PhD in Electrical Engineering
Technical University of Catalonia (UPC), 2003
Learning Spatiotemporal Graphical Models From Incomplete Observations
Article
Seasonal antigenic prediction of influenza A H3N2 using machine learning
Article
Joint Signal Recovery and Graph Learning from Incomplete Time-Series
Conference paper
Robust and constrained estimation of state space models: A majorization-minimization approach
Conference paper
A Fast Successive QP Algorithm for General Mean-Variance Portfolio Optimization
Article
Article
Efficient and Scalable Parametric High-Order Portfolios Design via the Skew-t Distribution
Article
Cognition-enabled waveform design for ambiguity function shaping
Book chapter
Nonconvex Graph Learning: Sparsity, Heavy-tails, and Clustering
Book chapter
A Novel Algorithm for GARCH Model Estimation
Conference paper
Adaptive Estimation of Graphical Models under Total Positivity
Conference paper
Estimating Normalized Graph Laplacians in Financial Markets
Conference paper
False Discovery Rate Control for Fast Screening of Large-Scale Genomics Biobanks
Conference paper
Fast Projected Newton-like Method for Precision Matrix Estimation under Total Positivity
Conference paper
Graph Learning for Balanced Clustering of Heavy-Tailed Data
Conference paper
Intraday Volatility-Volume Joint Modeling and Forecasting: A State-space Approach
Conference paper
Learning Large-Scale MTP2 Gaussian Graphical Models via Bridge-Block Decomposition
Conference paper
The Informed Elastic Net for Fast Grouped Variable Selection and FDR Control in Genomics Research
Conference paper
Covariance Matrix Estimation Under Low-Rank Factor Model with Nonnegative Correlations
Article
Efficient Algorithms for General Isotone Optimization
Conference paper
Conference paper
Learning Bipartite Graphs: Heavy Tails and Multiple Components
Conference paper
Majorization-Minimization on the Stiefel Manifold With Application to Robust Sparse PCA
Article
Shrinking the Eigenvalues of M-Estimators of Covariance Matrix
Article
Solving High-Order Portfolios via Successive Convex Approximation Algorithms
Article
A Fast Algorithm for Graph Learning under Attractive Gaussian Markov Random Fields
Conference paper
Graphical Models for Heavy-Tailed Markets
Conference paper
Improved estimation of the degree of freedom parameter of multivariate t-distribution
Conference paper
Minimax Estimation of Laplacian Constrained Precision Matrices
Conference paper
Parameter Estimation for Student’s t VAR Model with Missing Data
Conference paper
A Unified Framework for Structured Graph Learning via Spectral Constraints
Article
General sparse risk parity portfolio design via successive convex optimization
Article
Student's t VAR Modeling With Missing Data Via Stochastic EM and Gibbs Sampling
Article
Understanding the Quintile Portfolio
Article
Radar Waveform Design via the Majorization-Minimization Framework
Book chapter
A Theoretical Basis for Practitioners Heuristic 1/N and Long-Only Quintile Portfolio
Conference paper
Learning Undirected Graphs in Financial Markets
Conference paper
M-estimators of scatter with eigenvalue shrinkage
Conference paper
Nonconvex Sparse Graph Learning under Laplacian Constrained Graphical Model
Conference paper
Robust Factor Analysis Parameter Estimation
Conference paper
Optimal Mean-Reverting Portfolio With Leverage Constraint for Statistical Arbitrage in Finance
Article
Optimization Algorithms for Graph Laplacian Estimation via ADMM and MM
Article
Article
Parameter Estimation of Heavy-Tailed AR Model With Missing Data Via Stochastic EM
Article
Regularized robust estimation of mean and covariance matrix for incomplete data
Article
Sequence Design for Spectral Shaping via Minimization of Regularized Spectral Level Ratio
Article
Spectral-based methods for pipeline leakage localization
Article
Accelerating the Multivariate SKEW T Parameter Estimation
Conference paper
Bipartite Structured Gaussian Graphical Modeling via Adjacency Spectral Priors
Conference paper
Distributed optimization for Generalized Phase Retrieval over Networks
Conference paper
Large-scale regularized portfolio selection via convex optimization
Conference paper
Parameter Estimation of Heavy-Tailed AR(p) Model from Incomplete Data
Conference paper
Robust Factor Analysis Parameters Estimation
Conference paper
Structured Graph Learning via Laplacian Spectral Constraints
Conference paper
Unified Framework for Minimax MIMO Transmit Beampattern Matching under Waveform Constraints
Conference paper
A Markowitz Portfolio Approach to Options Trading
Article
Mean-Reverting Portfolio With Budget Constraint
Article
MISO Channel Estimation and Tracking from Received Signal Strength Feedback
Article
Optimization Methods for Financial Index Tracking: From Theory to Practice
Article
Sparse Portfolios for High-Dimensional Financial Index Tracking
Article
Transmit Waveform/Receive Filter Design for MIMO Radar With Multiple Waveform Constraints
Article
Optimization Methods for Financial Index Tracking: From Theory to Practice
Book
Decision Feedback Based Transceiver Optimization for MIMO Inter-Symbol Interference Channels
Conference paper
MIMO Transmit Beampattern Matching Under Waveform Constraint
Conference paper
Optimal Portfolio Design for Statistical Arbitrage in Finance
Conference paper
Parameter Estimation of Heavy-tailed Random Walk Model from Incomplete Data
Conference paper
Sparse Reduced Rank Regression With Nonconvex Regularization
Conference paper
A Unified Framework for Low Autocorrelation Sequence Design via Majorization-Minimization
Article
Cognitive Radar-Based Sequence Design via SINR Maximization
Article
Effective Low-Complexity Optimization Methods for Joint Phase Noise and Channel Estimation in OFDM
Article
Article
Joint Optimization of Power and Data Transfer in Multiuser MIMO Systems
Article
Majorization-Minimization Algorithms in Signal Processing, Communications, and Machine Learning
Article
Maximin Joint Optimization of Transmitting Code and Receiving Filter in Radar and Communications
Article
Successive Boolean Optimization of Planar Pixel Antennas
Article
