Edit Profile (opens in new tab) d’Aspremont, Alexandre Compute Distance To: Compute Author ID: daspremont.alexandre Published as: d’Aspremont, Alexandre; D’Aspremont, Alexandre; d’Aspremont, A. more...less Homepage: http://www.di.ens.fr/~aspremon/index.html External Links: MGP · dblp Documents Indexed: 34 Publications since 2003 Co-Authors: 27 Co-Authors with 27 Joint Publications 521 Co-Co-Authors all top 5 Co-Authors 5 single-authored 4 Bach, Francis R. 3 El Karoui, Noureddine 3 Fogel, Fajwel 3 Luss, Ronny 2 Askari, Armin 2 Banerjee, Onureena 2 Bolte, Jérôme 2 Dragomir, Radu-Alexandru 2 Roulet, Vincent 2 Taylor, Adrien B. 2 Waldspurger, Irène 1 Barré, Mathieu 1 Boumal, Nicolas 1 Cucuringu, Mihai 1 Guzmán, Cristóbal 1 Jaggi, Martin 1 Jenatton, Rodolphe 1 Jordan, Michael Irwin 1 Kerdreux, Thomas 1 Lanckriet, Gert R. G. 1 Mallat, Stephane Georges 1 Pokutta, Sebastian 1 Rebjock, Quentin 1 Scieur, Damien 1 Tyagi, Hemant 1 Vojnović, Milan 1 Zhang, Youwei all top 5 Serials 6 Mathematical Programming. Series A. Series B 4 SIAM Journal on Optimization 4 Journal of Machine Learning Research (JMLR) 3 SIAM Journal on Mathematics of Data Science 2 Journal of Optimization Theory and Applications 2 SIAM Journal on Matrix Analysis and Applications 2 Quantitative Finance 2 Mathematical Programming Computation 1 Mathematics of Operations Research 1 SIAM Review 1 Applied Mathematical Finance 1 Optimization and Engineering 1 Electronic Journal of Statistics 1 Matapli 1 Information and Inference 1 Stochastic Systems all top 5 Fields 27 Operations research, mathematical programming (90-XX) 12 Statistics (62-XX) 7 Numerical analysis (65-XX) 7 Computer science (68-XX) 5 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Information and communication theory, circuits (94-XX) 2 Biology and other natural sciences (92-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Real functions (26-XX) 1 Integral transforms, operational calculus (44-XX) 1 Convex and discrete geometry (52-XX) 1 Probability theory and stochastic processes (60-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 27 Publications have been cited 644 times in 563 Documents Cited by ▼ Year ▼ Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data. Zbl 1225.68149Banerjee, Onureena; El Ghaoui, Laurent; d’Aspremont, Alexandre 184 2008 A direct formulation for sparse PCA using semidefinite programming. Zbl 1128.90050d’Aspremont, Alexandre; El Ghaoui, Laurent; Jordan, Michael I.; Lanckriet, Gert R. G. 124 2007 First-order methods for sparse covariance selection. Zbl 1156.90423d’Aspremont, Alexandre; Banerjee, Onureena; El Ghaoui, Laurent 78 2008 Phase recovery, MaxCut and complex semidefinite programming. Zbl 1329.94018Waldspurger, Irène; d’Aspremont, Alexandre; Mallat, Stéphane 75 2015 Optimal solutions for sparse principal component analysis. Zbl 1225.68170d’Aspremont, Alexandre; Bach, Francis; El Ghaoui, Laurent 42 2008 Smooth optimization with approximate gradient. Zbl 1180.90378d’Aspremont, Alexandre 29 2008 Static arbitrage bounds on basket option prices. Zbl 1099.91067d’Aspremont, Alexandre; El Ghaoui, Laurent 23 2006 Support vector machine classification with indefinite kernels. Zbl 1191.68511Luss, Ronny; d’Aspremont, Alexandre 12 2009 Testing the nullspace property using semidefinite