News-Lists

Super proud of Sandeep Kumar for his promotion to Associate Professor at IIT Delhi!! 👏 Sandeep Kumar spent ~3 years (2017-2020) at the Hong Kong University of Science and Technology as a postdoc and I have very fond memories of his time here.

As we all know, DeepSeek has recently pushed the limits in LLMs through groundbreaking innovations. I’m proud to share that my former PhD student Junxiao Song serves as a Principal Researcher at DeepSeek AI, where he:

Yifan Yu has been awarded the Best Student Paper Award (Bronze) at the Asilomar Conference on Signals, Systems, and Computers! 🎉 Our paper, titled “Robust and Constrained Estimation of State-Space Models: A Majorization-Minimization Approach,” introduces efficient methods for extending the Kalman filter to handle non-Gaussian observations—particularly useful in applications such as financial data analysis.

Daniel P. Palomar. Portfolio Optimization. Cambridge University Press, 2025.

Syed Awais W. Shah, Daniel P. Palomar, Ian Barr, Leo L. M. Poon, Ahmed Abdul Quadeer, and Matthew R. McKay, “Seasonal antigenic prediction of influenza A H3N2 using machine learning,” Nature Communications, vol.

Amirhossein Javaheri, Arash Amini, Farokh Marvasti, and Daniel P. Palomar, “Learning Spatio-Temporal Graphical Models From Incomplete Observations,” IEEE Trans. on Signal Processing, vol. 72, pp. 1361-1374, 2024.

Jian-Feng Cai, José Vinícius de M. Cardoso, Daniel P. Palomar, and Jiaxi Ying, “Fast Projected Newton-like Method for Precision Matrix Estimation under Total Positivity,” Advances in Neural Information Processing Systems (NeurIPS), New Orleans, LA, USA, Dec.

Xiwen Wang, Jiaxi Ying, and Daniel P. Palomar, “Learning Large-Scale MTP2 Gaussian Graphical Models via Bridge-Block Decomposition,” Advances in Neural Information Processing Systems (NeurIPS), New Orleans, LA, USA, Dec. 2023.

Xiwen Wang, Rui Zhou, Jiaxi Ying, and Daniel P. Palomar, “Efficient and Scalable Parametric High-Order Portfolios Design via the Skew-t Distribution,” IEEE Trans. on Signal Processing, vol. 71, pp. 3726-3740, 2023.

Shengjie Xiu, Xiwen Wang, and Daniel P. Palomar, “A Fast Successive QP Algorithm for General Mean-Variance Portfolio Optimization,” IEEE Trans. on Signal Processing, vol. 71, pp. 2713-2727, July 2023.