Low-rank structures are common in modern data analysis, and they play essential roles in various applications. It is challenging to recover low-rank structures reliably and efﬁciently from corrupted…

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…

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…

Selective Inference is the problem of testing hypotheses that are chosen or suggested by the
data. Inference after variable selection in high-dimensional linear regression is a common
example of…

Natural hazards such as floods, heatwaves and windstorms can cause havoc for the people affected and typically result in huge financial losses. Drug-induced liver injury is a major public health and…

Tuesday, March 25, 2014 at 4:15pm
Frank H. T. Rhodes Hall, 253
ORIE Colloquium: Rob Freund (MIT) - A First-Order View of Some Boosting Methods: Computational Guarantees and Connections to…

Thursday, February 6, 2014 at 4:15pm
Frank H. T. Rhodes Hall, 253
ORIE Colloquium: Po-Ling Loh (Cal-Berkeley) - Nonconvex Methods for High-Dimensional Regression with Noisy and Missing Data
Noisy…

Friday, May 2
2:20 p.m. – Presentation – 253 Rhodes Hall
Philippe Rigollet
The statistical price to pay for computational efficiency in sparse PCA
Computational limitations of…

Tuesday, February 4, 2014 at 4:15pm
Upson Hall, B17
ORIE Colloquium: John Duchi (UC Berkeley) - Machine Learning: a Discipline of Resource Tradeoffs
Joint colloquium with Computer Science.
How…

Friday, March 7, 2014 at 3:30pm
Frank H. T. Rhodes Hall, 655
CAM Colloquium: Howard C. Elman (Maryland) - Reduced Basis Collocation Methods for Partial Differential Equations with Random…

There are currently over 33,000 clinical trials being conducted worldwide according to the registry clinicaltrial.gov. These are very expensive, often costing tens or even hundreds of millions of…

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…