120 Hanes Hall

On the Interplay of Optimal Transport and Distributionally Robust Optimization Optimal Transport (OT) seeks the most efficient way to morph one probability distribution into another one, and Distributionally Robust Optimization (DRO) studies worst-case risk minimization problems under distributional ambiguity. It … Read more

Statistical Thresholds for Tensor PCA Recent work in theoretical physics has produced numerous conjectures linking problems in high- dimensional statistics to the behavior of disordered magnetic materials known as spin glasses. In this talk, I will discuss results from joint … Read more

Modern Nonconvex Optimization: Parametric and Stochastic Programming Extensions Many modern applications in data science and operations research can be casted as nonconvex and nonsmooth optimization problems, which usually cannot be rigorously handled by applying heuristics or imposing some naive simplications … Read more