Undersampled Sparse Phase Retrieval via Majorization-Minimization
Article
A Fast Algorithm for Joint Design of Transmit Waveforms and Receive Filters
Conference paper
A Low-Complexity Algorithm for OFDM Phase Noise Estimation
Conference paper
Distributed Nonconvex Multiagent Optimization Over Time-Varying Networks
Conference paper
Mean-Reverting Portfolio Design via Majorization-Minimization Method
Conference paper
Robust Estimation of Mean and Covariance Matrix for Incomplete Data in Financial Applications
Conference paper
Robust Maximum Likelihood Estimation of Sparse Vector Error Correction Model
Conference paper
Robust Rank Constrained Kronecker Covariance Matrix Estimation
Conference paper
A Parallel Decomposition Method for Nonconvex Stochastic Multi-Agent Optimization Problems
Article
A Signal Processing Perspective on Financial Engineering
Article
An Online Parallel Algorithm for Recursive Estimation of Sparse Signals
Article
Design of PAR-Constrained Sequences for MIMO Channel Estimation via Majorization-Minimization
Article
Efficient Algorithms on Robust Low-Rank Matrix Completion Against Outliers
Article
Introduction to the Issue on Financial Signal Processing and Machine Learning for Electronic Trading
Article
Low-Complexity Algorithms for Low Rank Clutter Parameters Estimation in Radar Systems
Article
Orthogonal Sparse PCA and Covariance Estimation via Procrustes Reformulation
Article
PRIME: Phase Retrieval via Majorization-Minimization
Article
Robust Estimation of Structured Covariance Matrix for Heavy-Tailed Elliptical Distributions
Article
Sequence Set Design With Good Correlation Properties Via Majorization-Minimization
Article
Sum-Rate Maximization for Energy Harvesting Nodes With a Generalized Power Consumption Model
Article
A Signal Processing Perspective on Financial Engineering
Book
A Robust Signal Subspace Estimator
Conference paper
Block Majorization-Minimization Algorithms for Low-Rank Clutter Subspace Estimation
Conference paper
Optimal Design of Constant-Modulus Channel Training Sequences
Conference paper
Orthogonal Sparse Eigenvectors: A Procrustes Problem
Conference paper
Portfolio Optimization With Asset Selection And Risk Parity Control
Conference paper
PRIME: Phase Retrieval via Majorization-Minimization Technique
Conference paper
Sequence Design To Minimize The Peak Sidelobe Level
Conference paper
SWIPT Techniques for Multiuser MIMO Broadcast Systems
Conference paper
Normalization of Linear Support Vector Machines
Article
Optimization Methods for Designing Sequences With Low Autocorrelation Sidelobes
Article
Regularized Robust Estimation of Mean and Covariance Matrix Under Heavy-Tailed Distributions
Article
Robust Optimization of Order Execution
Article
SCRIP: Successive Convex Optimization Methods for Risk Parity Portfolio Design
Article
Sparse Generalized Eigenvalue Problem Via Smooth Optimization
Article
An Online Parallel Algorithm for Spectrum Sensing in Cognitive Radio Networks
Conference paper
Linear Support Vector Machines with Normalizations
Conference paper
Optimization Methods for Sequence Design with Low Autocorrelation Sidelobes
Conference paper
Robust Estimation of Structured Covariance Matrix for Heavy-Tailed Distributions
Conference paper
Robust Low-Rank Optimization for Large Scale Problems
Conference paper
Convex Separable Problems With Linear Constraints in Signal Processing and Communications
Article
Decomposition by Partial Linearization: Parallel Optimization of Multi-Agent Systems
Article
Energy Efficient Collaborative Beamforming in Wireless Sensor Networks
Article
Article
Article
Real and Complex Monotone Communication Games
Article
Regularized Tyler's Scatter Estimator: Existence, Uniqueness, and Algorithms
Article
A fast algorithm for sparse generalized eigenvalue problem
Conference paper
Convex separable problems with linear and box constraints
Conference paper
Regularized Robust Estimation of Mean and Covariance Matrix under Heavy Tails and Outliers
Conference paper
Demand-Side Management via Distributed Energy Generation and Storage Optimization
Article
Finite-Sample Linear Filter Optimization in Wireless Communications and Financial Systems
Article
Improved Calibration of High-Dimensional Precision Matrices
Article
Article
Multi-portfolio Optimization: A Potential Game Approach
Article
Article
On MMSE Crossing Properties and Implications in Parallel Vector Gaussian Channels
Article
Robust MIMO Cognitive Radio Systems Under Interference Temperature Constraints
Article
Robust MIMO Precoding for Several Classes of Channel Uncertainty
Article
Universal Binary Semidefinite Relaxation for ML Signal Detection
Article
Cooperative Day-ahead Bidding Strategies for Demand-side Expected Cost Minimization
Conference paper
Decomposition by Partial Linearization in Multiuser Systems
Conference paper
Parallel Stochastic Decomposition Algorithms for Multi-agent Systems
Conference paper
Conference paper
Robust MIMO Cognitive Radio Systems under Temperature Interference Constraints
Conference paper
Robust MIMO Precoding for the Schatten Norm Based Channel Uncertainty Sets
Conference paper
Robust Order Execution under Box Uncertainty Sets
Conference paper
Array Gain in the DMT Framework for MIMO Channels
Article
Article
Majorization Theory with Applications in Signal Processing and Communication Systems
Book chapter
Monotone Games for Cognitive Radio Systems
Book chapter
Calibration of high-dimensional precision matrices under quadratic loss
Conference paper
Day-ahead bidding strategies for demand-side expected cost minimization
Conference paper
Lifetime maximization for beamforming applications in wireless sensor networks
Conference paper
Lorentz-positive mapswith applications to robust MISO downlink beamforming
Conference paper
Multi-portfolio optimization: A potential game approach
Conference paper
Optimal Order Execution for Algorithmic Trading: A CVaR Approach
Conference paper
Robust maximin MIMO precoding for arbitrary convex uncertainty sets
Conference paper
Fractional QCQP With Applications in ML Steering Direction Estimation for Radar Detection
Article
