Statistical optimization in high dimensions
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Publication:2830768
DOI10.1287/OPRE.2016.1504zbMATH Open1348.90509OpenAlexW2467817358MaRDI QIDQ2830768FDOQ2830768
Authors: Huan Xu, Constantine Caramanis, Shie Mannor 
Publication date: 31 October 2016
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.2016.1504
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Cites Work
- Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
- Support-vector networks
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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- Just relax: convex programming methods for identifying sparse signals in noise
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- The Price of Robustness
- Robust solutions of uncertain linear programs
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- Data-driven robust optimization
- The data-driven newsvendor problem: new bounds and insights
- Robust Regression and Lasso
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
Cited In (10)
- Optimal portfolio diversification via independent component analysis
- A statistical multivariable optimization method using improved orthogonal algorithm based on large data
- Gradient estimation with simultaneous perturbation and compressive sensing
- L0-Regularized Learning for High-Dimensional Additive Hazards Regression
- High-dimensional optimization and probability. With a view towards data science
- Robust randomized optimization with \(k\) nearest neighbors
- Predicting solutions of large-scale optimization problems via machine learning: a case study in blood supply chain management
- Some optimization problems in multivariate statistics
- Nonsparse learning with latent variables
- Control-based algorithms for high dimensional online learning
Uses Software
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