Elicitation is the study of mechanisms which incentivize the truthful reporting of private
information from self-minded agents. In this talk I will present a general theory of elicitation
grounded in…

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…

Variational analysis has come of age. Long an elegant theoretical toolkit for variational mathematics and nonsmooth optimization, it now increasingly underpins the study of algorithms, and a rich…

Abstract:
A general discrete-time framework for deriving equilibrium prices of financial assets is
proposed. It allows for heterogenous agents, unspanned random endowments and convex
trading…

The study of first-order methods has largely dominated research in continuous optimization for the last decade, yet still the range of problems for which optimal first-order methods have been…