Selected Publications

Yuanguang Zhong, Zhichao Zheng, Mabel C. Chou, Chung-Piaw Teo
Resource pooling strategies have been widely used in industry to match supply with demand. However, effective implementation of these strategies can be challenging. Firms need to integrate the heterogeneous service level requirements of different customers into the pooling model and allocate the resources (inventory or capacity) appropriately in the…
Management Science
Yuanguang Zhong, Zhichao Zheng, Mabel C. Chou, Chung-Piaw Teo
Resource pooling strategies have been widely used in industry to match supply with demand. However, effective implementation of these strategies can be challenging. Firms need to integrate the heterogeneous service level requirements of different customers into the pooling model and allocate the resources (inventory or capacity) appropriately in the…
Management Science
Zhichao Zheng, Karthik Natarajan, Chung-Piaw Teo
This paper is motivated by the following question: How to construct good approximation for the distribution of the solution value to linear optimization problem, when the random objective coefficients follow a multivariate normal distribution? Using Stein’s Identity, we show that the least squares normal approximation of the random optimal…
Operations Research
Zhichao Zheng, Karthik Natarajan, Chung-Piaw Teo
This paper is motivated by the following question: How to construct good approximation for the distribution of the solution value to linear optimization problem, when the random objective coefficients follow a multivariate normal distribution? Using Stein’s Identity, we show that the least squares normal approximation of the random optimal…
Operations Research
Kay Giesecke, Gui Liberali, Hamid Nazerzadeh, J. George Shanthikumar, Chung Piaw Teo
Data-science algorithms and models changed the way we search for information on products and services, make payments, procure and trade, and along the way, changed how firms use individual-level consumer data,and how business transactions are created, documented, regulated, and analyzed….
Kay Giesecke, Gui Liberali, Hamid Nazerzadeh, J. George Shanthikumar, Chung Piaw Teo
Data-science algorithms and models changed the way we search for information on products and services, make payments, procure and trade, and along the way, changed how firms use individual-level consumer data,and how business transactions are created, documented, regulated, and analyzed….
Patrick Jaille, Jin Qi, Melvyn Sim
The objective is to obtain optimal routing solutions that would, as much as possible, adhere to a set of specified requirements after the uncertainty is realized. These problems include finding an optimal routing solution to meet the soft time window requirements at a subset of nodes when the travel…
Patrick Jaille, Jin Qi, Melvyn Sim
The objective is to obtain optimal routing solutions that would, as much as possible, adhere to a set of specified requirements after the uncertainty is realized. These problems include finding an optimal routing solution to meet the soft time window requirements at a subset of nodes when the travel…
Tipaluck Krityakierne, Taimoor Akhtar, Christine A. Shoemaker
Parallel surrogate-based global optimization method for computationally expensive objective functions that is more effective for larger numbers of processors. To reach this goal, we integrated concepts from multi-objective optimization and tabu search into, single objective, surrogate optimization. Our proposed derivative-free algorithm, called SOP, uses non-dominated sorting of points for…
Tipaluck Krityakierne, Taimoor Akhtar, Christine A. Shoemaker
Parallel surrogate-based global optimization method for computationally expensive objective functions that is more effective for larger numbers of processors. To reach this goal, we integrated concepts from multi-objective optimization and tabu search into, single objective, surrogate optimization. Our proposed derivative-free algorithm, called SOP, uses non-dominated sorting of points for…
Liang CHEN, Defeng SUN, Kim-Chuan TOH
The design of this method combines an inexact 2-block majorized semi-proximal ADMM and the recent advances in the inexact symmetric Gauss-Seidel (sGS) technique for solving a multi-block convex composite quadratic programming whose objective contains a nonsmooth term involving only the first block-variable. One distinctive feature of our proposed method…
Liang CHEN, Defeng SUN, Kim-Chuan TOH
The design of this method combines an inexact 2-block majorized semi-proximal ADMM and the recent advances in the inexact symmetric Gauss-Seidel (sGS) technique for solving a multi-block convex composite quadratic programming whose objective contains a nonsmooth term involving only the first block-variable. One distinctive feature of our proposed method…
Qingxia KONG, Chung-Yee LEE, Chung-Piaw TEO, Zhichao ZHENG
New approach can help organizations scale their data science efforts with artificial data and crowdsourcing.Although data scientists can gain great insights from large data sets — and can ultimately use these insights to tackle major challenges — accomplishing this is much easier said than done. Many such efforts are…
Qingxia KONG, Chung-Yee LEE, Chung-Piaw TEO, Zhichao ZHENG
New approach can help organizations scale their data science efforts with artificial data and crowdsourcing.Although data scientists can gain great insights from large data sets — and can ultimately use these insights to tackle major challenges — accomplishing this is much easier said than done. Many such efforts are…
Hock Peng Chan
Consider a large number of detectors each generating a datastream. The task is to detect online, distribution changes in a smallfraction of the data streams. Previous approaches to this probleminclude the use of mixture likelihood ratios and sum of CUSUMs. Weprovide here extensions and modifications of these approaches thatare…
Suported by the National University of Singapore grant R-155-000-158-112
The Annals of Statistics
Hock Peng Chan
Consider a large number of detectors each generating a datastream. The task is to detect online, distribution changes in a smallfraction of the data streams. Previous approaches to this probleminclude the use of mixture likelihood ratios and sum of CUSUMs. Weprovide here extensions and modifications of these approaches thatare…
The Annals of Statistics
Suported by the National University of Singapore grant R-155-000-158-112
Ajay Jasra, Seongil Jo, David Nott, Christine Shoemaker, Raul Tempone
In the following article we consider approximate Bayesian computation (ABC) inference. We introduce a method for numerically approximating ABC posteriors using the multilevel Monte Carlo (MLMC). A sequential Monte Carlo version of the approach is developed and it is shown under some assumptions that for a given level of…
Stochastic Analysis and Applications
Ajay Jasra, Seongil Jo, David Nott, Christine Shoemaker, Raul Tempone
In the following article we consider approximate Bayesian computation (ABC) inference. We introduce a method for numerically approximating ABC posteriors using the multilevel Monte Carlo (MLMC). A sequential Monte Carlo version of the approach is developed and it is shown under some assumptions that for a given level of…
Stochastic Analysis and Applications
New approach can help organizations scale their data science efforts with artificial data and crowdsourcing.Although data scientists can gain great insights from large data sets — and can ultimately use these insights to tackle major challenges — accomplishing this is much easier said than done. Many such efforts are…
New approach can help organizations scale their data science efforts with artificial data and crowdsourcing.Although data scientists can gain great insights from large data sets — and can ultimately use these insights to tackle major challenges — accomplishing this is much easier said than done. Many such efforts are…
Guodong Lyu, Wang-Chi Cheung, Chung Piaw Teo, Hai Wang.
We study the following multi-period multi-objective online ride-matching problem. A ride-sourcing platform needs to match passengers and drivers in real time without observing future information, considering multiple objectives such as platform revenue, pick-up distance, and service quality. We develop an efficient online matching policy that adaptively balances the trade-offs…
Guodong Lyu, Wang-Chi Cheung, Chung Piaw Teo, Hai Wang.
We study the following multi-period multi-objective online ride-matching problem. A ride-sourcing platform needs to match passengers and drivers in real time without observing future information, considering multiple objectives such as platform revenue, pick-up distance, and service quality. We develop an efficient online matching policy that adaptively balances the trade-offs…