
Principal Component Hierarchy for Sparse Quadratic Programs
We propose a novel approximation hierarchy for cardinalityconstrained, ...
read it

The Nonconvex Geometry of Linear Inverse Problems
The gauge function, closely related to the atomic norm, measures the com...
read it

Security Versus Privacy
Linear queries can be submitted to a server containing private data. The...
read it

DataAssisted ModelBased Anomaly Detection for HighFidelity Simulators of Power Systems
The main objective of this article is to develop scalable anomaly detect...
read it

Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization
We introduce a distributionally robust minimium mean square error estima...
read it

Wasserstein Distributionally Robust Optimization: Theory and Applications in Machine Learning
Many decision problems in science, engineering and economics are affecte...
read it

Learning robust control for LQR systems with multiplicative noise via policy gradient
The linear quadratic regulator (LQR) problem has reemerged as an importa...
read it

Wasserstein Distributionally Robust Kalman Filtering
We study a distributionally robust mean square error estimation problem ...
read it

Distance Based Source Domain Selection for Sentiment Classification
Automated sentiment classification (SC) on short text fragments has rece...
read it

Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator
We introduce a distributionally robust maximum likelihood estimation mod...
read it

Regularization via Mass Transportation
The goal of regression and classification methods in supervised learning...
read it

Distributionally Robust Logistic Regression
This paper proposes a distributionally robust approach to logistic regre...
read it
Peyman Mohajerin Esfahani
is this you? claim profile