programming. Zbl 1211.90167d’Aspremont, Alexandre; El Ghaoui, Laurent 11 2011 Phase retrieval for imaging problems. Zbl 1349.94060Fogel, Fajwel; Waldspurger, Irène; d’Aspremont, Alexandre 10 2016 Convex relaxations for permutation problems. Zbl 1338.90336Fogel, F.; Jenatton, R.; Bach, F.; d’Aspremont, A. 8 2015 Sparse PCA: convex relaxations, algorithms and applications. Zbl 1334.90120Zhang, Youwei; d’Aspremont, Alexandre; El Ghaoui, Laurent 6 2012 Sharpness, restart, and acceleration. Zbl 1435.90109Roulet, Vincent; d’Aspremont, Alexandre 6 2020 Spectral ranking using seriation. Zbl 1415.91106Fogel, Fajwel; d’Aspremont, Alexandre; Vojnovic, Milan 5 2016 Identifying small mean-reverting portfolios. Zbl 1232.91701d’Aspremont, Alexandre 5 2011 Approximation bounds for sparse principal component analysis. Zbl 1303.90079d’Aspremont, Alexandre; Bach, Francis; El Ghaoui, Laurent 4 2014 Interest rate model calibration using semidefinite programming. Zbl 1180.91284d’Aspremont, A. 4 2003 Clustering and feature selection using sparse principal component analysis. Zbl 1273.92038Luss, Ronny; d’Aspremont, Alexandre 4 2010 Second order accurate distributed eigenvector computation for extremely large matrices. Zbl 1329.65074El Karoui, Noureddine; d’Aspremont, Alexandre 4 2010 A stochastic smoothing algorithm for semidefinite programming. Zbl 1322.90059d’Aspremont, Alexandre; El Karoui, Noureddine 2 2014 Ranking and synchronization from pairwise measurements via SVD. Zbl 07370536D’Aspremont, Alexandre; Cucuringu, Mihai; Tyagi, Hemant 2 2021 FANOK: knockoffs in linear time. Zbl 1475.62109Askari, Armin; Rebjock, Quentin; d’Aspremont, Alexandre; El Ghaoui, Laurent 1 2021 Quartic first-order methods for low-rank minimization. Zbl 1470.90050Dragomir, Radu-Alexandru; d’Aspremont, Alexandre; Bolte, Jérôme 1 2021 Optimal affine-invariant smooth minimization algorithms. Zbl 1404.90099d’Aspremont, Alexandre; Guzmán, Cristóbal; Jaggi, Martin 1 2018 Predicting abnormal returns from news using text classification. Zbl 1398.91695Luss, Ronny; D’Aspremont, Alexandre 1 2015 Subsampling algorithms for semidefinite programming. Zbl 1291.90169d’Aspremont, Alexandre 1 2011 Weak recovery conditions from graph partitioning bounds and order statistics. Zbl 1336.94027d’Aspremont, Alexandre; El Karoui, Noureddine 1 2013 Ranking and synchronization from pairwise measurements via SVD. Zbl 07370536D’Aspremont, Alexandre; Cucuringu, Mihai; Tyagi, Hemant 2 2021 FANOK: knockoffs in linear time. Zbl 1475.62109Askari, Armin; Rebjock, Quentin; d’Aspremont, Alexandre; El Ghaoui, Laurent 1 2021 Quartic first-order methods for low-rank minimization. Zbl 1470.90050Dragomir, Radu-Alexandru; d’Aspremont, Alexandre; Bolte, Jérôme 1 2021 Sharpness, restart, and acceleration. Zbl 1435.90109Roulet, Vincent; d’Aspremont, Alexandre 6 2020 Optimal affine-invariant smooth minimization algorithms. Zbl 1404.90099d’Aspremont, Alexandre; Guzmán, Cristóbal; Jaggi, Martin 1 2018 Phase retrieval for imaging problems. Zbl 1349.94060Fogel, Fajwel; Waldspurger, Irène; d’Aspremont, Alexandre 10 2016 Spectral ranking using seriation. Zbl 1415.91106Fogel, Fajwel; d’Aspremont, Alexandre; Vojnovic, Milan 5 2016 Phase recovery, MaxCut and complex semidefinite programming. Zbl 