{"178991":{"#nid":"178991","#data":{"type":"event","title":"Gerard Cornuejols, Carnegie Mellon University","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ESpeaker\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EGerard Cornuejols\u003Cbr \/\u003EIBM University Professor of Operations Research\u003Cbr \/\u003ETepper School of Business\u003Cbr \/\u003ECarnegie Mellon University\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EAbstract\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EThis talk will be based on joint work with Borozan, Basu, Conforti and Zambelli. We extend a theorem of Lovasz characterizing maximal lattice-free convex sets. This result has implications in integer programming. In particular we show a ono-to-one correspondance between these sets and minimal inequalities.\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EBio\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EGerard Cornuejols was Editor-in-Chief of MOR during the period of 1999-2003 and has been serving in the Advisory Board of MOR since then. He is very famous for his works on Integer Programming, for which he has been awarded several important prizes, namely:\u003C\/p\u003E\u003Cul\u003E\u003Cli\u003EDantzig Prize, Mathematical Programming Society (MPS) and Society for Industrial and Applied Mathematics (SIAM) - 2009\u003C\/li\u003E\u003Cli\u003ESIAM Outstanding Paper Prize - 2004\u003C\/li\u003E\u003Cli\u003EFulkerson Prize, AMS and MPS - 2000\u003C\/li\u003E\u003Cli\u003Evon Humbolt Fellow - 1982\u003C\/li\u003E\u003Cli\u003ELanchester Prize, INFORMS - 1977\u003C\/li\u003E\u003C\/ul\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003EThis talk will be based on joint work with Borozan, Basu, Conforti and Zambelli. We extend a theorem of Lovasz characterizing maximal lattice-free convex sets. This result has implications in integer programming. In particular we show a ono-to-one correspondance between these sets and minimal inequalities.\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"Joint ACO\/OR colloquium Cutting planes: A convex analysis perspective"}],"uid":"27215","created_gmt":"2012-12-20 15:56:14","changed_gmt":"2016-10-08 02:01:40","author":"Mike Alberghini","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-03-02T10:00:00-05:00","event_time_end":"2010-03-02T11:00:00-05:00","event_time_end_last":"2010-03-02T11:00:00-05:00","gmt_time_start":"2010-03-02 15:00:00","gmt_time_end":"2010-03-02 16:00:00","gmt_time_end_last":"2010-03-02 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003E\u003Cspan\u003ERenato Monteiro, ISyE\u003C\/span\u003E\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/?id=e5010\u0022\u003EContact Renato Monteiro\u003C\/a\u003E\u003Cbr \/\u003E\u003Cspan\u003E404-894-2300\u003C\/span\u003E\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"178851":{"#nid":"178851","#data":{"type":"event","title":"Paul Glasserman, Columbia University","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ESpeaker\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EPaul Glasserman\u003Cbr \/\u003EJack R. Anderson Professor\u003Cbr \/\u003EGraduate School of Business\u003Cbr \/\u003EColumbia University\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EAbstract\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EAmong the solutions proposed to the problem of banks \u0022too big to fail\u0022 is contingent capital in the form of debt that converts to equity when a bank\u0027s regulatory capital ratio falls below a threshold. We analyze the dynamics of such a security with continuous conversion and derive closed form expressions for its value when the firm\u0027s assets are modeled as geometric Brownian motion and the conversion trigger is an asset-based capital ratio. A key step in the analysis is an explicit formula for the fraction of equity held by the original holders of the contingent capital debt as a function of the maximum drop in asset value. We contrast this analysis with the case of a market-based (rather than accounting-based) conversion trigger.\u0026nbsp;\u003Cbr \/\u003EThis is joint work with Bezhad Nouri.\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EBio\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EPaul Glasserman is the Jack R. Anderson Professor of Business at Columbia Business School, where he served as senior vice dean in 2004-2008. Since 2008, he has also been an academic visitor at the Federal Reserve Bank of New York. His research focuses on derivative securities, risk management, stochastic models, and simulation. His publications include the book Monte Carlo Methods in Financial Engineering, which received the 2005 I-Sim Outstanding Simulation Publication Award and the 2006 Lanchester Prize. He also received Risk magazine\u0027s 2007 Quant of the Year Award.