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Department of Operations Research and Financial Engineering
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top-articles
Department of Operations Research and Financial Engineering
433
(top 1%)
papers
15.2K
(top 1%)
citations
61
(top 1%)
h
-index
110
(top 1%)
g
-index
549
all documents
18.0K
doc citations
2.5K
citing journals
Top Articles
#
Title
Journal
Year
Citations
1
Challenges of Big Data analysis
National Science Review
2014
954
2
Nonconcave penalized likelihood with a diverging number of parameters
Annals of Statistics
2004
685
3
Profile likelihood inferences on semiparametric varying-coefficient partially linear models
Bernoulli
2005
546
4
Large Covariance Estimation by Thresholding Principal Orthogonal Complements
Journal of the Royal Statistical Society Series B: Statistical Methodology
2013
520
5
Some map matching algorithms for personal navigation assistants
Transportation Research Part C: Emerging Technologies
2000
482
6
High dimensional covariance matrix estimation using a factor model
Journal of Econometrics
2008
470
7
Statistical methods with varying coefficient models
Statistics and Its Interface
2008
321
8
A Selective Overview of Variable Selection in High Dimensional Feature Space
Statistica Sinica
2010
318
9
The Knowledge-Gradient Policy for Correlated Normal Beliefs
INFORMS Journal on Computing
2009
286
10
Market price of risk specifications for affine models: Theory and evidence☆
Journal of Financial Economics
2007
281
11
Nonconcave Penalized Likelihood With NP-Dimensionality
IEEE Transactions on Information Theory
2011
268
12
African migration: trends, patterns, drivers
Comparative Migration Studies
2016
256
13
Simple Local Polynomial Density Estimators
Journal of the American Statistical Association
2020
246
14
High-dimensional covariance matrix estimation in approximate factor models
Annals of Statistics
2011
224
15
On the optimal stopping problem for one-dimensional diffusions
Stochastic Processes and Their Applications
2003
206
16
An Adaptive Dynamic Programming Algorithm for Dynamic Fleet Management, I: Single Period Travel Times
Transportation Science
2002
185
17
An Adaptive, Distribution-Free Algorithm for the Newsvendor Problem with Censored Demands, with Applications to Inventory and Distribution
Management Science
2001
178
18
Use of Local Linear Regression Model for Short-Term Traffic Forecasting
Transportation Research Record
2003
178
19
Extrasolar Planet Finding via Optimal Apodized‐Pupil and Shaped‐Pupil Coronagraphs
Astrophysical Journal
2003
172
20
Optimal bandwidth choice for robust bias-corrected inference in regression discontinuity designs
Econometrics Journal
2020
170
21
Ultrahigh dimensional feature selection: beyond the linear model
Journal of Machine Learning Research
2009
168
22
Regularization in statistics
Test
2006
153
23
Staffing of Time-Varying Queues to Achieve Time-Stable Performance
Management Science
2008
153
24
Dynamic-Programming Approximations for Stochastic Time-Staged Integer Multicommodity-Flow Problems
INFORMS Journal on Computing
2006
152
25
A unified framework for stochastic optimization
European Journal of Operational Research
2019
151
26
Estimating False Discovery Proportion Under Arbitrary Covariance Dependence
Journal of the American Statistical Association
2012
145
27
Measuring the predictability of life outcomes with a scientific mass collaboration
Proceedings of the National Academy of Sciences of the United States of America
2020
142
28
Optimal Energy Commitments with Storage and Intermittent Supply
Operations Research
2011
138
29
An Approximate Dynamic Programming Algorithm for Large-Scale Fleet Management: A Case Application
Transportation Science
2009
125
30
Adaptive Stochastic Control for the Smart Grid
Proceedings of the IEEE
2011
125
31
Penalized Composite Quasi-Likelihood for Ultrahigh Dimensional Variable Selection
Journal of the Royal Statistical Society Series B: Statistical Methodology
2011
124
32
Stochastic modeling of flood peaks using the generalized extreme value distribution
Water Resources Research
2002
123
33
Regret in Online Combinatorial Optimization
Mathematics of Operations Research
2014
122
34
Power Enhancement in High-Dimensional Cross-Sectional Tests
Econometrica
2015
122
35
Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions
Journal of the Royal Statistical Society Series B: Statistical Methodology
2017
118
36
Adaptive stepsizes for recursive estimation with applications in approximate dynamic programming
Machine Learning
2006
117
37
Positive-Definite ℓ
1
-Penalized Estimation of Large Covariance Matrices
Journal of the American Statistical Association
2012
117
38
What you should know about approximate dynamic programming
Naval Research Logistics
2009
110
39
Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection
Journal of the American Statistical Association
2012
105
40
A Strictly Contractive Peaceman--Rachford Splitting Method for Convex Programming
SIAM Journal on Optimization
2014
104
41
Learning Algorithms for Separable Approximations of Discrete Stochastic Optimization Problems
Mathematics of Operations Research
2004
98
42
Tutorial on Stochastic Optimization in Energy—Part I: Modeling and Policies
IEEE Transactions on Power Systems
2016
98
43
Overall Impacts of Off-Hour Delivery Programs in New York City Metropolitan Area
Transportation Research Record
2011
93
44
The Dynamic Assignment Problem
Transportation Science
2004
92
45
An Adaptive Dynamic Programming Algorithm for Dynamic Fleet Management, II: Multiperiod Travel Times
Transportation Science
2002
84
46
Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functions
Mathematical Programming
2017
84
47
The Knowledge Gradient Algorithm for a General Class of Online Learning Problems
Operations Research
2012
83
48
Tutorial on Stochastic Optimization in Energy—Part II: An Energy Storage Illustration
IEEE Transactions on Power Systems
2016
82
49
Co-optimizing Battery Storage for the Frequency Regulation and Energy Arbitrage Using Multi-Scale Dynamic Programming
IEEE Transactions on Smart Grid
2016
81
50
Gradient descent with random initialization: fast global convergence for nonconvex phase retrieval
Mathematical Programming
2019
81
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