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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…
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The information revolution is spawning systems that require very frequent decisions and provide high volumes of data concerning past outcomes. Fueling the design of algorithms used in such systems is…
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We give an efficient algorithm for computing a Cournot equilibrium when the producers are confined to integers, the inverse demand function is linear, and costs are quadratic. The method also…
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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…
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Wednesday, March 26, 2014 at 3:00pm
Frank H. T. Rhodes Hall, 253
ORIE Colloquium: Stefanie Jegelka (UC Berkeley) - Efficient learning with combinatorial structure
Learning from complex data such as…
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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…
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Tuesday, April 29, 2014 at 4:15pm
Frank H. T. Rhodes Hall, 253
ORIE Colloquium: Martin Skutella (TU Berlin) - An improved additive approximation for the ring loading problem
The ring loading problem…
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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 can…
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Tuesday, May 6, 2014 at 4:15 PM [.ics]
253 Rhodes Hall
Alexander (Sasha) Rakhlin
Assistant Professor, Department of Statistics
Secondary appointment: Department of Computer & Information…
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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…
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