Generalized Likelihood Ratios for Testing the Properness of Quaternion Gaussian Vectors
Article
Quaternion ICA From Second-Order Statistics
Article
Robust MIMO Cognitive Radio Via Game Theory
Article
Asymptotic analysis and consistent estimation of high-dimensional Markowitz portfolios
Conference paper
Distributed dynamic pricing for MIMO interfering multiuser systems: A unified approach
Conference paper
DMA tradeoff for the MIMO static half-duplex relay
Conference paper
Fundamental diversity, multiplexing, and array gain tradeoff under different MIMO channel models
Conference paper
Maximum likelihood ICA of quaternion Gaussian vectors
Conference paper
Code Design for Radar STAP via Optimization Theory
Article
Convex optimization, game theory, and variational inequality theory
Article
Article
MIMO Cognitive Radio: A Game Theoretical Approach
Article
On the computation of the capacity region of the discrete MAC
Article
Rank-Constrained Separable Semidefinite Programming With Applications to Optimal Beamforming
Article
Robust MMSE precoding in MIMO channels with pre-fixed receivers
Article
Competitive optimization of cognitive radio MIMO systems via game theory
Book chapter
A dual perspective on separable semidefinite programming with applications to optimal beamforming
Conference paper
Conference paper
Independent component analysis of quaternion Gaussian vectors
Conference paper
On MMSE properties and I-MMSE implications in parallel MIMO Gaussian channels
Conference paper
On the diversity, multiplexing, and array gain tradeoff in MIMO channels
Conference paper
Robust cognitive radio via game theory
Conference paper
Energy-robustness tradeoff in cellular network power control
Article
Flexible Design of Cognitive Radio Wireless Systems
Article
Article
Joint bit allocation and precoding for MIMO systems with decision feedback detection
Article
Minimum BER linear MIMO transceivers with adaptive number of substreams
Article
Article
The MIMO Iterative Waterfilling Algorithm
Article
Worst-case robust MIMO transmission with imperfect channel knowledge
Article
Convex Optimization in Signal Processing and Communications
Book
Competitive Optimization of Cognitive Radio MIMO Systems via Game Theory
Conference paper
Maximin robust design for MIMO communication systems against imperfect CSIT
Conference paper
On optimal precoding in linear vector gaussian channels with arbitrary input distribution
Conference paper
Optimal bit loading for MIMO systems with decision feedback detection
Conference paper
Rank-Constrained Separable Semidefinite Programming for Optimal Beamforming Design
Conference paper
Asynchronous iterative water-filling for Gaussian frequency-selective interference channels
Article
Cognitive MIMO Radio: Competitive Optimality Design Based on Subspace Projections
Article
Competitive design of multiuser MIMO systems based on game theory: A unified view
Article
Game theory in communication systems
Article
Article
Article
Article
Statistically robust design of linear MIMO transceivers
Article
A multivariate generalization of Costa's entropy power inequality
Conference paper
Competitive Design of Multiuser MIMO Interference Systems Based on Game Theory: A Unified Framework
Conference paper
Image deblocking using convex optimization
Conference paper
MIMO cognitive radio: A game theoretical approach
Conference paper
Objective assessment of audio quality
Conference paper
Conference paper
Patterned complex-valued matrix derivatives
Conference paper
Practical implementation of jointly designed transmit-receive space-time IIR filters
Conference paper
The computation of the capacity region of the discrete degraded BC is a nonconvex DC problem
Conference paper
Alternative distributed algorithms for network utility maximization: Framework and applications
Article
High-SNR analytical performance of spatial multiplexing MIMO systems with CSI
Article
Power control by geometric programming
Article
Representation of mutual information via input estimates
Article
Adaptive orthogonal beamforming for the MIMO broadcast channel
Conference paper
Conference paper
Decision feedback based transceiver optimization for MIMO intersymbol interference channels
Conference paper
Conference paper
Exploiting hidden convexity for flexible and robust resource allocation in cellular networks
Conference paper
On equal constellation minimum BER linear MIMO transceivers
Conference paper
Conference paper
Precoder optimization for Nonlinear MIMO transceiver based on arbitrary cost function
Conference paper
Robust MAC MIMO transceiver design with partial CSIT and CSIR
Conference paper
Conference paper
Unified theory of complex-valued matrix differentiation
Conference paper
Article
A tutorial on decomposition methods for network utility maximization
Article
Gradient of mutual information in linear vector Gaussian channels
Article
MIMO Transceiver Design via Majorization Theory
Book
Conference paper
Conference paper
Distributed optimization of coupled systems with applications to network utility maximization
Conference paper
Conference paper
Potential games: A framework for vector power control problems with coupled constraints
Conference paper
Robust design of linear MIMO transceivers under channel uncertainty
Conference paper
Simultaneous iterative water-filling for Gaussian frequency-selective interference channels
Conference paper
Convex primal decomposition for multicarrier linear MIMO transceivers
Article
Designing MIMO communication systems: Constellation choice and linear transceiver design
Article
Minimum BER Linear Transceivers for MIMO Channels via Primal Decomposition
Article
Practical algorithms for a family of waterfilling Solutions
Article
Convex Optimization Theory Applied to Joint Transmitter-Receiver Design in MIMO Channels
Book chapter
Unified design of linear transceivers for MIMO channels
Book chapter
Alternative decompositions and distributed algorithms for network utility maximization
Conference paper
Analytical BER performance in spatial multiplexing MIMO systems
Conference paper
Estimation-Theoretic Representation of Mutual Information
Conference paper
