Daniel Pérez Palomar

CoRR, 2024

Sparse PCA with False Discovery Rate Controlled Variable Selection.

[BibT_eX]

[DOI]

CoRR, 2024

2023

A Fast Successive QP Algorithm for General Mean-Variance Portfolio Optimization.

[BibT_eX]

[DOI]

Shengjie Xiu

Xiwen Wang

IEEE Trans. Signal Process., 2023

Efficient and Scalable Parametric High-Order Portfolios Design via the Skew-$t$ Distribution.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2023

Affine Equivariant Tyler's M-Estimator Applied to Tail Parameter Learning of Elliptical Distributions.

[BibT_eX]

[DOI]

IEEE Signal Process. Lett., 2023

Joint Signal Recovery and Graph Learning from Incomplete Time-Series.

[BibT_eX]

[DOI]

CoRR, 2023

Discerning and Enhancing the Weighted Sum-Rate Maximization Algorithms in Communications.

[BibT_eX]

[DOI]

CoRR, 2023

False Discovery Rate Control for Fast Screening of Large-Scale Genomics Biobanks.

[BibT_eX]

[DOI]

Proceedings of the IEEE Statistical Signal Processing Workshop, 2023

A Novel Algorithm for GARCH Model Estimation.

[BibT_eX]

[DOI]

Chenyu Gao

Proceedings of the IEEE Statistical Signal Processing Workshop, 2023

Learning Large-Scale MTP2 Gaussian Graphical Models via Bridge-Block Decomposition.

[BibT_eX]

[DOI]

Xiwen Wang

Proceedings of the Advances in Neural Information Processing Systems 36: Annual Conference on Neural Information Processing Systems 2023, 2023

Fast Projected Newton-like Method for Precision Matrix Estimation under Total Positivity.

[BibT_eX]

[DOI]

Jianfeng Cai

Proceedings of the Advances in Neural Information Processing Systems 36: Annual Conference on Neural Information Processing Systems 2023, 2023

Adaptive Estimation of Graphical Models under Total Positivity.

[BibT_eX]

[DOI]

Proceedings of the International Conference on Machine Learning, 2023

Estimating Normalized Graph Laplacians in Financial Markets.

[BibT_eX]

[DOI]

Proceedings of the IEEE International Conference on Acoustics, 2023

Intraday Volatility-Volume Joint Modeling and Forecasting: A State-Space Approach.

[BibT_eX]

[DOI]

Shengjie Xiu

Proceedings of the 31st European Signal Processing Conference, 2023

The Informed Elastic Net for Fast Grouped Variable Selection and FDR Control in Genomics Research.

[BibT_eX]

[DOI]

Proceedings of the 9th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, 2023

Graph Learning for Balanced Clustering of Heavy-Tailed Data.

[BibT_eX]

[DOI]

Amirhossein Javaheri

Proceedings of the 9th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, 2023

2022

Covariance Matrix Estimation Under Low-Rank Factor Model With Nonnegative Correlations.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2022

Adaptive Estimation of MTP2 Graphical Models.

[BibT_eX]

[DOI]

CoRR, 2022

Learning Bipartite Graphs: Heavy Tails and Multiple Components.

[BibT_eX]

[DOI]

Proceedings of the Advances in Neural Information Processing Systems 35: Annual Conference on Neural Information Processing Systems 2022, 2022

False Discovery Rate Control for Grouped Variable Selection in High-Dimensional Linear Models Using the T-Knock Filter.

[BibT_eX]

[DOI]

Proceedings of the 30th European Signal Processing Conference, 2022

Efficient Algorithms for General Isotone Optimization.

[BibT_eX]

[DOI]

Xiwen Wang

Proceedings of the Thirty-Sixth AAAI Conference on Artificial Intelligence, 2022

2021

Solving High-Order Portfolios via Successive Convex Approximation Algorithms.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2021

Shrinking the Eigenvalues of M-Estimators of Covariance Matrix.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2021

Majorization-Minimization on the Stiefel Manifold With Application to Robust Sparse PCA.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2021

Fast Projected Newton-like Method for Precision Matrix Estimation with Nonnegative Partial Correlations.

[BibT_eX]

[DOI]

Jian-Feng Cai

CoRR, 2021

Graphical Models in Heavy-Tailed Markets.

[BibT_eX]

[DOI]

Proceedings of the Advances in Neural Information Processing Systems 34: Annual Conference on Neural Information Processing Systems 2021, 2021

Parameter Estimation for Student's t VAR Model with Missing Data.

[BibT_eX]

[DOI]

Proceedings of the IEEE International Conference on Acoustics, 2021

Improved estimation of the degree of freedom parameter of multivariate $t$-distribution.

[BibT_eX]

[DOI]

Proceedings of the 29th European Signal Processing Conference, 2021

Minimax Estimation of Laplacian Constrained Precision Matrices.

