most citedEfficient Learning of Decision-Making Models: A Penalty Block Coordinate Descent Algorithm for Data-Driven Inverse Optimization

7 citations · 7 across the 2 of their papers we have counts for

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stat.ME2014

The factorization and simulation for fundamental solution of Cauchy problem

Xinjun Gan, Gang Wei, Jie Zhang +1

In this paper, we demonstrate the simulation of fundamental solution for the parabolic equation by the relationship with Ito diffusion. The factorization and Monte Carlo methods of…