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math.OC2026
Achieving First-Order Statistical Improvements in Data-Driven Optimization: From No-Free-Lunch to Amplified Decision Perturbation
Henry Lam, Tianyu Wang
Recent proliferation of data-optimization integration has led to a range of methods that aim to improve the statistical performance of data-driven optimization decisions. However,…
stat.ME2026
Billions-Scale Forecast Reconciliation
Tianyu Wang, Matthew C. Johnson, Steven Klee +1
The problem of combining multiple forecasts of related quantities that obey expected equality and additivity constraints, often referred to a hierarchical forecast reconciliation,…