper |
Second order accurate distributed eigenvector computation for extremely large matrices
Electronic Journal of Statistics | 2013-05-27 | Paper |
Second order accurate distributed eigenvector computation for extremely large matrices
Electronic Journal of Statistics | 2013-05-27 | Paper |
| Multivariate statistics | 2012-01-05 | Paper |
| Geometric sensitivity of random matrix results: consequences for shrinkage estimators of covariance and related statistical methods | 2011-05-06 | Paper |
High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: risk underestimation
The Annals of Statistics | 2011-01-19 | Paper |
On information plus noise kernel random matrices
The Annals of Statistics | 2010-11-15 | Paper |
The spectrum of kernel random matrices
The Annals of Statistics | 2010-02-19 | Paper |
Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond
The Annals of Applied Probability | 2010-01-13 | Paper |
Operator norm consistent estimation of large-dimensional sparse covariance matrices
The Annals of Statistics | 2009-02-06 | Paper |
Spectrum estimation for large dimensional covariance matrices using random matrix theory
The Annals of Statistics | 2009-02-06 | Paper |
Tracy-Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices
The Annals of Probability | 2007-07-09 | Paper |
A rate of convergence result for the largest eigenvalue of complex white Wishart matrices
The Annals of Probability | 2007-04-10 | Paper |
| On the largest eigenvalue of Wishart matrices with identity covariance when n, p and p/n tend to infinity | 2003-09-22 | Paper |
