Publications (25)
Imputation of Clinical Covariates in Time Series
Dimitris Bertsimas, Agni Orfanoudaki, Colin Pawlowski
Best Subset Selection via a Modern Optimization Lens
Dimitris Bertsimas, Angela King, Rahul Mazumder
Sparse High-Dimensional Regression: Exact Scalable Algorithms and Phase Transitions
Dimitris Bertsimas, Bart Van Parys
The Power and Limits of Predictive Approaches to Observational-Data-Driven Optimization
Dimitris Bertsimas, Nathan Kallus
Robust Sample Average Approximation
Dimitris Bertsimas, Vishal Gupta, Nathan Kallus
Performance Analysis of Queueing Networks via Robust Optimization
Dimitris Bertsimas, David Gamarnik, Alexander Rikun
Optimal Explanations of Linear Models
Dimitris Bertsimas, Arthur Delarue, Patrick Jaillet +1
The Price of Interpretability
Dimitris Bertsimas, Arthur Delarue, Patrick Jaillet +1
Interpretable Clustering via Optimal Trees
Dimitris Bertsimas, Agni Orfanoudaki, Holly Wiberg
Optimization over Continuous and Multi-dimensional Decisions with Observational Data
Dimitris Bertsimas, Christopher McCord
Sparse Hierarchical Regression with Polynomials
Dimitris Bertsimas, Bart Van Parys
Certifiably Optimal Low Rank Factor Analysis
Dimitris Bertsimas, Martin S. Copenhaver, Rahul Mazumder
A Scalable Algorithm for Two-Stage Adaptive Linear Optimization
Dimitris Bertsimas, Shimrit Shtern
Least quantile regression via modern optimization
Dimitris Bertsimas, Rahul Mazumder
Option Pricing without Price Dynamics: A Probabilistic Approach
Dimitris Bertsimas, Natasha Bushueva
Theory and Applications of Robust Optimization
Dimitris Bertsimas, David B. Brown, Constantine Caramanis
On the power of randomization in network interdiction
Dimitris Bertsimas, Ebrahim Nasrabadi, James B. Orlin
Optimality of Affine Policies in Multi-stage Robust Optimization
Dimitris Bertsimas, Dan A. Iancu, Pablo A. Parrilo
Data-Driven Estimation in Equilibrium Using Inverse Optimization
Dimitris Bertsimas, Vishal Gupta, Ioannis Ch. Paschalidis
The Trimmed Lasso: Sparsity and Robustness
Dimitris Bertsimas, Martin S. Copenhaver, Rahul Mazumder
A Comparison of Monte Carlo Tree Search and Mathematical Optimization for Large Scale Dynamic Resource Allocation
Dimitris Bertsimas, J. Daniel Griffith, Vishal Gupta +3
Data-Driven Robust Optimization
Dimitris Bertsimas, Vishal Gupta, Nathan Kallus
Characterization of the equivalence of robustification and regularization in linear and matrix regression
Dimitris Bertsimas, Martin S. Copenhaver
From Predictions to Prescriptions in Multistage Optimization Problems
Dimitris Bertsimas, Christopher McCord
From Predictive to Prescriptive Analytics
Dimitris Bertsimas, Nathan Kallus