[BibT_eX]

[DOI]

Proceedings of the 24th International Conference on Artificial Intelligence and Statistics, 2021

A Fast Algorithm for Graph Learning under Attractive Gaussian Markov Random Fields.

[BibT_eX]

[DOI]

Proceedings of the 55th Asilomar Conference on Signals, Systems, and Computers, 2021

2020

Understanding the Quintile Portfolio.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2020

Student's $t$ VAR Modeling With Missing Data Via Stochastic EM and Gibbs Sampling.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2020

General sparse risk parity portfolio design via successive convex optimization.

[BibT_eX]

[DOI]

Signal Process., 2020

A Unified Framework for Structured Graph Learning via Spectral Constraints.

[BibT_eX]

[DOI]

J. Mach. Learn. Res., 2020

Algorithms for Learning Graphs in Financial Markets.

[BibT_eX]

[DOI]

CoRR, 2020

Does the 𝓁1-norm Learn a Sparse Graph under Laplacian Constrained Graphical Models?

[BibT_eX]

[DOI]

CoRR, 2020

Nonconvex Sparse Graph Learning under Laplacian Constrained Graphical Model.

[BibT_eX]

[DOI]

Proceedings of the Advances in Neural Information Processing Systems 33: Annual Conference on Neural Information Processing Systems 2020, 2020

A Theoretical Basis for Practitioners Heuristic 1/N and Long-Only Quintile Portfolio.

[BibT_eX]

[DOI]

Proceedings of the 2020 IEEE International Conference on Acoustics, 2020

M-Estimators of Scatter with Eigenvalue Shrinkage.

[BibT_eX]

[DOI]

Proceedings of the 2020 IEEE International Conference on Acoustics, 2020

Learning Undirected Graphs in Financial Markets.

[BibT_eX]

[DOI]

Proceedings of the 54th Asilomar Conference on Signals, Systems, and Computers, 2020

2019

Optimal Mean-Reverting Portfolio With Leverage Constraint for Statistical Arbitrage in Finance.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2019

Optimization Algorithms for Graph Laplacian Estimation via ADMM and MM.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2019

Sequence Design for Spectral Shaping via Minimization of Regularized Spectral Level Ratio.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2019

Parameter Estimation of Heavy-Tailed AR Model With Missing Data Via Stochastic EM.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2019

Optimization of MIMO Device-to-Device Networks via Matrix Fractional Programming: A Minorization-Maximization Approach.

[BibT_eX]

[DOI]

IEEE/ACM Trans. Netw., 2019

Regularized robust estimation of mean and covariance matrix for incomplete data.

[BibT_eX]

[DOI]

Signal Process., 2019

Distributed Inexact Successive Convex Approximation ADMM: Analysis-Part I.

[BibT_eX]

[DOI]

Ketan Rajawat

CoRR, 2019

Structured Graph Learning Via Laplacian Spectral Constraints.

[BibT_eX]

[DOI]

Proceedings of the Advances in Neural Information Processing Systems 32: Annual Conference on Neural Information Processing Systems 2019, 2019

Unified Framework for Minimax MIMO Transmit Beampattern Matching under Waveform Constraints.

[BibT_eX]

[DOI]

Proceedings of the IEEE International Conference on Acoustics, 2019

Large-Scale Regularized Portfolio Selection Via Convex Optimization.

[BibT_eX]

[DOI]

Proceedings of the 2019 IEEE Global Conference on Signal and Information Processing, 2019

Parameter Estimation of Heavy-Tailed AR(p) Model from Incomplete Data.

[BibT_eX]

[DOI]

Proceedings of the 27th European Signal Processing Conference, 2019

Robust Factor Analysis Parameter Estimation.

[BibT_eX]

[DOI]

Proceedings of the Computer Aided Systems Theory - EUROCAST 2019, 2019

Accelerating the Multivariate SKEW T Parameter Estimation.

[BibT_eX]

[DOI]

Proceedings of the 8th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, 2019

Bipartite Structured Gaussian Graphical Modeling via Adjacency Spectral Priors.

[BibT_eX]

[DOI]

Proceedings of the 53rd Asilomar Conference on Signals, Systems, and Computers, 2019

2018

A Markowitz Portfolio Approach to Options Trading.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2018

Mean-Reverting Portfolio With Budget Constraint.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2018

Transmit Waveform/Receive Filter Design for MIMO Radar With Multiple Waveform Constraints.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2018

MISO Channel Estimation and Tracking from Received Signal Strength Feedback.

[BibT_eX]

[DOI]

Xiao Fu

Nicholas D. Sidiropoulos

IEEE Trans. Signal Process., 2018

Sparse Portfolios for High-Dimensional Financial Index Tracking.

[BibT_eX]

[DOI]

Konstantinos Benidis

IEEE Trans. Signal Process., 2018

Optimization Methods for Financial Index Tracking: From Theory to Practice.

