Shape-constrained convex regression problem deals with fitting a convex function to the observed data, where additional constraints are imposed, such as component-wise monotonicity and uniform Lipschitz continuity. This talk presents a unified framework for computing the least squares estimator of a multivariate shape-constrained convex regression function in $mathbb{R}^d$. We prove that the least squares estimator […]
Extensive research has shown that human decision makers in operations and supply chains are often influenced by cognitive biases and social preferences, and as a consequence fail to achieve the optimal performance prescribed by normative operations theories. In this talk, we will discuss how behavioral factors affect decisions and economic outcomes in two operations management […]
We present a general framework for data-driven optimization called robustness optimization that favors solutions for which a risk-aware objective function would best attain an acceptable target even when the actual probability distribution would deviate from the empirical distribution. Unlike data-driven robust optimization approaches, the decision maker does not have to size the ambiguity set, but […]
Dr. Ying Chen is a financial statistician and data scientist. She develops statistical modelling and machine learning methods customized for nonstationary, high frequency and large dimensional complex data such as cryptocurrency, limit order book, and renewable energy. She also works on business intelligence, forecasting, text mining and sentiment analysis, and network analysis. Dr. Chen is […]
Dr. Swati Gupta is an Assistant Professor and Fouts Family Early Career Professor in the H. Milton Stewart School of Industrial & Systems Engineering, and School of Computer Science (by courtesy) at Georgia Institute of Technology. She received a Ph.D. in Operations Research from MIT in 2017 and a joint Bachelors and Masters in CS from IIT, […]
James Zou is an assistant professor of biomedical data science, CS and EE at Stanford University. He is also a Chan-Zuckerberg investigator. James work on making ML more reliable, accountable and human compatible. Several of his methods are used by tech, biotech and pharma companies. He has received several best paper awards at top CS […]
The Institute of Operations Research and Analytics (IORA) is a part of NUS’s Smart Nation Research Cluster.
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