Tuesday, Apr 15, 2014 at 4:15 PM [.ics]
253 Rhodes Hall
Natesh Pillai
Assistant Professor, Department of Statistics
Harvard University
Category: ORIE Colloquium Seminars

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…

Standard approaches to solving stochastic dynamic programs suffer from the curse of dimensionality. Taking advantage of structural properties such as convexity can help reduce the effect of dimension…