54 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- National University of SingaporeSG11 papers
- Hong Kong Polytechnic UniversityHK5 papers
- Dongguan University of TechnologyCN2 papers
- Academy of Mathematics and Systems ScienceCN1 paper
- ARC Centre of Excellence for Mathematical and Statistical FrontiersAU1 paper
- Australian Research CouncilAU1 paper
- Centre for Quantum TechnologiesSG1 paper
- Chinese Academy of SciencesCN1 paper
- Humboldt-Universität zu BerlinDE1 paper
- Hunan UniversityCN1 paper
- Queensland University of TechnologyAU1 paper
- Suzhou Research InstituteCN1 paper
11 papers
Signal Analysis via the Stochastic Geometry of Spectrogram Level Sets
Subhroshekhar Ghosh, Meixia Lin, Dongfang Sun
Spectrograms are fundamental tools in time-frequency analysis, being the squared magnitude of the so-called short time Fourier transform (STFT). Signal analysis via spectrograms ha…
Optimal Adaptive Strategies for Sequential Quantum Hypothesis Testing
Yonglong Li, Vincent Y. F. Tan, Marco Tomamichel
We consider sequential hypothesis testing between two quantum states using adaptive and non-adaptive strategies. In this setting, samples of an unknown state are requested sequenti…
Learning Graph Laplacian with MCP
Yangjing Zhang, Kim-Chuan Toh, Defeng Sun
We consider the problem of learning a graph under the Laplacian constraint with a non-convex penalty: minimax concave penalty (MCP). For solving the MCP penalized graphical model,…
Limousine Service Management: Capacity Planning with Predictive Analytics and Optimization
Peng Liu, Ying Chen, Chung-Piaw Teo
The limousine service in luxury hotels is an integral component of the whole customer journey in the hospitality industry. One of the largest hotels in Singapore manages a fleet of…
Marginally-calibrated deep distributional regression
Nadja Klein, David J. Nott, Michael Stanley Smith
Deep neural network (DNN) regression models are widely used in applications requiring state-of-the-art predictive accuracy. However, until recently there has been little work on ac…
An Efficient Linearly Convergent Regularized Proximal Point Algorithm for Fused Multiple Graphical Lasso Problems
Ning Zhang, Yangjing Zhang, Defeng Sun +1
Nowadays, analysing data from different classes or over a temporal grid has attracted a great deal of interest. As a result, various multiple graphical models for learning a collec…
A Unified Algorithmic Framework of Symmetric Gauss-Seidel Decomposition based Proximal ADMMs for Convex Composite Programming
Liang Chen, Defeng Sun, Kim-Chuan Toh +1
This paper aims to present a fairly accessible generalization of several symmetric Gauss-Seidel decomposition based multi-block proximal alternating direction methods of multiplier…
Robust Bayesian Synthetic Likelihood via a Semi-Parametric Approach
Ziwen An, David J. Nott, Christopher Drovandi
Bayesian synthetic likelihood (BSL) is now a well established method for performing approximate Bayesian parameter estimation for simulation-based models that do not possess a trac…
An efficient Hessian based algorithm for solving large-scale sparse group Lasso problems
Yangjing Zhang, Ning Zhang, Defeng Sun +1
The sparse group Lasso is a widely used statistical model which encourages the sparsity both on a group and within the group level. In this paper, we develop an efficient augmented…
A Non-monotone Alternating Updating Method for A Class of Matrix Factorization Problems
Lei Yang, Ting Kei Pong, Xiaojun Chen
In this paper we consider a general matrix factorization model which covers a large class of existing models with many applications in areas such as machine learning and imaging sc…
Binary Funding Impacts in Derivative Valuation
Junbeom Lee, Chao Zhou
We discuss the binary nature of funding impact in derivative valuation. Under some conditions, funding is either a cost or a benefit, i.e., one of the lending/borrowing rates does…