Robust design of linear MIMO transceiver for low SNR
Conference paper
Conference paper
Optimum linear joint transmit-receive processing for MIMO channels with QoS constraints
Article
Unified framework for linear MIMO transceivers with shaping constraints
Article
Decode-and-Forward Protocol for Cooperative Diversity in Multi-Antenna Wireless Networks
Conference paper
Article
Article
Uniform power allocation in MIMO channels: A game-theoretic approach
Article
Convex optimization theory applied to joint beamforming design in multicarrier MIMO channels
Conference paper
Real-Time Scheduling for Wireless Multiuser MISO Systems under different Fairness Criteria
Conference paper
Uniform power allocation in MIMO channels: A game-theoretic approach
Conference paper
Optimum joint transmit-receive linear processing for vectored DSL transmission with QoS requirements
Conference paper
Power Allocation Techniques for Joint Beamforming in OFDM-MIMO Channels
Conference paper
Temporal diversity on DS-CDMA communication systems for blind array signal processing
Article
Conference paper
Capacity results of spatially correlated frequency-selective MIMO channels in UMTS
Conference paper
Information-theoretic results for realistic UMTS MIMO channels
Conference paper
Self-reference Spatial Diversity Processing for Spread Spectrum Communications
Article
Diversidad espacio/tiempo en transmisión-recepción para comunicaciones móviles
Conference paper
MMSE joint detection in frequency-selective wireless communication channels for DS-CDMA systems
Conference paper
Optimum self-reference spatial diversity processing for FDSS and FH communication systems
Conference paper
Self-reference beamforming for DS-CDMA communication systems
Conference paper
Self-reference Spatial Diversity Processing for Spread Spectrum Communications
Conference paper
Re-optimization of LPC filters for multi-pulse coded excitation
Article
Blind beamforming for DS-CDMA systems
Conference paper
A Fast Successive QP Algorithm for General Mean-Variance Portfolio Optimization
Efficient and Scalable Parametric High-Order Portfolios Design via the Skew-t Distribution
Cognition-enabled waveform design for ambiguity function shaping
Nonconvex Graph Learning: Sparsity, Heavy-tails, and Clustering
Adaptive Estimation of Graphical Models under Total Positivity
False Discovery Rate Control for Fast Screening of Large-Scale Genomics Biobanks
Fast Projected Newton-like Method for Precision Matrix Estimation under Total Positivity
Intraday Volatility-Volume Joint Modeling and Forecasting: A State-space Approach
Learning Large-Scale MTP2 Gaussian Graphical Models via Bridge-Block Decomposition
The Informed Elastic Net for Fast Grouped Variable Selection and FDR Control in Genomics Research
Majorization-Minimization on the Stiefel Manifold With Application to Robust Sparse PCA
Shrinking the Eigenvalues of M-Estimators of Covariance Matrix
Solving High-Order Portfolios via Successive Convex Approximation Algorithms
A Fast Algorithm for Graph Learning under Attractive Gaussian Markov Random Fields
Improved estimation of the degree of freedom parameter of multivariate t-distribution
Minimax Estimation of Laplacian Constrained Precision Matrices
Parameter Estimation for Student’s t VAR Model with Missing Data
A Unified Framework for Structured Graph Learning via Spectral Constraints
General sparse risk parity portfolio design via successive convex optimization
Student's t VAR Modeling With Missing Data Via Stochastic EM and Gibbs Sampling
Optimal Mean-Reverting Portfolio With Leverage Constraint for Statistical Arbitrage in Finance
Optimization Algorithms for Graph Laplacian Estimation via ADMM and MM
Parameter Estimation of Heavy-Tailed AR Model With Missing Data Via Stochastic EM
Regularized robust estimation of mean and covariance matrix for incomplete data
Sequence Design for Spectral Shaping via Minimization of Regularized Spectral Level Ratio
Bipartite Structured Gaussian Graphical Modeling via Adjacency Spectral Priors
Distributed optimization for Generalized Phase Retrieval over Networks
Large-scale regularized portfolio selection via convex optimization
Parameter Estimation of Heavy-Tailed AR(p) Model from Incomplete Data
Structured Graph Learning via Laplacian Spectral Constraints
Unified Framework for Minimax MIMO Transmit Beampattern Matching under Waveform Constraints
MISO Channel Estimation and Tracking from Received Signal Strength Feedback
Optimization Methods for Financial Index Tracking: From Theory to Practice
Sparse Portfolios for High-Dimensional Financial Index Tracking
Transmit Waveform/Receive Filter Design for MIMO Radar With Multiple Waveform Constraints
Decision Feedback Based Transceiver Optimization for MIMO Inter-Symbol Interference Channels
MIMO Transmit Beampattern Matching Under Waveform Constraint
Optimal Portfolio Design for Statistical Arbitrage in Finance
Parameter Estimation of Heavy-tailed Random Walk Model from Incomplete Data
Sparse Reduced Rank Regression With Nonconvex Regularization
A Unified Framework for Low Autocorrelation Sequence Design via Majorization-Minimization
Effective Low-Complexity Optimization Methods for Joint Phase Noise and Channel Estimation in OFDM
Joint Optimization of Power and Data Transfer in Multiuser MIMO Systems
Majorization-Minimization Algorithms in Signal Processing, Communications, and Machine Learning
Maximin Joint Optimization of Transmitting Code and Receiving Filter in Radar and Communications
Undersampled Sparse Phase Retrieval via Majorization-Minimization
A Fast Algorithm for Joint Design of Transmit Waveforms and Receive Filters
Distributed Nonconvex Multiagent Optimization Over Time-Varying Networks
Mean-Reverting Portfolio Design via Majorization-Minimization Method
Robust Estimation of Mean and Covariance Matrix for Incomplete Data in Financial Applications
Robust Maximum Likelihood Estimation of Sparse Vector Error Correction Model
Robust Rank Constrained Kronecker Covariance Matrix Estimation
A Parallel Decomposition Method for Nonconvex Stochastic Multi-Agent Optimization Problems
An Online Parallel Algorithm for Recursive Estimation of Sparse Signals
