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Abstract:
We prove a central limit theorem for a class of additive processes that arise naturally in the
theory of finite horizon Markov decision problems. The main theorem generalizes a…
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Motivated by today’s cloud computing capabilities in large server farms, we present a queueing
model where jobs are split into a number of pieces which are then randomly routed to…
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In this talk, we study two different diffusion models on the random graphs. In the first part, we
consider first passage percolation. We analyze the impact of the edge weights on distances
in…
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Continuous optimization is a key component of modern data analysis. Recently, the demands
of extremely large-scale applications have shifted the focus from high cost, high accuracy
methods to low…
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We develop a majorization-based tool to compare financial networks with a focus on the implications of liability concentration. Specifically, we quantify liability concentration by applying the…
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ORIE/Statistics Colloquium: Sahand Negahban (MIT) - Structured Estimation in High-Dimensions
Wednesday, February 20, 2013 at 4:15pm
Frank H. T. Rhodes Hall, 253
Modern techniques in data…
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ORIE Colloquium: Amitabh Basu (UC Davis) - Mixed Integer Optimization : A Solution Methodology
Friday, February 8, 2013 at 2:30pm
Frank H. T. Rhodes Hall, 253
Mixed Integer Programming has emerged…
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ORIE Colloquium: Chaitanya Bandi (MIT) - Robust Queueing Theory - A theory of Stochastic Analysis via Robust Optimization
Thursday, February 7, 2013 at 3:00pm
Frank H. T. Rhodes Hall,…
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Tuesday, November 19, 2013 at 4:15pm
Frank H. T. Rhodes Hall, 253
ORIE Colloquium: Ton Dieker (Georgia Tech) - Optimal Resource Capacity Management for Stochastic Networks
Abstract:
We develop…
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Tuesday, April 17 at 4:15pm
Frank H.T. Rhodes Hall, 253
We analyze the efficiency of particular Markov chain methods used in Bayesian statistics, giving some of the first meaningful bounds on the…
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Tuesday, February 28 at 4:15pm
Frank H.T. Rhodes Hall, 253
We study learning in a dynamic setting where identical copies of a good are sold over time through a sequence of second price auctions.…
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Kenneth Regan
Department of Computer Science and Engineering
University at Buffalo
Friday, November 16, 2012
Skill Inference and Chess Cheating Detection from Big Data
We describe a…
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Ricardo Daziano (Cornell) - Statistical Inference on Consumers’ Preferences and Willingness-to-Pay
Friday, November 9, 2012 at 3:30pm
Frank H. T. Rhodes Hall, 253
Understanding individual…
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