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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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Asset selection based on high frequency Sharpe ratio
期刊论文
JOURNAL OF ECONOMETRICS, 2022, 卷号: 227, 期号: 1, 页码: 168-188
Authors:
Wang, Christina Dan
;
Chen, Zhao
;
Lian, Yimin
;
Chen, Min
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View/Download:15/0
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Submit date:2022/04/29
Asset selection
High frequency Sharpe ratio
Ultrahigh dimensional
Serial correlation
Sure screening property
Identifying phenotype-associated subpopulations by integrating bulk and single-cell sequencing data
期刊论文
NATURE BIOTECHNOLOGY, 2021, 页码: 18
Authors:
Sun, Duanchen
;
Guan, Xiangnan
;
Moran, Amy E.
;
Wu, Ling-Yun
;
Qian, David Z.
;
Schedin, Pepper
;
Dai, Mu-Shui
;
Danilov, Alexey, V
;
Alumkal, Joshi J.
;
Adey, Andrew C.
;
Spellman, Paul T.
;
Xia, Zheng
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Submit date:2022/04/02
A kernel non-negative matrix factorization framework for single cell clustering
期刊论文
APPLIED MATHEMATICAL MODELLING, 2021, 卷号: 90, 页码: 875-888
Authors:
Jiang, Hao
;
Yi, Ming
;
Zhang, Shihua
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View/Download:39/0
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Submit date:2021/04/26
Single cell RNA-sequencing
Kernel non-negative matrix factorization
Cellular heterogeneity
An exact penalty method for semidefinite-box-constrained low-rank matrix optimization problems
期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2020, 卷号: 40, 期号: 1, 页码: 563-586
Authors:
Liu, Tianxiang
;
Lu, Zhaosong
;
Chen, Xiaojun
;
Dai, Yu-Hong
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View/Download:38/0
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Submit date:2020/09/23
rank constrained optimization
non-Lipschitz penalty
nonmonotone proximal gradient
penalty method
Prediction of subcellular location of apoptosis proteins by incorporating PsePSSM and DCCA coefficient based on LFDA dimensionality reduction
期刊论文
BMC Genomics, 2018, 卷号: 19, 期号: 1
Authors:
Yu,Bin
;
Li,Shan
;
Qiu,Wenying
;
Wang,Minghui
;
Du,Junwei
;
Zhang,Yusen
;
Chen,Xing
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Submit date:2018/07/30
Apoptosis proteins
Subcellular localization
Pseudo-position specific scoring matrix
Detrended cross-correlation analysis coefficient
Local fisher discriminant analysis
Support vector machine
ADAPTIVE QUADRATICALLY REGULARIZED NEWTON METHOD FOR RIEMANNIAN OPTIMIZATION
期刊论文
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2018, 卷号: 39, 期号: 3, 页码: 1181-1207
Authors:
Hu, Jiang
;
Milzarek, Andre
;
Wen, Zaiwen
;
Yuan, Yaxiang
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View/Download:54/0
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Submit date:2019/03/05
Riemannian optimization
regularization
trust-region methods
inexactness
Testing Association between Mixed Type Outcomes and Covariates Jointly by the Use of a Latent Variable
期刊论文
SCIENTIFIC REPORTS, 2017, 卷号: 7, 期号: 8006, 页码: 10
Authors:
Zhu, Jiayan
;
Zhang, Wei
;
Li, Qizhai
;
Li, Zhengbang
;
Zhu, Jiayan
;
Zhang, Wei
;
Li, Qizhai
;
Li, Zhengbang
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View/Download:192/35
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Submit date:2018/07/30
A framework of constraint preserving update schemes for optimization on Stiefel manifold
期刊论文
MATHEMATICAL PROGRAMMING, 2015, 卷号: 153, 期号: 2, 页码: 535-575
Authors:
Jiang, Bo
;
Dai, Yu-Hong
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View/Download:35/0
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Submit date:2018/07/30
Stiefel manifold
Orthogonality constraint
Sphere constraint
Range space
Null space
Barzilai-Borwein-like method
Feasible
Adaptive nonmonotone line search
Low-rank correlation matrix
Kohn-Sham total energy minimization
Heterogeneous quadratic functions
Identification of mutated core cancer modules by integrating somatic mutation, copy number variation, and gene expression data
期刊论文
BMC Systems Biology, 2013, 卷号: 7, 期号: Suppl 2
Authors:
Zhang,Junhua
;
Zhang,Shihua
;
Wang,Yong
;
Zhang,Xiang-Sun
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View/Download:59/0
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Submit date:2018/07/30
Block relaxation and majorization methods for the nearest correlation matrix with factor structure
期刊论文
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2011, 卷号: 50, 期号: 2, 页码: 327-349
Authors:
Li, Qingna
;
Qi, Houduo
;
Xiu, Naihua
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View/Download:26/0
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Submit date:2018/07/30
Block relaxation methods
Majorization methods
Correlation matrix
Factor structure