Alexandre d'Aspremont

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	All	Since 2016
Citations	5862	3045
h-index	25	22
i10-index	44	34

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Co-authors

Laurent El GhaouiUC Berkeley (EECS, IEOR)Verified email at berkeley.edu
Francis BachInria - Ecole Normale SupérieureVerified email at inria.fr
Michael I. JordanProfessor of Electrical Engineering and Computer Sciences and Professor of Statistics, UC BerkeleyVerified email at cs.berkeley.edu
Gert LanckrietProfessor, UCSDVerified email at eng.ucsd.edu
Damien ScieurSamsung - SAIL MontréalVerified email at samsung.com
Ronny LussIBM ResearchVerified email at us.ibm.com
Vincent RouletPostdoc ADSI, University of Washington, SeattleVerified email at uw.edu
Stephane MallatProfesseur de Mathématiques Appliquées et Informatique, École Normale SupérieureVerified email at ens.fr
thomas kerdreuxINRIA & Ecole Normale Supérieure/PSL Research University, ParisVerified email at inria.fr
Rodolphe JENATTONSenior machine learning scientist at Google Brain, BerlinVerified email at google.com
Marco CuturiGoogle Brain / CREST-ENSAE.Verified email at google.com
Stephen BoydProfessor of Electrical Engineering, Computer Science, and Management Science, StanfordVerified email at stanford.edu
Selin Damla AhipasaogluAssociate Professor at Operational Research, University of SouthamptonVerified email at soton.ac.uk
Jérôme BolteTSE, University Toulouse I Capitole, FranceVerified email at tse-fr.eu
Radu-Alexandru DragomirUniversité Toulouse 1 Capitole & D.I. ENS, ParisVerified email at inria.fr
Edouard OyallonCNRS, LIP6Verified email at lip6.fr
Jean-Philippe VertGoogle Brain / Mines ParisTechVerified email at mines-paristech.fr
Mathieu BarréInria/ENSVerified email at inria.fr
Antoine RecanatiPhD candidate, CNRS & Ecole Normale SupérieureVerified email at ens.fr
Adrien TaylorInria - ENS ParisVerified email at inria.fr

Alexandre d'Aspremont

CNRS & Ecole Normale Supérieure, Paris

Verified email at di.ens.fr - Homepage

Optimization machine learning finance.


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data O Banerjee, LE Ghaoui, A d’Aspremont Journal of Machine learning research 9 (Mar), 485-516, 2008	1469	2008
A direct formulation for sparse PCA using semidefinite programming A d'Aspremont, L El Ghaoui, MI Jordan, GRG Lanckriet SIAM review 49 (3), 434-448, 2007	1029	2007
Phase recovery, maxcut and complex semidefinite programming I Waldspurger, A d’Aspremont, S Mallat Mathematical Programming 149 (1-2), 47-81, 2015	509	2015
First-order methods for sparse covariance selection A d'Aspremont, O Banerjee, L El Ghaoui SIAM Journal on Matrix Analysis and Applications 30 (1), 56-66, 2008	367	2008
Optimal solutions for sparse principal component analysis A d’Aspremont, F Bach, LE Ghaoui Journal of Machine Learning Research 9 (Jul), 1269-1294, 2008	344	2008
Convex optimization techniques for fitting sparse Gaussian graphical models O Banerjee, LE Ghaoui, A d'Aspremont, G Natsoulis Proceedings of the 23rd international conference on Machine learning, 89-96, 2006	189	2006
Relaxations and randomized methods for nonconvex QCQPs A d’Aspremont, S Boyd EE392o Class Notes, Stanford University 1, 1-16, 2003	167	2003
Smooth optimization with approximate gradient A d'Aspremont SIAM Journal on Optimization 19 (3), 1171-1183, 2008	165	2008
Support vector machine classification with indefinite kernels R Luss, A d’Aspremont Mathematical Programming Computation 1 (2), 97-118, 2009	140	2009
Predicting abnormal returns from news using text classification R Luss, A d’Aspremont Quantitative Finance 15 (6), 999-1012, 2015	125	2015
Testing the nullspace property using semidefinite programming A d’Aspremont, L El Ghaoui Mathematical programming 127 (1), 123-144, 2011	103	2011
Convex relaxations for permutation problems F Fogel, R Jenatton, F Bach, A d'Aspremont SIAM Journal on Matrix Analysis and Applications 36 (4), 1465-1488, 2015	99	2015
Identifying small mean-reverting portfolios A d'Aspremont Quantitative Finance 11 (3), 351-364, 2011	85	2011
Regularized nonlinear acceleration D Scieur, A d’Aspremont, F Bach Mathematical Programming 179 (1), 47-83, 2020	77	2020
Static arbitrage bounds on basket option prices A d'Aspremont, L El Ghaoui Mathematical programming 106 (3), 467-489, 2006	76	2006
Sparse PCA: Convex relaxations, algorithms and applications Y Zhang, A d’Aspremont, L El Ghaoui Handbook on Semidefinite, Conic and Polynomial Optimization, 915-940, 2012	68	2012
Phase retrieval for imaging problems F Fogel, I Waldspurger, A d’Aspremont Mathematical programming computation 8 (3), 311-335, 2016	65	2016
Integration methods and accelerated optimization algorithms D Scieur, V Roulet, F Bach, A d'Aspremont arXiv preprint arXiv:1702.06751, 2017	63*	2017
Full regularization path for sparse principal component analysis A d'Aspremont, FR Bach, LE Ghaoui Proceedings of the 24th international conference on Machine learning, 177-184, 2007	63	2007
Sharpness, Restart, and Acceleration V Roulet, A d'Aspremont SIAM Journal on Optimization 30 (1), 262-289, 2020	55	2020

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