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An approach to solve an unbalanced fully rough multi-objective fixed-charge transportation problem

Computational & applied mathematics, 2022-06, Vol.41 (4), Article 129

2022

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A Primer on Scientific Programming with Python

Langtangen, Hans Petter

5th ed. 2016, 2016

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A random forest guided tour

Test (Madrid, Spain), 2016-06, Vol.25 (2), p.197-227

2016

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Gaussian differential privacy

Journal of the Royal Statistical Society. Series B, Statistical methodology, 2022-02, Vol.84 (1), p.3-37

2022

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Statistical clustering of temporal networks through a dynamic stochastic block model

Journal of the Royal Statistical Society. Series B, Statistical methodology, 2017-09, Vol.79 (4), p.1119-1141

2017

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Sparse graphs using exchangeable random measures

Journal of the Royal Statistical Society. Series B, Statistical methodology, 2017-11, Vol.79 (5), p.1295-1366

2017

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Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property

Journal of econometrics, 2024-02, Vol.239 (2), p.105291, Article 105291

2024

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Bellman filtering and smoothing for state–space models

Journal of econometrics, 2024-01, Vol.238 (2), p.105632, Article 105632

Lange, Rutger-Jan

2024

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Linear and conic programming estimators in high dimensional errors-in-variables models

Journal of the Royal Statistical Society. Series B, Statistical methodology, 2017-06, Vol.79 (3), p.939-956

2017

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Inference on estimators defined by mathematical programming

Journal of econometrics, 2022-02, Vol.226 (2), p.248-268

2022

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What matters in differences between life trajectories: a comparative review of sequence dissimilarity measures

Journal of the Royal Statistical Society. Series A, Statistics in society, 2016-02, Vol.179 (2), p.481-511

2016

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MEAN-VARIANCE PORTFOLIO OPTIMIZATION WITH STATE-DEPENDENT RISK AVERSION

Mathematical finance, 2014-01, Vol.24 (1), p.1-24

2014

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Do not Blame Bellman: It Is Koopmans' Fault

Econometrica, 2024-01, Vol.92 (1), p.111-140

2024

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Dynamic programming approach to principal–agent problems

Finance and stochastics, 2018, Vol.22 (1), p.1-37

2018

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Maximin projection learning for optimal treatment decision with heterogeneous individualized treatment effects

Journal of the Royal Statistical Society. Series B, Statistical methodology, 2018-09, Vol.80 (4), p.681-702

2018

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Exact Monte Carlo likelihood-based inference for jump-diffusion processes

Journal of the Royal Statistical Society. Series B, Statistical methodology, 2023-07, Vol.85 (3), p.732-756

2023

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Generalized additive and index models with shape constraints

Journal of the Royal Statistical Society. Series B, Statistical methodology, 2016-09, Vol.78 (4), p.729-754

2016

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Hypothesis testing for automated community detection in networks

Journal of the Royal Statistical Society. Series B, Statistical methodology, 2016-01, Vol.78 (1), p.253-273

2016

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Smoothed quantile regression with large-scale inference

Journal of econometrics, 2023-02, Vol.232 (2), p.367-388

2023

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Continuous‐time mean–variance portfolio selection: A reinforcement learning framework

Mathematical finance, 2020-10, Vol.30 (4), p.1273-1308

2020

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Sparse quantile regression

Journal of econometrics, 2023-08, Vol.235 (2), p.2195-2217

2023

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Optimal, two‐stage, adaptive enrichment designs for randomized trials, using sparse linear programming

Journal of the Royal Statistical Society. Series B, Statistical methodology, 2020-07, Vol.82 (3), p.749-772

2020

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Permutation-based true discovery guarantee by sum tests

Journal of the Royal Statistical Society. Series B, Statistical methodology, 2023-07, Vol.85 (3), p.664-683

2023

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Robust optimal reinsurance–investment strategy with price jumps and correlated claims

Insurance, mathematics & economics, 2020-05, Vol.92, p.27-46

2020

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Partial identification in nonseparable binary response models with endogenous regressors

Journal of econometrics, 2023-08, Vol.235 (2), p.528-562

2023

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An approach to solve an unbalanced fully rough multi-objective fixed-charge transportation problem

A Primer on Scientific Programming with Python

A random forest guided tour

Gaussian differential privacy

Statistical clustering of temporal networks through a dynamic stochastic block model

Sparse graphs using exchangeable random measures

Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property

Bellman filtering and smoothing for state–space models

Linear and conic programming estimators in high dimensional errors-in-variables models

Inference on estimators defined by mathematical programming

What matters in differences between life trajectories: a comparative review of sequence dissimilarity measures

MEAN-VARIANCE PORTFOLIO OPTIMIZATION WITH STATE-DEPENDENT RISK AVERSION

Do not Blame Bellman: It Is Koopmans' Fault

Dynamic programming approach to principal–agent problems

Maximin projection learning for optimal treatment decision with heterogeneous individualized treatment effects

Exact Monte Carlo likelihood-based inference for jump-diffusion processes

Generalized additive and index models with shape constraints

Hypothesis testing for automated community detection in networks

Smoothed quantile regression with large-scale inference

Continuous‐time mean–variance portfolio selection: A reinforcement learning framework

Sparse quantile regression

Optimal, two‐stage, adaptive enrichment designs for randomized trials, using sparse linear programming

Permutation-based true discovery guarantee by sum tests

Robust optimal reinsurance–investment strategy with price jumps and correlated claims

Partial identification in nonseparable binary response models with endogenous regressors

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