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…
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…
Within the broad field of personalized medicine, there has been a recent surge of clinical interest in the idea of response-guided dosing. Roughly speaking, the goal is to develop dosing strategies…
Abstract: Techniques for numerical optimization have been wildly successful in an
amazingly broad range of applications. In the talk, I will go into some detail
about two particular…