Research

A list of publications can also be found at: Google Scholar.

Preprints/Papers Under Review

• Sparse Gaussian Graphical Models with Discrete Optimization: Computational and Statistical Perspectives [arxiv]
  • Kayhan Behdin, Wenyu Chen, Rahul Mazumder (2023)
• A new computational framework for log-concave density estimation [paper] [arxiv] [code]
  • Wenyu Chen, Rahul Mazumder and Richard J. Samworth (2021)
  • Published on Mathematical Programming Computation (30 April 2024)
• Subgradient-regularized multivariate convex regression at scale [paper] [code]
  • Wenyu Chen and Rahul Mazumder (2020)
  • To appear in SIAM Journal of Optimization

Peer Reviewed Conference Articles

• FALCON: FLOP-Aware Combinatorial Optimization for Neural Network Pruning [paper] [arxiv] [code]
  • Xiang Meng, Wenyu Chen, Riade Benbaki, and Rahul Mazumder
  • Proceedings of The 27th International Conference on Artificial Intelligence and Statistics (AISTATS 2024)
• COMET: Learning Cardinality Constrained Mixture of Experts with Trees and Local Search [paper] [arxiv] [code]
  • Shibal Ibrahim, Wenyu Chen, Hussein Hazimeh, Natalia Ponomareva, Zhe Zhao and Rahul Mazumder
  • Proceedings of the 29th ACM SIGKDD Conference on Knowledge Discovery and Data Mining (KDD 2023)
  • Source code: COMET, COMET-BERT
• Fast as CHITA: Neural Network Pruning with Combinatorial Optimization [paper] [arxiv] [code]
  • Riade Benbaki, Wenyu Chen, Xiang Meng, Hussein Hazimeh, Natalia Ponomareva, Zhe Zhao and Rahul Mazumder
  • Proceedings of the 40th International Conference on Machine Learning (ICML 2023)
  • Google research blog
• Knowledge Graph Guided Simultaneous Forecasting and Network Learning for Multivariate Financial Time Series [paper] [code]
  • Shibal Ibrahim, Wenyu Chen, Yada Zhu, Yang Zhang, Pin-yu Chen and Rahul Mazumder
  • Proceedings of the Third ACM International Conference on AI in Finance (ICAIF 2022)
  • KDD 2021 Workshop on Machine Learning in Finance (KDD MLF 2021)
• Dynamic Covariance Estimation under Structural Assumptions via a Joint Optimization Approach [paper]
  • Wenyu Chen, Riade Benbaki, Yada Zhu, Rahul Mazumder
  • Proceedings of the Fourth ACM International Conference on AI in Finance (ICAIF 2023)
  • KDD 2022 Workshop on Machine Learning in Finance (KDD MLF 2022)
• Probabilistic framework for modeling event shocks to financial time series [paper]
  • Yada Zhu, Wenyu Chen, Yang Zhang, Tian Gao, Jianbo Li
  • Proceedings of the Second ACM International Conference on AI in Finance (ICAIF 2021)
• Unifying orthogonal monte carlo methods [paper]
  • Krzysztof Choromanski, Mark Rowland, Wenyu Chen, Adrian Weller
  • Proceedings of the 36th International Conference on Machine Learning (ICML 2019)