Michel Baes

Publication Activity (10 Years)

Years Active: 2008-2023
Publications (10 Years): 4

Top Topics

Covariance Matrices

Convex Minimization

Low Rank Matrices

Regularized Regression

Top Venues

Math. Methods Oper. Res.

IEEE Trans. Neural Networks Learn. Syst.

Publications

Michel Baes, Calypso Herrera, Ariel Neufeld, Pierre Ruyssen
Low-Rank Plus Sparse Decomposition of Covariance Matrices Using Neural Network Parametrization. IEEE Trans. Neural Networks Learn. Syst. 34 (1) (2023)
Michel Baes, Cosimo Munari
A continuous selection for optimal portfolios under convex risk measures does not always exist. Math. Methods Oper. Res. 91 (1) (2020)
Michel Baes, Calypso Herrera, Ariel Neufeld, Pierre Ruyssen
Low-Rank plus Sparse Decomposition of Covariance Matrices using Neural Network Parametrization. CoRR (2019)
Michel Baes, Timm Oertel, Robert Weismantel
Duality for mixed-integer convex minimization. Math. Program. 158 (1-2) (2016)
Michel Baes, Michael Bürgisser
An acceleration procedure for optimal first-order methods. Optim. Methods Softw. 29 (3) (2014)
Michel Baes, Michael Bürgisser, Arkadi Nemirovski
A Randomized Mirror-Prox Method for Solving Structured Large-Scale Matrix Saddle-Point Problems. SIAM J. Optim. 23 (2) (2013)
Michel Baes, Michael Bürgisser
Hedge algorithm and Dual Averaging schemes. Math. Methods Oper. Res. 77 (3) (2013)
Michel Baes, Alberto Del Pia, Yurii E. Nesterov, Shmuel Onn, Robert Weismantel
Minimizing Lipschitz-continuous strongly convex functions over integer points in polytopes. Math. Program. 134 (1) (2012)
Apostolos Fertis, Michel Baes, Hans-Jakob Lüthi
Robust risk management. Eur. J. Oper. Res. 222 (3) (2012)
Graeme Pope, Christoph Studer, Michel Baes
Coherence-based recovery guarantees for generalized basis-pursuit de-quantizing. ICASSP (2012)
Apostolos Fertis, Michel Baes, Hans-Jakob Lüthi
The Regularization Aspect of Optimal-Robust Conditional Value-at-Risk Portfolios. OR (2011)
David Adjiashvili, Michel Baes, Philipp Rostalski
Removing Redundant Quadratic Constraints. ICMS (2010)
Oscar Mauricio Agudelo, Michel Baes, Jairo Jose Espinosa, Moritz Diehl, Bart De Moor
Positive Polynomial Constraints for POD-based Model Predictive Controllers. IEEE Trans. Autom. Control. 54 (5) (2009)
Michel Baes, Moritz Diehl, Ion Necoara
Every Continuous Nonlinear Control System Can be Obtained by Parametric Convex Programming. IEEE Trans. Autom. Control. 53 (8) (2008)