1329.94018Waldspurger, Irène; d’Aspremont, Alexandre; Mallat, Stéphane 75 2015 Convex relaxations for permutation problems. Zbl 1338.90336Fogel, F.; Jenatton, R.; Bach, F.; d’Aspremont, A. 8 2015 Predicting abnormal returns from news using text classification. Zbl 1398.91695Luss, Ronny; D’Aspremont, Alexandre 1 2015 Approximation bounds for sparse principal component analysis. Zbl 1303.90079d’Aspremont, Alexandre; Bach, Francis; El Ghaoui, Laurent 4 2014 A stochastic smoothing algorithm for semidefinite programming. Zbl 1322.90059d’Aspremont, Alexandre; El Karoui, Noureddine 2 2014 Weak recovery conditions from graph partitioning bounds and order statistics. Zbl 1336.94027d’Aspremont, Alexandre; El Karoui, Noureddine 1 2013 Sparse PCA: convex relaxations, algorithms and applications. Zbl 1334.90120Zhang, Youwei; d’Aspremont, Alexandre; El Ghaoui, Laurent 6 2012 Testing the nullspace property using semidefinite programming. Zbl 1211.90167d’Aspremont, Alexandre; El Ghaoui, Laurent 11 2011 Identifying small mean-reverting portfolios. Zbl 1232.91701d’Aspremont, Alexandre 5 2011 Subsampling algorithms for semidefinite programming. Zbl 1291.90169d’Aspremont, Alexandre 1 2011 Clustering and feature selection using sparse principal component analysis. Zbl 1273.92038Luss, Ronny; d’Aspremont, Alexandre 4 2010 Second order accurate distributed eigenvector computation for extremely large matrices. Zbl 1329.65074El Karoui, Noureddine; d’Aspremont, Alexandre 4 2010 Support vector machine classification with indefinite kernels. Zbl 1191.68511Luss, Ronny; d’Aspremont, Alexandre 12 2009 Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data. Zbl 1225.68149Banerjee, Onureena; El Ghaoui, Laurent; d’Aspremont, Alexandre 184 2008 First-order methods for sparse covariance selection. Zbl 1156.90423d’Aspremont, Alexandre; Banerjee, Onureena; El Ghaoui, Laurent 78 2008 Optimal solutions for sparse principal component analysis. Zbl 1225.68170d’Aspremont, Alexandre; Bach, Francis; El Ghaoui, Laurent 42 2008 Smooth optimization with approximate gradient. Zbl 1180.90378d’Aspremont, Alexandre 29 2008 A direct formulation for sparse PCA using semidefinite programming. Zbl 1128.90050d’Aspremont, Alexandre; El Ghaoui, Laurent; Jordan, Michael I.; Lanckriet, Gert R. G. 124 2007 Static arbitrage bounds on basket option prices. Zbl 1099.91067d’Aspremont, Alexandre; El Ghaoui, Laurent 23 2006 Interest rate model calibration using semidefinite programming. Zbl 1180.91284d’Aspremont, A. 4 2003 all cited Publications top 5 cited Publications all top 5 Cited by 1,156 Authors 13 d’Aspremont, Alexandre 9 Liu, Han 7 Levina, Elizaveta 7 Ma, Shiqian 6 Toh, Kim Chuan 6 Zou, Hui 5 Bach, Francis R. 5 Bühlmann, Peter 5 Cai, Jian-Feng 5 Cai, Tony Tony 5 Fan, Jianqing 5 Lan, Guanghui 5 Wainwright, Martin J. 5 Zhu, Ji 4 Bickel, Peter John 4 Carrizosa, Emilio 4 Ghosal, Subhashis 4 Glineur, François 4 Hou, Thomas Yizhao 4 Huang, Meng 4 Kolar, Mladen 4 Lafferty, John D. 4 Liu, Yufeng 4 Lu, Zhaosong 4 Mazumder, Rahul 4 Montanari, Andrea 4 Rothman, Adam J. 4 Sun, Hongwei 4 Wasserman, Larry Alan 4 Wen, Zaiwen 4 Xue, Lingzhou 4 Zhang, Pengchuan 4 Zhou, Harrison H. 4 Zuluaga, Luis Fernando 3 Abbruzzo, Antonino 3 Aravkin, Aleksandr Y. 3 Bertsimas, Dimitris John 3 Chang, Huibin 3 Chiquet, Julien 3 Cucuringu, Mihai 