Publications

  1. Diametrical Risk Minimization: Theory and Computations, with J. O. Royset, arXiv, (2019)
  2. Generalized Batch Normalization: Towards Accelerating Deep Neural Networks, (with X. Yuan, Z. Feng, and X. Li), arXiv, Proc. AAAI Conf. on Artificial Intelligence (2019)
  3. Calculating CVaR and bPOE for Common Probability Distributions with Application to Portfolio Optimization and Density Estimation, (with V. Khokhlov, S. Uryasev), arXiv, (Accepted) Annals of Operations Research (2019)
  4. Assessing Risk of Exceedance Events with Buffered Probability of Exceedance and Superquantiles, (Norton), PDF, Proc. of the International Conference on Applications of Statistics and Probability in Civil Engineering (ICASP) (2019)
  5. Maximization of AUC and Buffered AUC in Binary Classification, (with S. Uryasev), PDF, Mathematical Programming (2018)
  6. Cardinality of Upper Average and its Application to Network Optimization, (with A. Mafusalov and S. Uryasev), PDF, SIAM Journal on Optimization (2018)
  7. Soft Margin Support Vector Classification as Buffered Probability Minimization, (with A. Mafusalov and S. Uryasev), PDF, Journal of Machine Learning Research (2017)
  8. Optimistic Robust Optimization With Applications to Machine Learning,(with A. Takeda and A. Mafusalov), arXiv Preprint, (Under Review)
  9. Error Control and Neyman-Pearson Classification with Buffered Probability and Support Vectors, (with S. Uryasev), PDF, (Under Review)
  10. Buffered Probability Minimization: A New Interpretation of Robust and Regularized Support Vector Machines, (with S. Uryasev), PDF, Proceedings of the 11th INFORMS Workshop on Data Mining and Decision Analytics (2016)
  11. Measuring Performance of Machine Learning Algorithms with Buffered Probability, (with S. Uryasev), (In Preparation)
  12. The Buffered Maximal Covering Location Problem, (with E. Blair), (In Preparation)
  13. Modeling Systems of Interacting Specialists, (with W. Beyeler, R. Glass, P. Finley, T. Brown, M. Bauer, J. Hobbs), In 8th International Conference on Complex Systems, PDF, (2011)
  14. A General Model of Resource Production and Exchange in Systems of Interdependent Specialists, (with S. Conrad, P. Finley, W. Beyeler, T. Brown, R. Glass, M. Mitchell), PDF, Sandia National Laboratories Technical Report No. SAND2011-8887. (2011)

CONFERENCE PRESENTATIONS

    • INFORMS Annual Meeting, Phoenix, AZ, Nov 4-7, 2018
      • “Optimistic Robust Optimization with Application to Machine Learning and Sparse Regularization”
      • “Error Type Control in Classification with Performance Metrics Based on Buffered Probability”
    • Risk Management Approaches in Engineering Applications Workshop, Gainesville, FL, Oct 1-2, 2018
      • “Measuring Performance of Machine Learning Algorithms with Buffered Probability”
    • INFORMS Annual Meeting, Houston, TX, Oct 22-25, 2017
      • “Risky Robust Optimization and Applications to Machine Learning”
    • SIAM Conference on Optimization, Vancouver, Canada, May 15-18, 2017
      • “Risky Robust Optimization and Application to Machine Learning and Support Vector Machines”
    • Invited Seminar at the Institute of Statistical Mathematics, Tokyo, Japan, March 23, 2017
      • “New Approaches to Binary Classification Using Risk Management and Robust Optimization”
    • (Workshop Organizer & Presenter)-Risk Management Approaches in Engineering Applications Workshop, Gainesville, FL, November 17-18, 2016
      • “Robust Buffered Probability Minimization and Application to Support Vector Machines”
    • (Session Chair)-INFORMS Annual Meeting, Nashville, TN, November 13-16, 2016
      • “Buffered Probability of Exceedance and Applications to Machine Learning”
    • INFORMS Data Mining Workshop, Nashville, TN, November 12, 2016
      • “Buffered Probability of Exceedance: A New Interpretation of Robust and Regularized Support Vector Machines”
    • International Conference on Continuous Optimization, Tokyo, Japan, August 6-11, 2016
      • “Buffered Probability of Exceedance, Support Vector Machines, and Robust Optimization”
    • SIAM Conference on Uncertainty Quantification, Lausanne, Switzerland, April 5-8, 2016
      • “Buffered Probability of Exceedance, Support Vector Machines, and Robust Optimization”
    • (Session Chair)-INFORMS Optimization Society Conference, Princeton, NJ, March 17-19, 2016
      • “Maximization of Buffered AUC and AUC in Binary Classification”
    • (Workshop Organizer & Presenter)-Risk Management Approaches in Engineering Applications Workshop, Gainesville, FL, Nov 9-10, 2015
      • “Soft Margin Support Vector Classification as Buffered Probability Minimization”
    • INFORMS Annual Meeting, Philadelphia, PA, Nov. 1-4, 2015
      • “Soft Margin Support Vector Classification as Buffered Probability Minimization”
    • ISMP International Symposium on Optimization, Pittsburg, PA, July 12-17, 2015
      • “Buffered Probability of Exceedance and Application to Machine Learning”
    • SIAM Conference on Computational Science & Engineering, Salt Lake City, UT, March 14-18, 2015
      • “Maximization of AUC and Buffered AUC in Binary Classification”
    • World Congress on Global Optimization, Gainesville, FL, Feb 22-25, 2015
      • “Maximization of AUC and Buffered AUC, and the bAUC Efficiency Frontier”
    • Risk Management Approaches in Engineering Applications Workshop, Gainesville, FL, Nov 14-17, 2014