| Publication | Date of Publication | Type |
|---|
Risk-Sensitive Deep RL: Variance-Constrained Actor-Critic Provably Finds Globally Optimal Policy Journal of the American Statistical Association | 2026-08-27 | Paper |
A smoothed augmented Lagrangian framework for convex optimization with nonsmooth constraints Journal of Scientific Computing | 2025-07-29 | Paper |
Data-driven compositional optimization in misspecified regimes Operations Research | 2025-07-17 | Paper |
Deep spatial Q-learning for infectious disease control Journal of Agricultural, Biological and Environmental Statistics | 2024-12-31 | Paper |
Nearly Dimension-Independent Sparse Linear Bandit over Small Action Spaces via Best Subset Selection Journal of the American Statistical Association | 2024-03-19 | Paper |
Nearly Dimension-Independent Sparse Linear Bandit over Small Action Spaces via Best Subset Selection Journal of the American Statistical Association | 2024-03-19 | Paper |
Robust matrix estimations meet Frank-Wolfe algorithm Machine Learning | 2023-08-22 | Paper |
Optimal, Two-Stage, Adaptive Enrichment Designs for Randomized Trials, using Sparse Linear Programming Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-07-08 | Paper |
Test of significance for high-dimensional longitudinal data The Annals of Statistics | 2020-12-14 | Paper |
| High-dimensional interactions detection with sparse principal Hessian matrix | 2020-10-05 | Paper |
High-dimensional interactions detection with sparse principal Hessian matrix (available as arXiv preprint) | 2020-10-05 | Paper |
Constructing a confidence interval for the fraction who benefit from treatment, using randomized trial data Biometrics | 2020-09-16 | Paper |
Blessing of massive scale: spatial graphical model estimation with a total cardinality constraint approach Mathematical Programming. Series A. Series B | 2019-06-26 | Paper |
Multilevel stochastic gradient methods for nested composition optimization SIAM Journal on Optimization | 2019-03-22 | Paper |
Accelerating Stochastic Composition Optimization (available as arXiv preprint) | 2018-04-17 | Paper |
| Accelerating Stochastic Composition Optimization | 2018-04-17 | Paper |
Testing and Confidence Intervals for High Dimensional Proportional Hazards Models Journal of the Royal Statistical Society Series B: Statistical Methodology | 2018-02-19 | Paper |
Max-norm optimization for robust matrix recovery Mathematical Programming. Series A. Series B | 2018-02-12 | Paper |
Max-norm optimization for robust matrix recovery Mathematical Programming. Series A. Series B | 2018-02-12 | Paper |
Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functions Mathematical Programming. Series A. Series B | 2017-02-03 | Paper |
Generalized alternating direction method of multipliers: new theoretical insights and applications Mathematical Programming Computation | 2015-07-31 | Paper |