Technical Reports - Laurent El Ghaoui

Joint State and Parameter Estimation in Temporal Models (EECS-2018-28)
Yusuf Erol, Stuart J. Russell and Laurent El Ghaoui

Safe Feature Elimination in Sparse Supervised Learning (EECS-2010-126)
Laurent El Ghaoui, Vivian Viallon and Tarek Rabbani

A Convex Upper Bound on the Log-Partition Function for Binary Graphical Models (EECS-2007-146)
Laurent El Ghaoui

A Direct Formulation for Sparse PCA Using Semidefinite Programming (CSD-04-1330)
Alexandre d'Aspremont, Laurent El Ghaoui, Michael I. Jordan and Gert R. G. Lanckriet

Robust Markov Decision Processes with Uncertain Transition Matrices (M04/28)
A. Nilim and Laurent El Ghaoui

Robust Classification with Interval Data (CSD-03-1279)
Laurent El Ghaoui, Gert R. G. Lanckriet and Georges Natsoulis

Multi-Stage Resource Allocation Under Uncertainty (M03/45)
A. Nilim, G. Calafiore and Laurent El Ghaoui

A Robust Minimax Approach to Classification (CSD-02-1218)
Gert R. G. Lanckriet, Laurent El Ghaoui, Chiranjib Bhattacharyya and Michael I. Jordan

Learning the Kernel Matrix with Semi-Definite Programming (CSD-02-1206)
Gert R. G. Lanckriet, Nello Cristianini, Peter Bartlett, Laurent El Ghaoui and Michael I. Jordan

Static Arbitrage Bounds on Basket Option Price (M02/33)
A. dAspremont and Laurent El Ghaoui

Estimation of Transition Probability Matrices in Credit Risk Analysis (M00/60)
Laurent El Ghaoui, M. Oks and A. Varma

Worst-Case Value-at-Risk and Robust Asset Allocation: A Semidefinite Programming Approach (M00/59)
Laurent El Ghaoui, F. Oustry and M. Oks