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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
Favorite  |  View/Download:15/0  |  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
Favorite  |  View/Download:18/0  |  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
Favorite  |  View/Download:39/0  |  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
Favorite  |  View/Download:38/0  |  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
Favorite  |  View/Download:59/0  |  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
Favorite  |  View/Download:54/0  |  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
View  |  Adobe PDF(2766Kb)  |  Favorite  |  View/Download:192/35  |  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
Favorite  |  View/Download:35/0  |  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
Favorite  |  View/Download:59/0  |  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
Favorite  |  View/Download:26/0  |  Submit date:2018/07/30
Block relaxation methods  Majorization methods  Correlation matrix  Factor structure