[BibT_eX]

[DOI]

Konstantinos Benidis

Found. Trends Optim., 2018

Coordinated Scheduling and Spectrum Sharing via Matrix Fractional Programming.

[BibT_eX]

[DOI]

CoRR, 2018

Optimal Portfolio Design for Statistical Arbitrage in Finance.

[BibT_eX]

[DOI]

Proceedings of the 2018 IEEE Statistical Signal Processing Workshop, 2018

Sparse Reduced Rank Regression with Nonconvex Regularization.

[BibT_eX]

[DOI]

Proceedings of the 2018 IEEE Statistical Signal Processing Workshop, 2018

MIMO Transmit Beampattern Matching Under Waveform Constraints.

[BibT_eX]

[DOI]

Proceedings of the 2018 IEEE International Conference on Acoustics, 2018

Parameter Estimation of Heavy-Tailed Random Walk Model from Incomplete Data.

[BibT_eX]

[DOI]

Proceedings of the 2018 IEEE International Conference on Acoustics, 2018

Distributed optimization for Generalized Phase Retrieval Over Networks.

[BibT_eX]

[DOI]

Proceedings of the 52nd Asilomar Conference on Signals, Systems, and Computers, 2018

2017

A Unified Framework for Low Autocorrelation Sequence Design via Majorization-Minimization.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2017

Maximin Joint Optimization of Transmitting Code and Receiving Filter in Radar and Communications.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2017

Cognitive Radar-Based Sequence Design via SINR Maximization.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2017

Effective Low-Complexity Optimization Methods for Joint Phase Noise and Channel Estimation in OFDM.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2017

Majorization-Minimization Algorithms in Signal Processing, Communications, and Machine Learning.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2017

Joint Optimization of Power and Data Transfer in Multiuser MIMO Systems.

[BibT_eX]

[DOI]

Javier Rubio

Andrea Goldsmith

IEEE Trans. Signal Process., 2017

Introduction to the Issue on Cooperative Signal Processing for Heterogeneous and Multi-Task Wireless Sensor Networks.

[BibT_eX]

[DOI]

IEEE J. Sel. Top. Signal Process., 2017

A fast algorithm for joint design of transmit waveforms and receive filters.

[BibT_eX]

[DOI]

Proceedings of the 18th IEEE International Workshop on Signal Processing Advances in Wireless Communications, 2017

A low-complexity algorithm for OFDM phase noise estimation.

[BibT_eX]

[DOI]

Proceedings of the 18th IEEE International Workshop on Signal Processing Advances in Wireless Communications, 2017

Robust maximum likelihood estimation of sparse vector error correction model.

[BibT_eX]

[DOI]

Proceedings of the 2017 IEEE Global Conference on Signal and Information Processing, 2017

Robust estimation of mean and covariance matrix for incomplete data in financial applications.

[BibT_eX]

[DOI]

Proceedings of the 2017 IEEE Global Conference on Signal and Information Processing, 2017

2016

Sum-Rate Maximization for Energy Harvesting Nodes With a Generalized Power Consumption Model.

[BibT_eX]

[DOI]

Maria Gregori

IEEE Trans. Wirel. Commun., 2016

Efficient Algorithms on Robust Low-Rank Matrix Completion Against Outliers.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2016

A Parallel Decomposition Method for Nonconvex Stochastic Multi-Agent Optimization Problems.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2016

Design of PAR-Constrained Sequences for MIMO Channel Estimation via Majorization-Minimization.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2016

Robust Estimation of Structured Covariance Matrix for Heavy-Tailed Elliptical Distributions.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2016

Low-Complexity Algorithms for Low Rank Clutter Parameters Estimation in Radar Systems.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2016

Sequence Set Design With Good Correlation Properties Via Majorization-Minimization.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2016

Sequence Design to Minimize the Weighted Integrated and Peak Sidelobe Levels.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2016

PRIME: Phase Retrieval via Majorization-Minimization.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2016

Orthogonal Sparse PCA and Covariance Estimation via Procrustes Reformulation.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2016

An Online Parallel Algorithm for Recursive Estimation of Sparse Signals.

[BibT_eX]

[DOI]

IEEE Trans. Signal Inf. Process. over Networks, 2016

Introduction to the Issue on Financial Signal Processing and Machine Learning for Electronic Trading.

[BibT_eX]

[DOI]

IEEE J. Sel. Top. Signal Process., 2016

A Signal Processing Perspective of Financial Engineering.

[BibT_eX]

[DOI]

Found. Trends Signal Process., 2016

Undersampled Phase Retrieval via Majorization-Minimization.

[BibT_eX]

[DOI]

CoRR, 2016

A robust signal subspace estimator.

[BibT_eX]

[DOI]

Proceedings of the IEEE Statistical Signal Processing Workshop, 2016

SWIPT techniques for multiuser MIMO broadcast systems.