3 Friedlander, Michael P. 3 Gasnikov, Alexander V. 3 Gillis, Nicolas 3 Han, Fang 3 Jaming, Philippe 3 Jiang, Bo 3 Laurent, Monique 3 Lei, Jing 3 Li, Hongzhe 3 Li, Huiping 3 Li, Ji 3 Li, Song 3 Liu, Weidong 3 Lou, Yifei 3 Marron, James Stephen 3 Nadler, Boaz 3 Ouyang, Yuyuan 3 Papapantoleon, Antonis 3 Paul, Debashis 3 Peña, Javier F. 3 Pinar, Mustafa Çelebi 3 Rajaratnam, Bala 3 Ren, Zhao 3 Rigollet, Philippe 3 Samworth, Richard J. 3 Sun, Defeng 3 Taylor, Adrien B. 3 Trendafilov, Nickolay T. 3 Vera, Juan-Carlos 3 Verzelen, Nicolas 3 Waldspurger, Irène 3 Wang, Yang 3 Wit, Ernst C. 3 Wu, Qiang 3 Xiu, Naihua 3 Yuan, Ming 3 Zhang, Shuzhong 3 Zhou, Shuheng 2 Akaho, Shotaro 2 Ambroise, Christophe 2 Amini, Arash Ali 2 Arias-Castro, Ery 2 Avagyan, Vahe 2 Aybat, Necdet Serhat 2 Bailey, Natalia 2 Baladandayuthapani, Veerabhadran 2 Balan, Radu V. 2 Banerjee, Sayantan 2 Bendory, Tamir 2 Bernard, Carole L. 2 Berthet, Quentin 2 Bodmann, Bernhard G. 2 Bouveyron, Charles 2 Candès, Emmanuel J. 2 Cash, Sydney S. 2 Chambolle, Antonin 2 Chen, Pengwen 2 Chen, Yunmei 2 Cheng, Jie 2 Claeskens, Gerda ...and 1,056 more Authors all top 5 Cited in 158 Serials 35 The Annals of Statistics 34 Mathematical Programming. Series A. Series B 27 Electronic Journal of Statistics 21 SIAM Journal on Optimization 18 Computational Statistics and Data Analysis 15 Journal of Optimization Theory and Applications 15 Applied and Computational Harmonic Analysis 13 Journal of Multivariate Analysis 13 Journal of Machine Learning Research (JMLR) 11 Machine Learning 11 The Annals of Applied Statistics 10 Journal of the American Statistical Association 9 Neural Computation 9 Linear Algebra and its Applications 8 Inverse Problems 8 Journal of Scientific Computing 8 Computational Optimization and Applications 8 SIAM Journal on Imaging Sciences 8 Journal of Computational and Graphical Statistics 7 European Journal of Operational Research 7 SIAM Journal on Scientific Computing 7 Advances in Computational Mathematics 6 Journal of Statistical Planning and Inference 6 Optimization Methods & Software 6 Quantitative Finance 6 Foundations of Computational Mathematics 6 Statistics and Computing 6 SIAM Journal on Mathematics of Data Science 5 Journal of Global Optimization 5 Journal of Statistical Computation and Simulation 5 Pattern Recognition 5 Journal of the Royal Statistical Society. Series B. Statistical Methodology 4 Automatica 4 Biometrics 4 Statistical Science 4 Mathematical Finance 4 Optimization Letters 4 Journal of the Operations Research Society of China 3 Insurance Mathematics & Economics 3 Operations Research Letters 3 Computers & Operations Research 3 SIAM Journal on Matrix Analysis and Applications 3 Computational Statistics 3 Bernoulli 3 The Journal of Fourier Analysis and Applications 3 International Journal of Theoretical and Applied Finance 3 Journal of Applied Statistics 3 Optimization and Engineering 3 Multiscale Modeling & Simulation 3 International Journal of Wavelets, Multiresolution and Information Processing 3 Advances in Data Analysis and Classification. ADAC 3 Statistical Analysis and Data Mining 3 Journal of Statistical Theory and Practice 3 Mathematical Programming Computation 3 Numerical Algebra, Control and Optimization 2 Journal of the Franklin Institute 2 