Design of PAR-Constrained Sequences for MIMO Channel Estimation via Majorization-Minimization
Efficient Algorithms on Robust Low-Rank Matrix Completion Against Outliers
Introduction to the Issue on Financial Signal Processing and Machine Learning for Electronic Trading
Low-Complexity Algorithms for Low Rank Clutter Parameters Estimation in Radar Systems
Orthogonal Sparse PCA and Covariance Estimation via Procrustes Reformulation
Robust Estimation of Structured Covariance Matrix for Heavy-Tailed Elliptical Distributions
Sequence Set Design With Good Correlation Properties Via Majorization-Minimization
Sum-Rate Maximization for Energy Harvesting Nodes With a Generalized Power Consumption Model
Optimization Methods for Designing Sequences With Low Autocorrelation Sidelobes
Regularized Robust Estimation of Mean and Covariance Matrix Under Heavy-Tailed Distributions
SCRIP: Successive Convex Optimization Methods for Risk Parity Portfolio Design
Sparse Generalized Eigenvalue Problem Via Smooth Optimization
Convex Separable Problems With Linear Constraints in Signal Processing and Communications
Decomposition by Partial Linearization: Parallel Optimization of Multi-Agent Systems
Energy Efficient Collaborative Beamforming in Wireless Sensor Networks
Regularized Tyler's Scatter Estimator: Existence, Uniqueness, and Algorithms
Demand-Side Management via Distributed Energy Generation and Storage Optimization
Finite-Sample Linear Filter Optimization in Wireless Communications and Financial Systems
On MMSE Crossing Properties and Implications in Parallel Vector Gaussian Channels
Robust MIMO Cognitive Radio Systems Under Interference Temperature Constraints
Robust MIMO Precoding for Several Classes of Channel Uncertainty
Universal Binary Semidefinite Relaxation for ML Signal Detection
Cooperative Day-ahead Bidding Strategies for Demand-side Expected Cost Minimization
Parallel Stochastic Decomposition Algorithms for Multi-agent Systems
Robust MIMO Cognitive Radio Systems under Temperature Interference Constraints
Robust MIMO Precoding for the Schatten Norm Based Channel Uncertainty Sets
Calibration of high-dimensional precision matrices under quadratic loss
Day-ahead bidding strategies for demand-side expected cost minimization
Lifetime maximization for beamforming applications in wireless sensor networks
Lorentz-positive mapswith applications to robust MISO downlink beamforming
Optimal Order Execution for Algorithmic Trading: A CVaR Approach
Robust maximin MIMO precoding for arbitrary convex uncertainty sets
Fractional QCQP With Applications in ML Steering Direction Estimation for Radar Detection
Generalized Likelihood Ratios for Testing the Properness of Quaternion Gaussian Vectors
Convex optimization, game theory, and variational inequality theory
On the computation of the capacity region of the discrete MAC
Rank-Constrained Separable Semidefinite Programming With Applications to Optimal Beamforming
Robust MMSE precoding in MIMO channels with pre-fixed receivers
A dual perspective on separable semidefinite programming with applications to optimal beamforming
Independent component analysis of quaternion Gaussian vectors
On MMSE properties and I-MMSE implications in parallel MIMO Gaussian channels
On the diversity, multiplexing, and array gain tradeoff in MIMO channels
Energy-robustness tradeoff in cellular network power control
Joint bit allocation and precoding for MIMO systems with decision feedback detection
Minimum BER linear MIMO transceivers with adaptive number of substreams
Worst-case robust MIMO transmission with imperfect channel knowledge
Competitive Optimization of Cognitive Radio MIMO Systems via Game Theory
Maximin robust design for MIMO communication systems against imperfect CSIT
On optimal precoding in linear vector gaussian channels with arbitrary input distribution
Optimal bit loading for MIMO systems with decision feedback detection
Rank-Constrained Separable Semidefinite Programming for Optimal Beamforming Design
Asynchronous iterative water-filling for Gaussian frequency-selective interference channels
Cognitive MIMO Radio: Competitive Optimality Design Based on Subspace Projections
Competitive design of multiuser MIMO systems based on game theory: A unified view
A multivariate generalization of Costa's entropy power inequality
Competitive Design of Multiuser MIMO Interference Systems Based on Game Theory: A Unified Framework
Practical implementation of jointly designed transmit-receive space-time IIR filters
The computation of the capacity region of the discrete degraded BC is a nonconvex DC problem
Alternative distributed algorithms for network utility maximization: Framework and applications
High-SNR analytical performance of spatial multiplexing MIMO systems with CSI
Adaptive orthogonal beamforming for the MIMO broadcast channel
Decision feedback based transceiver optimization for MIMO intersymbol interference channels
Exploiting hidden convexity for flexible and robust resource allocation in cellular networks
Precoder optimization for Nonlinear MIMO transceiver based on arbitrary cost function
Robust MAC MIMO transceiver design with partial CSIT and CSIR
A tutorial on decomposition methods for network utility maximization
Gradient of mutual information in linear vector Gaussian channels
Distributed optimization of coupled systems with applications to network utility maximization
Potential games: A framework for vector power control problems with coupled constraints
Robust design of linear MIMO transceivers under channel uncertainty
Simultaneous iterative water-filling for Gaussian frequency-selective interference channels
Convex primal decomposition for multicarrier linear MIMO transceivers
Designing MIMO communication systems: Constellation choice and linear transceiver design
Minimum BER Linear Transceivers for MIMO Channels via Primal Decomposition
Convex Optimization Theory Applied to Joint Transmitter-Receiver Design in MIMO Channels
Diversidad espacio/tiempo en transmisión-recepción para comunicaciones móviles
MMSE joint detection in frequency-selective wireless communication channels for DS-CDMA systems