[BibT_eX]

[DOI]

Javier Rubio

Andrea Goldsmith

Proceedings of the 27th IEEE Annual International Symposium on Personal, 2016

Optimal design of constant-modulus channel training sequences.

[BibT_eX]

[DOI]

Proceedings of the 2016 IEEE International Conference on Acoustics, 2016

Sequence design to minimize the peak sidelobe level.

[BibT_eX]

[DOI]

Proceedings of the 2016 IEEE International Conference on Acoustics, 2016

Portfolio optimization with asset selection and risk parity control.

[BibT_eX]

[DOI]

Proceedings of the 2016 IEEE International Conference on Acoustics, 2016

Orthogonal sparse eigenvectors: A procrustes problem.

[BibT_eX]

[DOI]

Proceedings of the 2016 IEEE International Conference on Acoustics, 2016

Block majorization-minimization algorithms for low-rank clutter subspace estimation.

[BibT_eX]

[DOI]

Proceedings of the 24th European Signal Processing Conference, 2016

Mean-reverting portfolio design via majorization-minimization method.

[BibT_eX]

[DOI]

Proceedings of the 50th Asilomar Conference on Signals, Systems and Computers, 2016

Distributed nonconvex multiagent optimization over time-varying networks.

[BibT_eX]

[DOI]

Proceedings of the 50th Asilomar Conference on Signals, Systems and Computers, 2016

Robust rank constrained kronecker covariance matrix estimation.

[BibT_eX]

[DOI]

Proceedings of the 50th Asilomar Conference on Signals, Systems and Computers, 2016

2015

Regularized Robust Estimation of Mean and Covariance Matrix Under Heavy-Tailed Distributions.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2015

Optimization Methods for Designing Sequences With Low Autocorrelation Sidelobes.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2015

Sparse Generalized Eigenvalue Problem Via Smooth Optimization.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2015

Robust Optimization of Order Execution.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2015

SCRIP: Successive Convex Optimization Methods for Risk Parity Portfolio Design.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2015

Normalization of Linear Support Vector Machines.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2015

Robust estimation of structured covariance matrix for heavy-tailed distributions.

[BibT_eX]

[DOI]

Proceedings of the 2015 IEEE International Conference on Acoustics, 2015

Optimization methods for sequence design with low autocorrelation sidelobes.

[BibT_eX]

[DOI]

Proceedings of the 2015 IEEE International Conference on Acoustics, 2015

Linear support vector machines with normalizations.

[BibT_eX]

[DOI]

Proceedings of the 2015 IEEE International Conference on Acoustics, 2015

Robust low-rank optimization for large scale problems.

[BibT_eX]

[DOI]

Proceedings of the 49th Asilomar Conference on Signals, Systems and Computers, 2015

PRIME: Phase retrieval via majorization-minimization technique.

[BibT_eX]

[DOI]

Proceedings of the 49th Asilomar Conference on Signals, Systems and Computers, 2015

2014

Regularized Tyler's Scatter Estimator: Existence, Uniqueness, and Algorithms.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2014

Decomposition by Partial Linearization: Parallel Optimization of Multi-Agent Systems.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2014

Randomized Algorithms for Optimal Solutions of Double-Sided QCQP With Applications in Signal Processing.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2014

Energy Efficient Collaborative Beamforming in Wireless Sensor Networks.

[BibT_eX]

[DOI]

Benjamín Béjar Haro

Santiago Zazo

IEEE Trans. Signal Process., 2014

Convex Separable Problems With Linear Constraints in Signal Processing and Communications.

[BibT_eX]

[DOI]

Antonio A. D'Amico

Luca Sanguinetti

IEEE Trans. Signal Process., 2014

Noncooperative Day-Ahead Bidding Strategies for Demand-Side Expected Cost Minimization With Real-Time Adjustments: A GNEP Approach.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2014

Real and Complex Monotone Communication Games.

[BibT_eX]

[DOI]

IEEE Trans. Inf. Theory, 2014

A Parallel Stochastic Approximation Method for Nonconvex Multi-Agent Optimization Problems.

[BibT_eX]

[DOI]

CoRR, 2014

Convex separable problems with linear and box constraints in signal processing and communications.

[BibT_eX]

[DOI]

Antonio A. D'Amico

Luca Sanguinetti

CoRR, 2014

Regularized robust estimation of mean and covariance matrix under heavy tails and outliers.

[BibT_eX]

[DOI]

Proceedings of the IEEE 8th Sensor Array and Multichannel Signal Processing Workshop, 2014

Convex separable problems with linear and box constraints.

[BibT_eX]

[DOI]

Antonio Alberto D'Amico

Luca Sanguinetti

Proceedings of the IEEE International Conference on Acoustics, 2014

An online parallel algorithm for spectrum sensing in cognitive radio networks.

[BibT_eX]

[DOI]

Proceedings of the 48th Asilomar Conference on Signals, Systems and Computers, 2014

A fast algorithm for sparse generalized eigenvalue problem.