Annals of the Institute of Statistical Mathematics 2 Applied Mathematics and Optimization 2 Journal of Computational and Applied Mathematics 2 Mathematics of Operations Research 2 Operations Research 2 Acta Mathematicae Applicatae Sinica. English Series 2 The Annals of Applied Probability 2 Communications in Statistics. Simulation and Computation 2 International Journal of Computer Mathematics 2 Proceedings of the National Academy of Sciences of the United States of America 2 Finance and Stochastics 2 Australian & New Zealand Journal of Statistics 2 Data Mining and Knowledge Discovery 2 Statistical Applications in Genetics and Molecular Biology 2 Analysis and Applications (Singapore) 2 Statistical Methods and Applications 2 Computational & Mathematical Methods in Medicine 2 Science China. Mathematics 2 Information and Inference 2 Stochastic Systems 2 Bayesian Analysis 2 Annals of Applied Mathematics 1 The Canadian Journal of Statistics 1 Communications on Pure and Applied Mathematics 1 Information Processing Letters 1 Journal of Engineering Mathematics 1 Journal of Mathematical Analysis and Applications 1 Journal of Mathematical Biology 1 Journal of Statistical Physics 1 Linear and Multilinear Algebra 1 Metrika 1 Physica A 1 Psychometrika 1 Scandinavian Journal of Statistics 1 Applied Mathematics and Computation 1 Biometrical Journal 1 Journal of Econometrics 1 Journal of Functional Analysis 1 Kybernetika 1 Monatshefte für Mathematik 1 Results in Mathematics 1 SIAM Journal on Control and Optimization 1 SIAM Journal on Numerical Analysis 1 Statistics & Probability Letters ...and 58 more Serials all top 5 Cited in 40 Fields 302 Statistics (62-XX) 206 Operations research, mathematical programming (90-XX) 138 Numerical analysis (65-XX) 93 Computer science (68-XX) 55 Information and communication theory, circuits (94-XX) 39 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 34 Calculus of variations and optimal control; optimization (49-XX) 34 Probability theory and stochastic processes (60-XX) 33 Combinatorics (05-XX) 29 Linear and multilinear algebra; matrix theory (15-XX) 23 Biology and other natural sciences (92-XX) 14 Harmonic analysis on Euclidean spaces (42-XX) 10 Systems theory; control (93-XX) 9 Optics, electromagnetic theory (78-XX) 7 Functional analysis (46-XX) 4 Statistical mechanics, structure of matter (82-XX) 3 Functions of a complex variable (30-XX) 3 Partial differential equations (35-XX) 3 Dynamical systems and ergodic theory (37-XX) 3 Convex and discrete geometry (52-XX) 3 Quantum theory (81-XX) 2 General and overarching topics; collections (00-XX) 2 Field theory and polynomials (12-XX) 2 Algebraic geometry (14-XX) 2 Measure and integration (28-XX) 2 Approximations and expansions (41-XX) 2 Integral transforms, operational calculus (44-XX) 2 Geometry (51-XX) 2 Global analysis, analysis on manifolds (58-XX) 1 Mathematical logic and foundations (03-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Commutative algebra (13-XX) 1 Group theory and generalizations (20-XX) 1 Integral equations (45-XX) 1 Operator theory (47-XX) 1 Mechanics of deformable solids (74-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Astronomy and astrophysics (85-XX) 1 Geophysics (86-XX) 1 Mathematics education (97-XX) Citations by Year