Xi Chen

Anton J. Kleywegt

Oper. Res., 2024

Robust Dynamic Assortment Optimization in the Presence of Outlier Customers.

[BibT_eX]

[DOI]

Akshay Krishnamurthy

Oper. Res., 2024

SoK: MEV Countermeasures.

[BibT_eX]

[DOI]

Proceedings of the Workshop on Decentralized Finance and Security, 2024

2023

Robust Dynamic Pricing with Demand Learning in the Presence of Outlier Customers.

[BibT_eX]

[DOI]

Oper. Res., July, 2023

Active Learning for Contextual Search with Binary Feedback.

[BibT_eX]

[DOI]

Quanquan Liu

Manag. Sci., April, 2023

Differential Privacy in Personalized Pricing with Nonparametric Demand Models.

[BibT_eX]

[DOI]

Sentao Miao

Oper. Res., March, 2023

Utility Fairness in Contextual Dynamic Pricing with Demand Learning.

[BibT_eX]

[DOI]

David Simchi-Levi

CoRR, 2023

Combinatorial Inference on the Optimal Assortment in the Multinomial Logit Model.

[BibT_eX]

[DOI]

Proceedings of the 24th ACM Conference on Economics and Computation, 2023

MEV Makes Everyone Happy under Greedy Sequencing Rule.

[BibT_eX]

[DOI]

Proceedings of the 2023 Workshop on Decentralized Finance and Security, 2023

2022

Asymptotically Optimal Sequential Design for Rank Aggregation.

[BibT_eX]

[DOI]

Yunxiao Chen

Xiaoou Li

Math. Oper. Res., 2022

Privacy-Preserving Dynamic Personalized Pricing with Demand Learning.

[BibT_eX]

[DOI]

David Simchi-Levi

Manag. Sci., 2022

A Statistical Learning Approach to Personalization in Revenue Management.

[BibT_eX]

[DOI]

Manag. Sci., 2022

Accelerating Adaptive Cubic Regularization of Newton's Method via Random Sampling.

[BibT_eX]

[DOI]

J. Mach. Learn. Res., 2022

SoK: MEV Countermeasures: Theory and Practice.

[BibT_eX]

[DOI]

CoRR, 2022

Bayesian-Nash-Incentive-Compatible Mechanism for Blockchain Transaction Fee Allocation.

[BibT_eX]

[DOI]

Zishuo Zhao

CoRR, 2022

Fairness-aware Network Revenue Management with Demand Learning.

[BibT_eX]

[DOI]

CoRR, 2022

Dynamic Car Dispatching and Pricing: Revenue and Fairness for Ridesharing Platforms.

[BibT_eX]

[DOI]

Proceedings of the Thirty-First International Joint Conference on Artificial Intelligence, 2022

2021

Optimal Policy for Dynamic Assortment Planning Under Multinomial Logit Models.

[BibT_eX]

[DOI]

Math. Oper. Res., 2021

The Discrete Moment Problem with Nonconvex Shape Constraints.

[BibT_eX]

[DOI]

Simai He

Bo Jiang

Christopher Thomas Ryan

Teng Zhang

Oper. Res., 2021

Tight Regret Bounds for Infinite-armed Linear Contextual Bandits.

[BibT_eX]

[DOI]

Proceedings of the 24th International Conference on Artificial Intelligence and Statistics, 2021

2020

Dynamic Assortment Optimization with Changing Contextual Information.

[BibT_eX]

[DOI]

J. Mach. Learn. Res., 2020

Uncertainty Quantification for Demand Prediction in Contextual Dynamic Pricing.

[BibT_eX]

[DOI]

CoRR, 2020

DoubleEnsemble: A New Ensemble Method Based on Sample Reweighting and Feature Selection for Financial Data Analysis.

[BibT_eX]

[DOI]

Proceedings of the 20th IEEE International Conference on Data Mining, 2020

2019

Technical Note - Nonstationary Stochastic Optimization Under Lp, q-Variation Measures.

[BibT_eX]

[DOI]

Yu-Xiang Wang

Oper. Res., 2019

Optimal Design of Process Flexibility for General Production Systems.

[BibT_eX]

[DOI]

Oper. Res., 2019

Large-Scale Markov Decision Problems via the Linear Programming Dual.

[BibT_eX]

[DOI]

CoRR, 2019

2018

Optimal Instance Adaptive Algorithm for the Top-K Ranking Problem.

[BibT_eX]

[DOI]

IEEE Trans. Inf. Theory, 2018

A note on a tight lower bound for capacitated MNL-bandit assortment selection models.

[BibT_eX]

[DOI]

Oper. Res. Lett., 2018

Dynamic Assortment Selection under the Nested Logit Models.

[BibT_eX]

[DOI]

CoRR, 2018

A Nearly Instance Optimal Algorithm for Top-k Ranking under the Multinomial Logit Model.

[BibT_eX]

[DOI]

Yuanzhi Li

Jieming Mao

Proceedings of the Twenty-Ninth Annual ACM-SIAM Symposium on Discrete Algorithms, 2018

Near-Optimal Policies for Dynamic Multinomial Logit Assortment Selection Models.

[BibT_eX]

[DOI]

Proceedings of the Advances in Neural Information Processing Systems 31: Annual Conference on Neural Information Processing Systems 2018, 2018

2017

Wasserstein Distributional Robustness and Regularization in Statistical Learning.

