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All publications by Jacob Abernethy
authors venues years



Minimax Optimal Algorithms for Unconstrained Linear Optimization
Brendan Mcmahan and Jacob Abernethy
Advances in Neural Information Processing Systems 26, 2013


How to Hedge an Option Against an Adversary: Black-Scholes Pricing is Minimax Optimal
Jacob Abernethy, Peter Bartlett, Rafael Frongillo and Andre Wibisono
Advances in Neural Information Processing Systems 26, 2013


Adaptive Market Making via Online Learning
Jacob Abernethy and Satyen Kale
Advances in Neural Information Processing Systems 26, 2013


A New Approach to Collaborative Filtering: Operator Estimation with Spectral Regularization
Jacob Abernethy, Theodoros Evgeniou, Jean-philippe Vert and Francis R. Bach
Journal of Machine Learning Research, 2009


Online discovery of similarity mappings
Alexander Rakhlin, Jacob Abernethy and Peter L. Bartlett
Proceedings of the 24th International Conference on Machine Learning (ICML-07), 2007