[BibT_eX]

[DOI]

Proceedings of the 48th Asilomar Conference on Signals, Systems and Computers, 2014

2013

Finite-Sample Linear Filter Optimization in Wireless Communications and Financial Systems.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2013

Improved Calibration of High-Dimensional Precision Matrices.

[BibT_eX]

[DOI]

Mengyi Zhang

IEEE Trans. Signal Process., 2013

Multi-Portfolio Optimization: A Potential Game Approach.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2013

Robust MIMO Precoding for Several Classes of Channel Uncertainty.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2013

Lorentz-Positive Maps and Quadratic Matrix Inequalities With Applications to Robust MISO Transmit Beamforming.

[BibT_eX]

[DOI]

Shuzhong Zhang

IEEE Trans. Signal Process., 2013

Noncooperative and Cooperative Optimization of Distributed Energy Generation and Storage in the Demand-Side of the Smart Grid.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2013

Demand-Side Management via Distributed Energy Generation and Storage Optimization.

[BibT_eX]

[DOI]

IEEE Trans. Smart Grid, 2013

On MMSE Crossing Properties and Implications in Parallel Vector Gaussian Channels.

[BibT_eX]

[DOI]

Ronit Bustin

Shlomo Shamai (Shitz)

IEEE Trans. Inf. Theory, 2013

Universal Binary Semidefinite Relaxation for ML Signal Detection.

[BibT_eX]

[DOI]

IEEE Trans. Commun., 2013

Robust MIMO Cognitive Radio Systems Under Interference Temperature Constraints.

[BibT_eX]

[DOI]

IEEE J. Sel. Areas Commun., 2013

Parallel stochastic decomposition algorithms for multi-agent systems.

[BibT_eX]

[DOI]

Yang Yang

Proceedings of the 14th IEEE Workshop on Signal Processing Advances in Wireless Communications, 2013

Robust adaptive beamforming with imprecise steering vector and noise covariance matrix due to finite sample size.

[BibT_eX]

[DOI]

Proceedings of the IEEE International Conference on Acoustics, 2013

Robust MIMO cognitive radio systems under temperature interference constraints.

[BibT_eX]

[DOI]

Proceedings of the IEEE International Conference on Acoustics, 2013

Decomposition by partial linearization in multiuser systems.

[BibT_eX]

[DOI]

Proceedings of the IEEE International Conference on Acoustics, 2013

Cooperative day-ahead bidding strategies for demand-side expected cost minimization.

[BibT_eX]

[DOI]

Proceedings of the IEEE International Conference on Acoustics, 2013

Robust MIMO precoding for the schatten norm based channel uncertainty sets.

[BibT_eX]

[DOI]

Proceedings of the 2013 IEEE Global Communications Conference, 2013

Robust order execution under box uncertainty sets.

[BibT_eX]

[DOI]

Proceedings of the 2013 Asilomar Conference on Signals, 2013

2012

Array Gain in the DMT Framework for MIMO Channels.

[BibT_eX]

[DOI]

IEEE Trans. Inf. Theory, 2012

Performance Analysis and Optimal Selection of Large Minimum Variance Portfolios Under Estimation Risk.

[BibT_eX]

[DOI]

Xavier Mestre

IEEE J. Sel. Top. Signal Process., 2012

Optimal order execution for algorithmic trading: A CVaR approach.

[BibT_eX]

[DOI]

Proceedings of the 13th IEEE International Workshop on Signal Processing Advances in Wireless Communications, 2012

Day-ahead bidding strategies for demand-side expected cost minimization.

[BibT_eX]

[DOI]

Proceedings of the IEEE Third International Conference on Smart Grid Communications, 2012

Calibration of high-dimensional precision matrices under quadratic loss.

[BibT_eX]

[DOI]

Mengyi Zhang

Proceedings of the 2012 IEEE International Conference on Acoustics, 2012

Robust maximin MIMO precoding for arbitrary convex uncertainty sets.

[BibT_eX]

[DOI]

Proceedings of the 2012 IEEE International Conference on Acoustics, 2012

Lorentz-positive mapswith applications to robust MISO downlink beamforming.

[BibT_eX]

[DOI]

Shuzhong Zhang

Proceedings of the 2012 IEEE International Conference on Acoustics, 2012

Lifetime maximization for beamforming applications in wireless sensor networks.

[BibT_eX]

[DOI]

Benjamín Béjar Haro

Santiago Zazo

Proceedings of the 2012 IEEE International Conference on Acoustics, 2012

2011

Robust MIMO Cognitive Radio Via Game Theory.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2011

Quaternion ICA From Second-Order Statistics.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2011

Generalized Likelihood Ratios for Testing the Properness of Quaternion Gaussian Vectors.

