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math.ST2019★ 9 cited
Fitting Tractable Convex Sets to Support Function Evaluations
Yong Sheng Soh, Venkat Chandrasekaran
The geometric problem of estimating an unknown compact convex set from evaluations of its support function arises in a range of scientific and engineering applications. Traditional…
math.ST2015
High-Dimensional Change-Point Estimation: Combining Filtering with Convex Optimization
Yong Sheng Soh, Venkat Chandrasekaran
We consider change-point estimation in a sequence of high-dimensional signals given noisy observations. Classical approaches to this problem such as the filtered derivative method…