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Top Articles

#TitleJournalYearCitations
1Challenges of Big Data analysisNational Science Review2014954
2Nonconcave penalized likelihood with a diverging number of parametersAnnals of Statistics2004685
3Profile likelihood inferences on semiparametric varying-coefficient partially linear modelsBernoulli2005546
4Large Covariance Estimation by Thresholding Principal Orthogonal ComplementsJournal of the Royal Statistical Society Series B: Statistical Methodology2013520
5Some map matching algorithms for personal navigation assistantsTransportation Research Part C: Emerging Technologies2000482
6High dimensional covariance matrix estimation using a factor modelJournal of Econometrics2008470
7Statistical methods with varying coefficient modelsStatistics and Its Interface2008321
8A Selective Overview of Variable Selection in High Dimensional Feature SpaceStatistica Sinica2010318
9The Knowledge-Gradient Policy for Correlated Normal BeliefsINFORMS Journal on Computing2009286
10Market price of risk specifications for affine models: Theory and evidence☆Journal of Financial Economics2007281
11Nonconcave Penalized Likelihood With NP-DimensionalityIEEE Transactions on Information Theory2011268
12African migration: trends, patterns, driversComparative Migration Studies2016256
13Simple Local Polynomial Density EstimatorsJournal of the American Statistical Association2020246
14High-dimensional covariance matrix estimation in approximate factor modelsAnnals of Statistics2011224
15On the optimal stopping problem for one-dimensional diffusionsStochastic Processes and Their Applications2003206
16An Adaptive Dynamic Programming Algorithm for Dynamic Fleet Management, I: Single Period Travel TimesTransportation Science2002185
17An Adaptive, Distribution-Free Algorithm for the Newsvendor Problem with Censored Demands, with Applications to Inventory and DistributionManagement Science2001178
18Use of Local Linear Regression Model for Short-Term Traffic ForecastingTransportation Research Record2003178
19Extrasolar Planet Finding via Optimal Apodized‐Pupil and Shaped‐Pupil CoronagraphsAstrophysical Journal2003172
20Optimal bandwidth choice for robust bias-corrected inference in regression discontinuity designsEconometrics Journal2020170
21Ultrahigh dimensional feature selection: beyond the linear modelJournal of Machine Learning Research2009168
22Regularization in statisticsTest2006153
23Staffing of Time-Varying Queues to Achieve Time-Stable PerformanceManagement Science2008153
24Dynamic-Programming Approximations for Stochastic Time-Staged Integer Multicommodity-Flow ProblemsINFORMS Journal on Computing2006152
25A unified framework for stochastic optimizationEuropean Journal of Operational Research2019151
26Estimating False Discovery Proportion Under Arbitrary Covariance DependenceJournal of the American Statistical Association2012145
27Measuring the predictability of life outcomes with a scientific mass collaborationProceedings of the National Academy of Sciences of the United States of America2020142
28Optimal Energy Commitments with Storage and Intermittent SupplyOperations Research2011138
29An Approximate Dynamic Programming Algorithm for Large-Scale Fleet Management: A Case ApplicationTransportation Science2009125
30Adaptive Stochastic Control for the Smart GridProceedings of the IEEE2011125
31Penalized Composite Quasi-Likelihood for Ultrahigh Dimensional Variable SelectionJournal of the Royal Statistical Society Series B: Statistical Methodology2011124
32Stochastic modeling of flood peaks using the generalized extreme value distributionWater Resources Research2002123
33Regret in Online Combinatorial OptimizationMathematics of Operations Research2014122
34Power Enhancement in High-Dimensional Cross-Sectional TestsEconometrica2015122
35Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail AssumptionsJournal of the Royal Statistical Society Series B: Statistical Methodology2017118
36Adaptive stepsizes for recursive estimation with applications in approximate dynamic programmingMachine Learning2006117
37Positive-Definite ℓ1-Penalized Estimation of Large Covariance MatricesJournal of the American Statistical Association2012117
38What you should know about approximate dynamic programmingNaval Research Logistics2009110
39Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio SelectionJournal of the American Statistical Association2012105
40A Strictly Contractive Peaceman--Rachford Splitting Method for Convex ProgrammingSIAM Journal on Optimization2014104
41Learning Algorithms for Separable Approximations of Discrete Stochastic Optimization ProblemsMathematics of Operations Research200498
42Tutorial on Stochastic Optimization in Energy—Part I: Modeling and PoliciesIEEE Transactions on Power Systems201698
43Overall Impacts of Off-Hour Delivery Programs in New York City Metropolitan AreaTransportation Research Record201193
44The Dynamic Assignment ProblemTransportation Science200492
45An Adaptive Dynamic Programming Algorithm for Dynamic Fleet Management, II: Multiperiod Travel TimesTransportation Science200284
46Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functionsMathematical Programming201784
47The Knowledge Gradient Algorithm for a General Class of Online Learning ProblemsOperations Research201283
48Tutorial on Stochastic Optimization in Energy—Part II: An Energy Storage IllustrationIEEE Transactions on Power Systems201682
49Co-optimizing Battery Storage for the Frequency Regulation and Energy Arbitrage Using Multi-Scale Dynamic ProgrammingIEEE Transactions on Smart Grid201681
50Gradient descent with random initialization: fast global convergence for nonconvex phase retrievalMathematical Programming201981