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From Henry Lam February 09, 2021
5 plays“Halting Time is Predictable for Large Models: A Universality Property and Average-case Analysis” In this talk, I will present a framework for… -
From Henry Lam
14 playsYilun ChenTitle: Beating the curse of dimensionality in data-driven online decision-making Abstract: Data-driven online decision-making tasks arise frequently… -
From E. Cornelius April 20, 2018
39 playsTuesday, February 21 at 4:15pm Frank H.T. Rhodes Hall, 253 Pricing decisions often involve a trade-off between learning about customer behavior to increase long-term… -
From E. Cornelius September 21, 2021
7 playsZoom Recording ID: 828729415 UUID: h/sWPUB1Rz2Xvkw6ra8FWA== Meeting Time: 2021-09-21T20:13:59Z -
From Henry Lam May 04, 2021
3 plays"Sparsity, Feature Selection and the Shapley Folkman Theorem” The Shapley Folkman theorem acts a central limit theorem for convexity: It shows that… -
From Henry Lam April 06, 2021
10 plays“MLE and the EM algorithm for Mixtures: Minimax Results” The Expectation-Maximization (EM) algorithm is a widely used tool for computing… -
From Henry Lam March 23, 2021
2 playsA General Framework for Optimal Data-Driven Optimization” We propose a statistically optimal approach to construct data-driven decisions for stochastic… -
From Henry Lam March 16, 2021
38 plays“Online Assortment Optimization for Two-sided Matching Platforms” Motivated by online labor markets, we consider the online assortment optimization… -
From Henry Lam April 27, 2021
40 plays“Structure in Min-Max Optimization (and How to Use It!)” Min-max optimization problems have received significant recent renewed interest, due… -
From Henry Lam April 13, 2021
12 plays“Using mean-field modeling to power experimentation” I will discuss a new approach to experimental design in large-scale stochastic systems with… -
From Henry Lam March 02, 2021
15 playsLijun Ding Title: Low rank matrix optimization Abstract: This talk consists of two parts: (1) semidefinite programming with low rank… -
From Henry Lam April 07, 2021
15 playsTitle: Power of Monte Carlo Methods: Tree-Search, Convergence and Stability Abstract: Monte Carlo methods, aka simulation-based methods, is a… -
From Henry Lam February 23, 2021
10 plays“Risk and robustness in RL: Nothing ventured, nothing gained” In this talk I will start from giving a broad overview of my research, focusing on the… -
From Henry Lam March 30, 2021
9 plays“Diffusion Asymptotics for Sequential Experiment” We propose a new diffusion-asymptotic analysis for sequentially randomized experiments.… -
From Henry Lam April 20, 2021
20 plays“Limits of Robbins-Monro-type algorithms: From minimization to minimax optimization” Compared to ordinary function minimization problems, min-max…