Optimum self-reference spatial diversity processing for FDSS and FH communication systems
Self-reference beamforming for DS-CDMA communication systems
Self-reference Spatial Diversity Processing for Spread Spectrum Communications
A Markowitz Portfolio Approach to Options Trading
Article
Mean-Reverting Portfolio With Budget Constraint
Article
MISO Channel Estimation and Tracking from Received Signal Strength Feedback
Article
Optimization Methods for Financial Index Tracking: From Theory to Practice
Article
Sparse Portfolios for High-Dimensional Financial Index Tracking
Article
Transmit Waveform/Receive Filter Design for MIMO Radar With Multiple Waveform Constraints
Article
Optimization Methods for Financial Index Tracking: From Theory to Practice
Book
Decision Feedback Based Transceiver Optimization for MIMO Inter-Symbol Interference Channels
Conference paper
MIMO Transmit Beampattern Matching Under Waveform Constraint
Conference paper
Optimal Portfolio Design for Statistical Arbitrage in Finance
Conference paper
Parameter Estimation of Heavy-tailed Random Walk Model from Incomplete Data
Conference paper
Sparse Reduced Rank Regression With Nonconvex Regularization
Conference paper
A Unified Framework for Low Autocorrelation Sequence Design via Majorization-Minimization
Article
Cognitive Radar-Based Sequence Design via SINR Maximization
Article
Effective Low-Complexity Optimization Methods for Joint Phase Noise and Channel Estimation in OFDM
Article
Article
Joint Optimization of Power and Data Transfer in Multiuser MIMO Systems
Article
Majorization-Minimization Algorithms in Signal Processing, Communications, and Machine Learning
Article
Maximin Joint Optimization of Transmitting Code and Receiving Filter in Radar and Communications
Article
Successive Boolean Optimization of Planar Pixel Antennas
Article
Undersampled Sparse Phase Retrieval via Majorization-Minimization
Article
A Fast Algorithm for Joint Design of Transmit Waveforms and Receive Filters
Conference paper
A Low-Complexity Algorithm for OFDM Phase Noise Estimation
Conference paper
Distributed Nonconvex Multiagent Optimization Over Time-Varying Networks
Conference paper
Mean-Reverting Portfolio Design via Majorization-Minimization Method
Conference paper
Robust Estimation of Mean and Covariance Matrix for Incomplete Data in Financial Applications
Conference paper
Robust Maximum Likelihood Estimation of Sparse Vector Error Correction Model
Conference paper
Robust Rank Constrained Kronecker Covariance Matrix Estimation
Conference paper
A Parallel Decomposition Method for Nonconvex Stochastic Multi-Agent Optimization Problems
Article
A Signal Processing Perspective on Financial Engineering
Article
An Online Parallel Algorithm for Recursive Estimation of Sparse Signals
Article
Design of PAR-Constrained Sequences for MIMO Channel Estimation via Majorization-Minimization
Article
Efficient Algorithms on Robust Low-Rank Matrix Completion Against Outliers
Article
Introduction to the Issue on Financial Signal Processing and Machine Learning for Electronic Trading
Article
Low-Complexity Algorithms for Low Rank Clutter Parameters Estimation in Radar Systems
Article
Orthogonal Sparse PCA and Covariance Estimation via Procrustes Reformulation
Article
PRIME: Phase Retrieval via Majorization-Minimization
Article
Robust Estimation of Structured Covariance Matrix for Heavy-Tailed Elliptical Distributions
Article
Sequence Set Design With Good Correlation Properties Via Majorization-Minimization
Article
Sum-Rate Maximization for Energy Harvesting Nodes With a Generalized Power Consumption Model
Article
A Signal Processing Perspective on Financial Engineering
Book
A Robust Signal Subspace Estimator
Conference paper
Block Majorization-Minimization Algorithms for Low-Rank Clutter Subspace Estimation
Conference paper
Optimal Design of Constant-Modulus Channel Training Sequences
Conference paper
Orthogonal Sparse Eigenvectors: A Procrustes Problem
Conference paper
Portfolio Optimization With Asset Selection And Risk Parity Control
Conference paper
PRIME: Phase Retrieval via Majorization-Minimization Technique
Conference paper
Sequence Design To Minimize The Peak Sidelobe Level
Conference paper
SWIPT Techniques for Multiuser MIMO Broadcast Systems
Conference paper
Normalization of Linear Support Vector Machines
Article
Optimization Methods for Designing Sequences With Low Autocorrelation Sidelobes
Article
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Optimization Methods for Sequence Design with Low Autocorrelation Sidelobes
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Robust Estimation of Structured Covariance Matrix for Heavy-Tailed Distributions
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Robust Low-Rank Optimization for Large Scale Problems
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Convex Separable Problems With Linear Constraints in Signal Processing and Communications
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Energy Efficient Collaborative Beamforming in Wireless Sensor Networks
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Regularized Robust Estimation of Mean and Covariance Matrix under Heavy Tails and Outliers
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Demand-Side Management via Distributed Energy Generation and Storage Optimization
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Multi-portfolio Optimization: A Potential Game Approach
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On MMSE Crossing Properties and Implications in Parallel Vector Gaussian Channels
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Robust MIMO Cognitive Radio Systems Under Interference Temperature Constraints
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Robust MIMO Precoding for Several Classes of Channel Uncertainty
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Universal Binary Semidefinite Relaxation for ML Signal Detection
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Decomposition by Partial Linearization in Multiuser Systems
