Publications | Van Parys

Publications A list of my publications by approximate topic. See also Google Scholar. Robust Optimization Kurtz, J. and B.P.G. Van Parys (2026). "Globalized Adversarial Regret Optimization: Robust Decisions with Uncalibrated Predictions". In: ArXiv Link Bennouna, M.A. and B.P.G. Van Parys (2025). "Learning and decision-making with data: Optimal formulations and phase transitions". In: Mathematical Programming Won the ORC Best Student Paper Award 2022. Link Wang, I., C. Becker, B.P.G. Van Parys, and B. Stellato (2024). "Mean robust optimization". In: Mathematical Programming Won the 2022 INFORMS Computing Society Student Paper Prize. Link Van Parys, B.P.G. (2024). "Efficient data-driven optimization with noisy data". In: Operations Research Letters 54, 107089. Link Sutter, T., B.P.G. Van Parys, and D. Kuhn (2023). "A general framework for optimal data-driven optimization". In: Operations Research Link Bennouna, M.A. and B.P.G. Van Parys (2022). "Holistic robust data-driven decisions". In: ArXiv Finalist for 2023 INFORMS Data Mining Best Paper Award Competition. Link Bertsimas, D. and B.P.G. Van Parys (2022). "Bootstrap robust prescriptive analytics". In: Mathematical Programming 195, pp. 39-78. Link Van Parys, B.P.G., P.M. Esfahani, and D. Kuhn (2021). "From data to decisions: Distributionally robust optimization is optimal". In: Management Science 67.6, pp. 3387-3402. Link Van Parys, B.P.G., P.J. Goulart, and M. Morari (2019). "Distributionally robust expectation inequalities for structured distributions". In: Mathematical Programming 173.1-2, pp. 251-280. Link Van Parys, B.P.G., P.J. Goulart, and D. Kuhn (2016). "Generalized Gauss inequalities via semidefinite programming". In: Mathematical Programming 156.1-2, pp. 271-302. Finalist in the George Nicholson student paper competition. Link Statistics & Machine Learning Henkes, Yf, B.P.G. Van Parys, and B. Zwart (2026). "Decision-Centric Large Deviations for Data-Driven Capital Buffers in Ruin Models". In: ArXiv Link Van Parys, B.P.G. and B. Zwart (2026). "Optimal Estimators for Heavy-Tailed Mean Estimation via Convex Analysis". In: ArXiv Link Kurtz, J. and B.P.G. Van Parys (2026). "Globalized Adversarial Regret Optimization: Robust Decisions with Uncalibrated Predictions". In: ArXiv Link Aolaritei, L., B.P.G. Van Parys, H. Lam, and M.I. Jordan (2025). "Stochastic Optimization with Optimal Importance Sampling". In: ArXiv Link Van Parys, B.P.G. and B. Zwart (2025). "Robust mean estimation for optimization: The impact of heavy tails". In: ArXiv Link Chan, G., B.P.G. Van Parys, and M.A. Bennouna (2024). "From distributional robustness to robust statistics: A confidence sets perspective". In: ArXiv Link Liu, Z., B.P.G. Van Parys, and H. Lam (2023). "Smoothed $f$-divergence distributionally robust optimization". In: ArXiv Link Bennouna, M.A., R. Lucas, and B.P.G. Van Parys (2023). "Certified robust neural networks: Generalization and corruption resistance". In: International Conference on Machine Learning (ICML) Honolulu, Hawaii, USA, pp. 2092-2112. Won the Best Student Paper Award at 2023 INFORMS Data Science Workshop. Runner up Best Data Science Paper Award at the 2023 INFORMS Annual Meeting. Link Bertsimas, D., J. Pauphilet, and B.P.G. Van Parys (2021). "Sparse classification: a Scalable discrete optimization perspective". In: Machine Learning 110.11, pp. 3177-3209. Link Bertsimas, D. and B.P.G. Van Parys (2020). "Sparse hierarchical regression with polynomials". In: Machine Learning 109.5, pp. 973-997. Link Bertsimas, D., J. Pauphilet, and B.P.G. Van Parys (2020). "Sparse regression: Scalable algorithms and empirical performance". In: Statistical Science 35.4, pp. 555-578. Link Bertsimas, D. and B.P.G. Van Parys (2020). "Sparse high-dimensional regression: Exact scalable algorithms and phase transitions". In: Annals of Statistics 48.1, pp. 300-323. Link Stellato, B., B.P.G. Van Parys, and P.J. Goulart (2017). "Multivariate Chebyshev inequality with estimated mean and variance". In: The American Statistician 71.2, pp. 123-127. Link Dynamic Optimization Van Parys, B.P.G. and N. Golrezaei (2023). "Optimal learning for structured bandits". In: Management Science Link Van Parys, B.P.G. and M.A. Bennouna (2022). "Robust Two-Stage Optimization with Covariate Data". In: Optimization Online Link Van Parys, B.P.G., D. Kuhn, P.J. Goulart, and M. Morari (2016). "Distributionally robust control of constrained stochastic systems". In: IEEE Transactions on Automatic Control 61.2, pp. 430-442. Link Van Parys, B.P.G., P.J. Goulart, and M. Morari (2013). "Infinite horizon performance bounds for uncertain constrained systems". In: IEEE Transactions on Automatic Control 58.11, pp. 2803-2817. Link Van Parys, B.P.G., P.J. Goulart, and M. Morari (2012). "Performance bounds for min-max uncertain constrained systems". In: IFAC conference on NMPC Noordwijkerhout, the Netherlands, pp. 107-112. Link Van Parys, B.P.G., P.J. Goulart, and M. Morari (2012). "Infinite-horizon performance bounds for constrained stochastic systems". In: IEEE Conference on Decision and Control Maui, Hawaii, USA, pp. 2171-2176. Link Optimization Algorithms B.P.G. Van Parys (2026). "A stochastic subgradient method with optimal failure exponent". In: ArXiv Link Gösgens, M. and B.P.G. Van Parys (2025). "Subgradient methods for nonsmooth convex functions with adversarial errors". In: ArXiv Link Das Gupta, S., B. Stellato, and B.P.G. Van Parys (2024). "Exterior-point optimization for sparse and low-rank optimization". In: Journal of Optimization Theory and Applications 202.2, pp. 795-833. Link Das Gupta, S., B.P.G. Van Parys, and E.K. Ryu (2023). "Branch-and-bound performance estimation programming: A unified methodology for constructing optimal optimization methods". In: Mathematical Programming Appeared also in Quanta Magazine. Link Renewable Energy Das Gupta, S., B.P.G. Van Parys, J. Kevin Tobin (2023). "Energy-optimal Timetable Design for Sustainable Metro Railway Networks". In: ArXiv Link Roal