103 citations · 384 across the 41 of their papers we have counts for
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math.OC2011★ 2 cited
A randomized Mirror-Prox method for solving structured large-scale matrix saddle-point problems
Michel Baes, Michael Bürgisser, Arkadi Nemirovski
In this paper, we derive a randomized version of the Mirror-Prox method for solving some structured matrix saddle-point problems, such as the maximal eigenvalue minimization proble…
math.ST2011
Sparse Non Gaussian Component Analysis by Semidefinite Programming
Elmar Diederichs, Anatoli Juditsky, Arkadi Nemirovski +1
Sparse non-Gaussian component analysis (SNGCA) is an unsupervised method of extracting a linear structure from a high dimensional data based on estimating a low-dimensional non-Gau…