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Parallel Stochastic Decomposition Algorithms for Multi-agent Systems
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Robust MIMO Cognitive Radio Systems under Temperature Interference Constraints
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Robust MIMO Precoding for the Schatten Norm Based Channel Uncertainty Sets
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Robust Order Execution under Box Uncertainty Sets
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Array Gain in the DMT Framework for MIMO Channels
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Majorization Theory with Applications in Signal Processing and Communication Systems
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Monotone Games for Cognitive Radio Systems
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Calibration of high-dimensional precision matrices under quadratic loss
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Day-ahead bidding strategies for demand-side expected cost minimization
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Lifetime maximization for beamforming applications in wireless sensor networks
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Lorentz-positive mapswith applications to robust MISO downlink beamforming
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Multi-portfolio optimization: A potential game approach
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Robust maximin MIMO precoding for arbitrary convex uncertainty sets
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Fractional QCQP With Applications in ML Steering Direction Estimation for Radar Detection
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Generalized Likelihood Ratios for Testing the Properness of Quaternion Gaussian Vectors
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Robust MIMO Cognitive Radio Via Game Theory
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Fundamental diversity, multiplexing, and array gain tradeoff under different MIMO channel models
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Maximum likelihood ICA of quaternion Gaussian vectors
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Code Design for Radar STAP via Optimization Theory
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MIMO Cognitive Radio: A Game Theoretical Approach
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Rank-Constrained Separable Semidefinite Programming With Applications to Optimal Beamforming
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Competitive optimization of cognitive radio MIMO systems via game theory
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A dual perspective on separable semidefinite programming with applications to optimal beamforming
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Independent component analysis of quaternion Gaussian vectors
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On MMSE properties and I-MMSE implications in parallel MIMO Gaussian channels
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On the diversity, multiplexing, and array gain tradeoff in MIMO channels
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Robust cognitive radio via game theory
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Energy-robustness tradeoff in cellular network power control
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Flexible Design of Cognitive Radio Wireless Systems
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Joint bit allocation and precoding for MIMO systems with decision feedback detection
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Minimum BER linear MIMO transceivers with adaptive number of substreams
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The MIMO Iterative Waterfilling Algorithm
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Worst-case robust MIMO transmission with imperfect channel knowledge
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Convex Optimization in Signal Processing and Communications
Book
Competitive Optimization of Cognitive Radio MIMO Systems via Game Theory
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Maximin robust design for MIMO communication systems against imperfect CSIT
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On optimal precoding in linear vector gaussian channels with arbitrary input distribution
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Optimal bit loading for MIMO systems with decision feedback detection
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Rank-Constrained Separable Semidefinite Programming for Optimal Beamforming Design
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Asynchronous iterative water-filling for Gaussian frequency-selective interference channels
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Cognitive MIMO Radio: Competitive Optimality Design Based on Subspace Projections
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Game theory in communication systems
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Statistically robust design of linear MIMO transceivers
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A multivariate generalization of Costa's entropy power inequality
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Competitive Design of Multiuser MIMO Interference Systems Based on Game Theory: A Unified Framework
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Image deblocking using convex optimization
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MIMO cognitive radio: A game theoretical approach
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Objective assessment of audio quality
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Patterned complex-valued matrix derivatives
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Practical implementation of jointly designed transmit-receive space-time IIR filters
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The computation of the capacity region of the discrete degraded BC is a nonconvex DC problem