[BibT_eX]

[DOI]

Javier Vía

Luis Vielva

IEEE Trans. Signal Process., 2011

Fractional QCQP With Applications in ML Steering Direction Estimation for Radar Detection.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2011

Performance analysis and optimal selection of large mean-variance portfolios under estimation risk

[BibT_eX]

[DOI]

Xavier Mestre

CoRR, 2011

Yet another entropy power inequality with an application.

[BibT_eX]

[DOI]

Maria Gregori

Proceedings of the 2011 International Conference on Wireless Communications & Signal Processing, 2011

Distributed dynamic pricing for MIMO interfering multiuser systems: A unified approach.

[BibT_eX]

[DOI]

Proceedings of the 5th International Conference on NETwork Games, COntrol and OPtimization, 2011

Maximum likelihood ICA of quaternion Gaussian vectors.

[BibT_eX]

[DOI]

Proceedings of the IEEE International Conference on Acoustics, 2011

Fundamental diversity, multiplexing, and array gain tradeoff under different MIMO channel models.

[BibT_eX]

[DOI]

Proceedings of the IEEE International Conference on Acoustics, 2011

Asymptotic analysis and consistent estimation of high-dimensional Markowitz portfolios.

[BibT_eX]

[DOI]

Xavier Mestre

Proceedings of the 4th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, 2011

2010

Robust MMSE precoding in MIMO channels with pre-fixed receivers.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2010

MIMO cognitive radio: a game theoretical approach.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2010

Design of cognitive radio systems under temperature-interference constraints: a variational inequality approach.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2010

Code design for radar STAP via optimization theory.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2010

A dual perspective on separable semidefinite programming with applications to optimal downlink beamforming.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2010

Rank-constrained separable semidefinite programming with applications to optimal beamforming.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2010

On the Computation of the Capacity Region of the Discrete MAC.

[BibT_eX]

[DOI]

Eduard Calvo

Josep Vidal

IEEE Trans. Commun., 2010

Convex Optimization, Game Theory, and Variational Inequality Theory.

[BibT_eX]

[DOI]

IEEE Signal Process. Mag., 2010

Robust cognitive radio via game theory.

[BibT_eX]

[DOI]

Proceedings of the IEEE International Symposium on Information Theory, 2010

On the diversity, multiplexing, and array gain tradeoff in MIMO channels.

[BibT_eX]

[DOI]

Proceedings of the IEEE International Symposium on Information Theory, 2010

On MMSE properties and I-MMSE implications in parallel MIMO Gaussian channels.

[BibT_eX]

[DOI]

Proceedings of the IEEE International Symposium on Information Theory, 2010

A dual perspective on separable semidefinite programming with applications to optimal beamforming.

[BibT_eX]

[DOI]

Proceedings of the IEEE International Conference on Acoustics, 2010

Competitive optimization of cognitive radio MIMO systems via game theory.

[BibT_eX]

Proceedings of the Convex Optimization in Signal Processing and Communications., 2010

2009

Correction to "worst-case robust MIMO transmission with imperfect channel knowledge".

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2009

Worst-case robust MIMO transmission with imperfect channel knowledge.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2009

The MIMO iterative waterfilling algorithm.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2009

Minimum BER linear MIMO transceivers with adaptive number of substreams.

[BibT_eX]

[DOI]

Alba Pagès-Zamora

IEEE Trans. Signal Process., 2009

Ordered Eigenvalues of a General Class of Hermitian Random Matrices With Application to the Performance Analysis of MIMO Systems.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2009

Joint bit allocation and precoding for MIMO systems with decision feedback detection.

[BibT_eX]

[DOI]

Svante Bergman

IEEE Trans. Signal Process., 2009

Energy-robustness tradeoff in cellular network power control.

[BibT_eX]

[DOI]

Chee-Wei Tan

IEEE/ACM Trans. Netw., 2009

Hessian and concavity of mutual information, differential entropy, and entropy power in linear vector Gaussian channels.

[BibT_eX]

[DOI]

IEEE Trans. Inf. Theory, 2009

Flexible design of cognitive radio wireless systems.

[BibT_eX]

[DOI]

IEEE Signal Process. Mag., 2009

Optimal Bit Loading for MIMO Systems with Decision Feedback Detection.

[BibT_eX]

[DOI]

Svante Bergman

Proceedings of the 69th IEEE Vehicular Technology Conference, 2009

On optimal precoding in linear vector Gaussian channels with arbitrary input distribution.

[BibT_eX]

[DOI]

Proceedings of the IEEE International Symposium on Information Theory, 2009

Rank-constrained separable semidefinite programming for optimal beamforming design.

[BibT_eX]

[DOI]

Proceedings of the IEEE International Symposium on Information Theory, 2009

Maximin robust design for MIMO communication systems against imperfect CSIT.

[BibT_eX]

[DOI]

Proceedings of the IEEE International Conference on Acoustics, 2009

Competitive optimization of cognitive radio MIMO systems via game theory.

