11 citations · 24 across the 8 of their papers we have counts for
3 papers · 1 filter
Fast and Near-Optimal Matrix Completion via Randomized Basis Pursuit
Zhisu Zhu, Anthony Man-Cho So, Yinyu Ye
Motivated by the philosophy and phenomenal success of compressed sensing, the problem of reconstructing a matrix from a sampling of its entries has attracted much attention recentl…
A Unified Framework for Dynamic Pari-Mutuel Information Market Design
Shipra Agrawal, Erick Delage, Mark Peters +2
Recently, several new pari-mutuel mechanisms have been introduced to organize markets for contingent claims. Hanson introduced a market maker derived from the logarithmic scoring r…
Correlation Robust Stochastic Optimization
Shipra Agrawal, Yichuan Ding, Amin Saberi +1
We consider a robust model proposed by Scarf, 1958, for stochastic optimization when only the marginal probabilities of (binary) random variables are given, and the correlation bet…