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Alternative distributed algorithms for network utility maximization: Framework and applications
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High-SNR analytical performance of spatial multiplexing MIMO systems with CSI
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Power control by geometric programming
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Representation of mutual information via input estimates
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Decision feedback based transceiver optimization for MIMO intersymbol interference channels
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Exploiting hidden convexity for flexible and robust resource allocation in cellular networks
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On equal constellation minimum BER linear MIMO transceivers
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Precoder optimization for Nonlinear MIMO transceiver based on arbitrary cost function
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Robust MAC MIMO transceiver design with partial CSIT and CSIR
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Unified theory of complex-valued matrix differentiation
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MIMO Transceiver Design via Majorization Theory
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Distributed optimization of coupled systems with applications to network utility maximization
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Robust design of linear MIMO transceivers under channel uncertainty
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Simultaneous iterative water-filling for Gaussian frequency-selective interference channels
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Convex primal decomposition for multicarrier linear MIMO transceivers
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Minimum BER Linear Transceivers for MIMO Channels via Primal Decomposition
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Practical algorithms for a family of waterfilling Solutions
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Unified design of linear transceivers for MIMO channels
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Alternative decompositions and distributed algorithms for network utility maximization
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Estimation-Theoretic Representation of Mutual Information
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Robust design of linear MIMO transceiver for low SNR
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Uniform power allocation in MIMO channels: A game-theoretic approach
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Optimum joint transmit-receive linear processing for vectored DSL transmission with QoS requirements
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Power Allocation Techniques for Joint Beamforming in OFDM-MIMO Channels
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Temporal diversity on DS-CDMA communication systems for blind array signal processing
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Capacity results of spatially correlated frequency-selective MIMO channels in UMTS
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Information-theoretic results for realistic UMTS MIMO channels
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Self-reference Spatial Diversity Processing for Spread Spectrum Communications
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MMSE joint detection in frequency-selective wireless communication channels for DS-CDMA systems
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Optimum self-reference spatial diversity processing for FDSS and FH communication systems
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Self-reference beamforming for DS-CDMA communication systems
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Self-reference Spatial Diversity Processing for Spread Spectrum Communications
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Re-optimization of LPC filters for multi-pulse coded excitation
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Blind beamforming for DS-CDMA systems
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ELEC2910 | Academic and Professional Development I |
ELEC5470 | Convex Optimization |
IEDA5470 | Convex Optimization |
MAFS5310 | Portfolio Optimization with R |
ELEC3180 | Data-Driven Portfolio Optimization |
ELEC4940C | Independent Study |
IEDA3180 | Data-Driven Portfolio Optimization |
IEDA4920 | Decision Analytics Final Year Project |
MFIT5009 | Optimization in FinTech |
ELEC5470 | Convex Optimization |
IEDA4920 | Decision Analytics Final Year Project |
IEDA5470 | Convex Optimization |
MAFS5310 | Portfolio Optimization with R |
No Teaching Assignments |
No Teaching Assignments |
No Teaching Assignments |
BANG, Ye Jin
(co-supervision)
Electronic and Computer Engineering
CHEN, Delong
(co-supervision)
Electronic and Computer Engineering
JI, Ziwei
(co-supervision)
Electronic and Computer Engineering
JIANG, Zixuan
Electronic and Computer Engineering
VILELLA PIQUE, Arnau
Electronic and Computer Engineering
JAVAHERI, Seyed Amirhossein
Electronic and Computer Engineering
YU, Yifan
Electronic and Computer Engineering
SHI, Runhao
Electronic and Computer Engineering
JU, Jongho
Electronic and Computer Engineering
CAHYAWIJAYA, Samuel
(co-supervision)
Electronic and Computer Engineering( Completed in 2024 )
WANG, Xiwen
Electronic and Computer Engineering( Completed in 2024 )
XIU, Shengjie
Electronic and Computer Engineering( Completed in 2024 )
DE MIRANDA CARDOSO, Jose Vinicius
Electronic and Computer Engineering( Completed in 2023 )
SHAH, Syed Awais Wahab
Electronic and Computer Engineering( Completed in 2023 )
YING, Jiaxi
Electronic and Computer Engineering( Completed in 2022 )
ZHOU, Rui
Electronic and Computer Engineering( Completed in 2021 )
DONG, Ziyuan
Electronic and Computer Engineering( Completed in 2022 )
KHAN, Irtaza Ahmad
Electronic and Computer Engineering( Completed in 2022 )
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