[BibT_eX]

[DOI]

Rui Gao

Anton J. Kleywegt

CoRR, 2017

A Note on Tight Lower Bound for MNL-Bandit Assortment Selection Models.

[BibT_eX]

[DOI]

CoRR, 2017

Non-stationary Stochastic Optimization with Local Spatial and Temporal Changes.

[BibT_eX]

[DOI]

Yu-Xiang Wang

CoRR, 2017

A Nearly Instance Optimal Algorithm for Top-k Ranking under the Multinomial Logit Model.

[BibT_eX]

[DOI]

Yuanzhi Li

Jieming Mao

CoRR, 2017

Competitive analysis of the top-K ranking problem.

[BibT_eX]

[DOI]

Proceedings of the Twenty-Eighth Annual ACM-SIAM Symposium on Discrete Algorithms, 2017

Adaptive Multiple-Arm Identification.

[BibT_eX]

[DOI]

Proceedings of the 34th International Conference on Machine Learning, 2017

2016

Competitive analysis of the top-K ranking problem.

[BibT_eX]

[DOI]

CoRR, 2016

2015

A trade execution model under a composite dynamic coherent risk measure.

[BibT_eX]

[DOI]

Oper. Res. Lett., 2015

Optimal Sparse Designs for Process Flexibility via Probabilistic Expanders.

[BibT_eX]

[DOI]

Jiawei Zhang

Oper. Res., 2015

2014

A smoothing stochastic gradient method for composite optimization.

[BibT_eX]

[DOI]

Optim. Methods Softw., 2014

A sparsity preserving stochastic gradient methods for sparse regression.

[BibT_eX]

[DOI]

Comput. Optim. Appl., 2014

Optimal PAC Multiple Arm Identification with Applications to Crowdsourcing.

[BibT_eX]

[DOI]

Jian Li

Proceedings of the 31th International Conference on Machine Learning, 2014

2013

Learning with Sparcity: Structures, Optimization and Applications.

[BibT_eX]

[DOI]

PhD thesis, 2013

Variance Reduction for Stochastic Gradient Optimization.

[BibT_eX]

[DOI]

Proceedings of the Advances in Neural Information Processing Systems 26: 27th Annual Conference on Neural Information Processing Systems 2013. Proceedings of a meeting held December 5-8, 2013

2012

Structured Sparse Canonical Correlation Analysis.

[BibT_eX]

[DOI]

Han Liu

Jaime G. Carbonell

Proceedings of the Fifteenth International Conference on Artificial Intelligence and Statistics, 2012

Adaptive Multi-task Sparse Learning with an Application to fMRI Study.

[BibT_eX]

[DOI]

Proceedings of the Twelfth SIAM International Conference on Data Mining, 2012

Optimal Regularized Dual Averaging Methods for Stochastic Optimization.

[BibT_eX]

[DOI]

Proceedings of the Advances in Neural Information Processing Systems 25: 26th Annual Conference on Neural Information Processing Systems 2012. Proceedings of a meeting held December 3-6, 2012

Group Sparse Additive Models.

[BibT_eX]

[DOI]

Junming Yin

Eric P. Xing

Proceedings of the 29th International Conference on Machine Learning, 2012

2011

Smoothing Proximal Gradient Method for General Structured Sparse Learning.

[BibT_eX]

[DOI]

Proceedings of the UAI 2011, 2011

Sparse Latent Semantic Analysis.

[BibT_eX]

[DOI]

Proceedings of the Eleventh SIAM International Conference on Data Mining, 2011

Direct Robust Matrix Factorizatoin for Anomaly Detection.

[BibT_eX]

[DOI]

Liang Xiong

Jeff G. Schneider

Proceedings of the 11th IEEE International Conference on Data Mining, 2011

2010

An Efficient Proximal-Gradient Method for Single and Multi-task Regression with Structured Sparsity

[BibT_eX]

[DOI]

CoRR, 2010

Graph-Structured Multi-task Regression and an Efficient Optimization Method for General Fused Lasso

[BibT_eX]

[DOI]

CoRR, 2010

Temporal Collaborative Filtering with Bayesian Probabilistic Tensor Factorization.

[BibT_eX]

[DOI]

Proceedings of the SIAM International Conference on Data Mining, 2010

Graph-Valued Regression.

[BibT_eX]

[DOI]

Proceedings of the Advances in Neural Information Processing Systems 23: 24th Annual Conference on Neural Information Processing Systems 2010. Proceedings of a meeting held 6-9 December 2010, 2010

Multivariate Dyadic Regression Trees for Sparse Learning Problems.

[BibT_eX]

[DOI]

Han Liu

Proceedings of the Advances in Neural Information Processing Systems 23: 24th Annual Conference on Neural Information Processing Systems 2010. Proceedings of a meeting held 6-9 December 2010, 2010

Learning Preferences with Millions of Parameters by Enforcing Sparsity.

[BibT_eX]

[DOI]

Proceedings of the ICDM 2010, 2010

Learning Spatial-Temporal Varying Graphs with Applications to Climate Data Analysis.

[BibT_eX]

[DOI]

Proceedings of the Twenty-Fourth AAAI Conference on Artificial Intelligence, 2010

2009

Nonparametric Greedy Algorithms for the Sparse Learning Problem.

[BibT_eX]

[DOI]

Han Liu