24 citations · 69 across the 18 of their papers we have counts for
Showing 2018Show all
3 papers · 1 filter
math.OC2018★ 24 cited
On Distributionally Robust Chance Constrained Programs with Wasserstein Distance
Weijun Xie
This paper studies a distributionally robust chance constrained program (DRCCP) with Wasserstein ambiguity set, where the uncertain constraints should be satisfied with a probabili…
stat.CO2018★ 1 cited
Scalable Algorithms for the Sparse Ridge Regression
Weijun Xie, Xinwei Deng
Sparse regression and variable selection for large-scale data have been rapidly developed in the past decades. This work focuses on sparse ridge regression, which enforces the spar…
stat.ML2018★ 1 cited
Approximation Algorithms for D-optimal Design
Mohit Singh, Weijun Xie
Experimental design is a classical statistics problem and its aim is to estimate an unknown -dimensional vector from linear measurements where a Gaussian noise is introduced…