[BibT_eX]

[DOI]

Proceedings of the 1st International Conference on Game Theory for Networks, 2009

2008

Statistically Robust Design of Linear MIMO Transceivers.

[BibT_eX]

[DOI]

Xi Zhang

IEEE Trans. Signal Process., 2008

Optimal Linear Precoding Strategies for Wideband Non-Cooperative Systems Based on Game Theory - Part II: Algorithms.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2008

Optimal Linear Precoding Strategies for Wideband Noncooperative Systems Based on Game Theory - Part I: Nash Equilibria.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2008

Asynchronous Iterative Water-Filling for Gaussian Frequency-Selective Interference Channels.

[BibT_eX]

[DOI]

IEEE Trans. Inf. Theory, 2008

Lautum Information.

[BibT_eX]

[DOI]

Sergio Verdú

IEEE Trans. Inf. Theory, 2008

Cognitive MIMO radio.

[BibT_eX]

[DOI]

IEEE Signal Process. Mag., 2008

Competitive Design of Multiuser MIMO Systems Based on Game Theory: A Unified View.

[BibT_eX]

[DOI]

IEEE J. Sel. Areas Commun., 2008

Game Theory in Communication Systems [Guest Editorial].

[BibT_eX]

[DOI]

IEEE J. Sel. Areas Commun., 2008

Cognitive MIMO Radio: A Competitive Optimality Design Based on Subspace Projections

[BibT_eX]

[DOI]

CoRR, 2008

Asynchronous Iterative Waterfilling for Gaussian Frequency-Selective Interference Channels

[BibT_eX]

[DOI]

CoRR, 2008

A multivariate generalization of Costa's entropy power inequality.

[BibT_eX]

[DOI]

Proceedings of the 2008 IEEE International Symposium on Information Theory, 2008

The computation of the capacity region of the discrete degraded BC is a nonconvex DC problem.

[BibT_eX]

[DOI]

Eduard Calvo

Josep Vidal

Proceedings of the 2008 IEEE International Symposium on Information Theory, 2008

Image deblocking using convex optimization.

[BibT_eX]

[DOI]

Proceedings of the International Conference on Image Processing, 2008

Ordered Eigenvalues of a General Class of Hermitian Random Matrices and Performance Analysis of MIMO Systems.

[BibT_eX]

[DOI]

Proceedings of IEEE International Conference on Communications, 2008

Competitive design of multiuser MIMO interference systems based on game theory: A unified framework.

[BibT_eX]

[DOI]

Proceedings of the IEEE International Conference on Acoustics, 2008

2007

Power Control By Geometric Programming.

[BibT_eX]

[DOI]

IEEE Trans. Wirel. Commun., 2007

High-SNR Analytical Performance of Spatial Multiplexing MIMO Systems With CSI.

[BibT_eX]

[DOI]

Alba Pagès-Zamora

IEEE Trans. Signal Process., 2007

Representation of Mutual Information Via Input Estimates.

[BibT_eX]

[DOI]

Sergio Verdú

IEEE Trans. Inf. Theory, 2007

Alternative Distributed Algorithms for Network Utility Maximization: Framework and Applications.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 2007

Optimal Linear Precoding Strategies for Wideband Non-Cooperative Systems based on Game Theory-Part I: Nash Equilibria

[BibT_eX]

[DOI]

CoRR, 2007

The Computation of the Capacity Region of the Discrete MAC is a Rank-One Non-Convex Optimization Problem.

[BibT_eX]

[DOI]

Eduard Calvo

Josep Vidal

Proceedings of the IEEE International Symposium on Information Theory, 2007

Exploiting Hidden Convexity For Flexible And Robust Resource Allocation In Cellular Networks.

[BibT_eX]

[DOI]

Chee-Wei Tan

Proceedings of the INFOCOM 2007. 26th IEEE International Conference on Computer Communications, 2007

Distributed Totally Asynchronous Iterative Waterfilling for Wideband Interference Channel with Time/Frequency Offset.

[BibT_eX]

[DOI]

Proceedings of the IEEE International Conference on Acoustics, 2007

On Equal Constellation Minimum BER linear MIMO Transceivers.

[BibT_eX]

[DOI]

Alba Pagès-Zamora

Proceedings of the IEEE International Conference on Acoustics, 2007

Unified Theory of Complex-Valued Matrix Differentiation.

[BibT_eX]

[DOI]

Are Hjørungnes

David Gesbert

Proceedings of the IEEE International Conference on Acoustics, 2007

Precoder Optimization for Nonlinear MIMO Transceiver Based on Arbitrary Cost Function.

[BibT_eX]

[DOI]

Yi Jiang

Mahesh K. Varanasi

Proceedings of the 41st Annual Conference on Information Sciences and Systems, 2007

2006

A robust maximin approach for MIMO communications with imperfect channel state information based on convex optimization.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2006

Gradient of mutual information in linear vector Gaussian channels.

