3 citations · 5 across the 4 of their papers we have counts for
9 papers
Nonconvex and Nonsmooth Approaches for Affine Chance-Constrained Stochastic Programs
Ying Cui, Junyi Liu, Jong-Shi Pang
Chance-constrained programs (CCPs) constitute a difficult class of stochastic programs due to its possible nondifferentiability and nonconvexity even with simple linear random func…
Statistical Analysis of Stationary Solutions of Coupled Nonconvex Nonsmooth Empirical Risk Minimization
Zhengling Qi, Ying Cui, Yufeng Liu +1
This paper has two main goals: (a) establish several statistical properties---consistency, asymptotic distributions, and convergence rates---of stationary solutions and values of a…
Estimation of Individualized Decision Rules Based on an Optimized Covariate-Dependent Equivalent of Random Outcomes
Zhengling Qi, Ying Cui, Yufeng Liu +1
Recent exploration of optimal individualized decision rules (IDRs) for patients in precision medicine has attracted a lot of attention due to the heterogeneous responses of patient…
A Unifying Framework of High-Dimensional Sparse Estimation with Difference-of-Convex (DC) Regularizations
Shanshan Cao, Xiaoming Huo, Jong-Shi Pang
Under the linear regression framework, we study the variable selection problem when the underlying model is assumed to have a small number of nonzero coefficients (i.e., the underl…
Exact Penalization of Generalized Nash Equilibrium Problems
Qin Ba, Jong-Shi Pang
This paper presents an exact penalization theory of the generalized Nash equilibrium problem (GNEP) that has its origin from the renowned Arrow-Debreu general economic equilibrium…
Composite Difference-Max Programs for Modern Statistical Estimation Problems
Ying Cui, Jong-Shi Pang, Bodhisattva Sen
Many modern statistical estimation problems are defined by three major components: a statistical model that postulates the dependence of an output variable on the input features; a…