
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…






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 sparse…


Continuous optimization is a key component of modern data analysis. Recently, the demands
of extremely largescale applications have shifted the focus from high cost, high accuracy
methods to low…


We develop a majorizationbased tool to compare financial networks with a focus on the implications of liability concentration. Specifically, we quantify liability concentration by applying the…


ORIE/Statistics Colloquium: Sahand Negahban (MIT)  Structured Estimation in HighDimensions
Wednesday, February 20, 2013 at 4:15pm
Frank H. T. Rhodes Hall, 253
Modern techniques in data accumulation…


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 as…


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,…


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 a…


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 statistical…


Ricardo Daziano (Cornell)  Statistical Inference on Consumers’ Preferences and WillingnesstoPay
Friday, November 9, 2012 at 3:30pm
Frank H. T. Rhodes Hall, 253
Understanding individual…








Abstract: Many problems in science and engineering involve the sorting, or ordering, of large amounts of multivariate data. A common sorting technique is to arrange the data into layers by…