[BibT_eX]

[DOI]

Sergio Verdú

IEEE Trans. Inf. Theory, 2006

A Tutorial on Decomposition Methods for Network Utility Maximization.

[BibT_eX]

[DOI]

IEEE J. Sel. Areas Commun., 2006

MIMO Transceiver Design via Majorization Theory.

[BibT_eX]

[DOI]

Yi Jiang

Found. Trends Commun. Inf. Theory, 2006

Simultaneous Iterative Water-Filling for Gaussian Frequency-Selective Interference Channels.

[BibT_eX]

[DOI]

Proceedings of the Proceedings 2006 IEEE International Symposium on Information Theory, 2006

Alternative Decompositions for Distributed Maximization of Network Utility: Framework and Applications.

[BibT_eX]

[DOI]

Proceedings of the INFOCOM 2006. 25th IEEE International Conference on Computer Communications, 2006

Robust Design of Linear Mimo Transceivers Under Channel Uncertainty.

[BibT_eX]

[DOI]

Xi Zhang

Proceedings of the 2006 IEEE International Conference on Acoustics Speech and Signal Processing, 2006

Distributed Optimization of Coupled Systems With Applications to Network Utility Maximization.

[BibT_eX]

[DOI]

Chee Wei Tan

Proceedings of the 2006 IEEE International Conference on Acoustics Speech and Signal Processing, 2006

Potential Games: A Framework for Vector Power Control Problems With Coupled Constraints.

[BibT_eX]

[DOI]

Proceedings of the 2006 IEEE International Conference on Acoustics Speech and Signal Processing, 2006

2005

Practical algorithms for a family of waterfilling solutions.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2005

Minimum BER linear transceivers for MIMO channels via primal decomposition.

[BibT_eX]

[DOI]

Mats Bengtsson

IEEE Trans. Signal Process., 2005

Designing MIMO communication systems: constellation choice and linear transceiver design.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2005

Convex primal decomposition for multicarrier linear MIMO transceivers.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2005

Network utility maximization with nonconcave, coupled, and reliability-based uilities.

[BibT_eX]

[DOI]

Proceedings of the International Conference on Measurements and Modeling of Computer Systems, 2005

Solving nonconvex power control problems in wireless networks: low SIR regime and distributed algorithms.

[BibT_eX]

[DOI]

Chee Wei Tan

Proceedings of the Global Telecommunications Conference, 2005. GLOBECOM '05, St. Louis, Missouri, USA, 28 November, 2005

Alternative decompositions and distributed algorithms for network utility maximization.

[BibT_eX]

[DOI]

Proceedings of the Global Telecommunications Conference, 2005. GLOBECOM '05, St. Louis, Missouri, USA, 28 November, 2005

2004

Optimum linear joint transmit-receive processing for MIMO channels with QoS constraints.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2004

Unified framework for linear MIMO transceivers with shaping constraints.

[BibT_eX]

[DOI]

IEEE Commun. Lett., 2004

2003

Joint Tx-Rx beamforming design for multicarrier MIMO channels: a unified framework for convex optimization.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2003

Uniform power allocation in MIMO channels: a game-theoretic approach.

[BibT_eX]

[DOI]

IEEE Trans. Inf. Theory, 2003

Joint transmit-receive space-time equalization in spatially correlated MIMO channels: a beamforming approach.

[BibT_eX]

[DOI]

IEEE J. Sel. Areas Commun., 2003

Real-time scheduling for wireless multiuser MISO systems under different fairness criteria.

[BibT_eX]

[DOI]

Diego Bartolomé

Proceedings of the Seventh International Symposium on Signal Processing and Its Applications, 2003

Convex optimization theory applied to joint beamforming design in multicarrier MIMO channels.

[BibT_eX]

[DOI]

Proceedings of IEEE International Conference on Communications, 2003

2002

Power allocation techniques for joint beamforming in OFDM-MIMO channels.

[BibT_eX]

[DOI]

Proceedings of the 11th European Signal Processing Conference, 2002

2001

Temporal diversity on DS-CDMA communication systems for blind array signal processing.

[BibT_eX]

[DOI]

Signal Process., 2001

Capacity results of spatially correlated frequency-selective MIMO channels in UMTS.

[BibT_eX]

[DOI]

Proceedings of the 54th IEEE Vehicular Technology Conference, 2001

Practical implementation of jointly designed transmit receive space-time IIR filters.

[BibT_eX]

[DOI]

Proceedings of the Sixth International Symposium on Signal Processing and its Applications, 2001

2000

Self-reference beamforming for DS-CDMA communication systems.

[BibT_eX]

[DOI]

Proceedings of the IEEE International Conference on Acoustics, 2000

Optimum self-reference spatial diversity processing for FDSS and FH communication systems.

[BibT_eX]

[DOI]