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003EAmong the solutions proposed to the problem of banks \u0022too big to fail\u0022 is contingent capital in the form of debt that converts to equity when a bank\u0027s regulatory capital ratio falls below a threshold. We analyze the dynamics of such a security with continuous conversion and derive closed form expressions for its value when the firm\u0027s assets are modeled as geometric Brownian motion and the conversion trigger is an asset-based capital ratio. A key step in the analysis is an explicit formula for the fraction of equity held by the original holders of the contingent capital debt as a function of the maximum drop in asset value. We contrast this analysis with the case of a market-based (rather than accounting-based) conversion trigger.\u0026nbsp;This is joint work with Bezhad Nouri.\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"Pricing Contingent Capital (Joint OR\/QCF Colloquium)"}],"uid":"27215","created_gmt":"2012-12-20 15:22:16","changed_gmt":"2016-10-08 02:01:40","author":"Mike Alberghini","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-11-23T10:00:00-05:00","event_time_end":"2010-11-23T11:00:00-05:00","event_time_end_last":"2010-11-23T11:00:00-05:00","gmt_time_start":"2010-11-23 15:00:00","gmt_time_end":"2010-11-23 16:00:00","gmt_time_end_last":"2010-11-23 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[{"id":"29651","name":"capital"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003ETon Dieker, ISyE\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/?id=e5772\u0022\u003EContact Ton Dieker\u003C\/a\u003E\u003Cbr \/\u003E404-385-3140\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"178831":{"#nid":"178831","#data":{"type":"event","title":"Jorge Nocedal, Northwestern University","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ESpeaker\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EProfessor\u003Cbr \/\u003EDirector of the Computational Science Institute,\u003Cbr \/\u003ENorthwestern University\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EAbstract\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EWe present a \u0022semi-stochastic\u0022 Newton method motivated by machine learning problems with very large training sets as well as by the availability of powerful distributed computing environments. The method employs sampled Hessian information to accelerate convergence and enjoys convergence guarantees. We illustrate its performance on multiclass logistic models for the speech recognition system developed at Google. An extension of the method to the sparse L1 setting as well as a complexity analysis will also be presented. This is joint work with Will Neveitt (Google), Richard Byrd (Colorado) and Gillian Chin (Northwestern).\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EBio\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EJorge Nocedal is a professor in the IEMS and EECS departments at Northwestern University. He obtained a BS from the National University of Mexico and a PhD from Rice University. His research interests are in optimization and scientific computing, and in their application to machine learning, computer-aided design and financial engineering. He is the author (with Steve Wright) of the book \u003Cem\u003ENumerical Optimization\u003C\/em\u003E.\u003C\/p\u003E\u003Cp\u003EHe is a SIAM Fellow, an ISI Highly Cited Researcher (Mathematics Category), and was an invited speaker at the 1998 International Congress of Mathematicians. He serves in the editorial board of Mathematical Programming, and in 2011 he will become editor-in-chief of SIAM Journal on Optimization. In 1998 he was appointed Bette and Neison Harris Professor of Teaching Excellence at Northwestern.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003EWe present a \u0022semi-stochastic\u0022 Newton method motivated by machine learning problems with very large training sets as well as by the availability of powerful distributed computing environments. The method employs sampled Hessian information to accelerate convergence and enjoys convergence guarantees. We illustrate its performance on multiclass logistic models for the speech recognition system developed at Google. An extension of the method to the sparse L1 setting as well as a complexity analysis will also be presented. This is joint work with Will Neveitt (Google), Richard Byrd (Colorado) and Gillian Chin (Northwestern).\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"A New Optimization Method for Machine Learning and Stochastic Optimization"}],"uid":"27215","created_gmt":"2012-12-20 15:11:29","changed_gmt":"2016-10-08 02:01:40","author":"Mike Alberghini","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-11-30T10:00:00-05:00","event_time_end":"2010-11-30T11:00:00-05:00","event_time_end_last":"2010-11-30T11:00:00-05:00","gmt_time_start":"2010-11-30 15:00:00","gmt_time_end":"2010-11-30 16:00:00","gmt_time_end_last":"2010-11-30 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[{"id":"9167","name":"machine learning"},{"id":"167738","name":"stochastic optimization"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003ERenato Monteiro, ISyE\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/?id=e5898\u0022\u003EContact Renato Monteiro\u003C\/a\u003E\u003Cbr \/\u003E404-894-2300\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"178981":{"#nid":"178981","#data":{"type":"event","title":"Ed Kaplan, Yale University","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ESpeaker\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EEdward H. Kaplan\u003C\/p\u003E\u003Cp\u003EWilliam N and Marie A Professor of Management Sciences,\u003Cbr \/\u003EYale School of Management;\u0026nbsp;\u003C\/p\u003E\u003Cp\u003EProfessor of Public Health,\u0026nbsp;\u003Cbr \/\u003EYale School of Public Health;\u0026nbsp;\u003C\/p\u003E\u003Cp\u003EProfessor of Engineering,\u0026nbsp;\u003Cbr \/\u003EYale School of Engineering and Applied Science\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EAbstract\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EThis article presents the first model developed specifically for understanding the infiltration and interdiction of ongoing terror plots by undercover intelligence agents, and does so via novel application of ideas from queueing theory and Markov population processes. The resulting \u0022terror queue\u0022 models predict the number of undetected terror threats in an area from agent activity\/utilization data, and also estimate the rate with which such threats can be interdicted. The models treat terror plots as customers and intelligence agents as servers. Agents spend all of their time either detecting and infiltrating new terror plots (in which case they are \u0022available\u0022), or interdicting already detected terror plots (in which case they are \u0022busy\u0022). Initially we examine a Markov model assuming that intelligence agents, while unable to detect all plots, never err by falsely detecting fake plots. While this model can be solved numerically, a simpler Ornstein-Uhlenbeck diffusion approximation yields some results in closed form while providing nearly identical numerical performance. The transient behavior of the terror queue model is discussed briefly along with a sample sensitivity analysis to study how model predictions\u0026nbsp;compare to simulated results when using estimated versus known terror plot arrival rates. The diffusion model is then extended to allow for the false detection of fake plots. Such false detection is a real feature of counterterror intelligence given that intelligence agents or informants can make mistakes, as well as the proclivity of terrorists to deliberately broadcast false information. The false detection model is illustrated using suicide bombing data from Israel.\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EBio\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EProfessor Kaplan\u0027s research has been reported on the front pages of the\u0026nbsp;\u003Ca href=\u0022http:\/\/www.nytimes.com\/1991\/08\/01\/nyregion\/yale-study-reports-clean-needle-project-helps-check-aids.html?scp=1\u0026amp;sq=Kaplan%20%22needle%20exchange%22\u0026amp;st=cse\u0022\u003ENew York Times\u003C\/a\u003E\u0026nbsp;and the\u0026nbsp;\u003Ca href=\u0022http:\/\/pqasb.pqarchiver.com\/jpost\/access\/140225441.html?dids=140225441:140225441\u0026amp;FMT=ABS\u0026amp;FMTS=ABS:FT\u0026amp;date=Jul+22%2C+2002\u0026amp;author=JUDY+SIEGEL\u0026amp;pub=Jerusalem+Post\u0026amp;edition=\u0026amp;startpage=04\u0026amp;desc=Israel+should+get+smallpox+vaccine+now+-+expert\u0022\u003EJerusalem Post\u003C\/a\u003E, editorialized in the\u0026nbsp;Wall Street Journal\u0026nbsp;\u003Ca href=\u0022http:\/\/www.ph.ucla.edu\/epi\/Bioter\/smallpoxscenarios.html\u0022\u003E(article)\u003C\/a\u003E, recognized by the New York Times Magazine\u0027s Year in Ideas, and discussed between the covers of Time\u0026nbsp;\u003Ca href=\u0022http:\/\/www.time.com\/time\/magazine\/article\/0,9171,975586,00.html\u0022\u003E(article)\u003C\/a\u003E, Newsweek\u0026nbsp;\u003Ca href=\u0022http:\/\/www.newsweek.com\/id\/100414\/page\/1\u0022\u003E(see article)\u003C\/a\u003E, US News and World Report, Consumer Reports and the New Yorker, and in person on NBC\u0027s Today Show, the Cronkite Report, and National Public Radio\u0026nbsp;\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.npr.org\/programs\/atc\/transcripts\/2002\/nov\/021101.northam.html\u0022\u003E(transcript)\u003C\/a\u003E.\u0026nbsp;\u003C\/p\u003E\u003Cp\u003EThe author of more than 100 research articles, Professor Kaplan received both the\u0026nbsp;\u003Ca href=\u0022http:\/\/www.informs.org\/Recognize-Excellence\/INFORMS-Prizes-Awards\/Frederick-W.-Lanchester-Prize\u0022\u003ELanchester Prize\u003C\/a\u003E\u0026nbsp;and the\u003Ca href=\u0022http:\/\/www.informs.org\/Recognize-Excellence\/Franz-Edelman-Award\u0022\u003EEdelman Award\u003C\/a\u003E, the two top honors in the operations research field. An elected member of both the National Academy of Engineering and the Institute of Medicine of the US National Academies, he has also twice received the prestigious\u0026nbsp;\u003Ca href=\u0022http:\/\/ldft.huji.ac.il\/\u0022\u003ELady Davis Visiting Professorship\u003C\/a\u003E\u0026nbsp;at the Hebrew University of Jerusalem, where he has investigated AIDS policy issues facing the State of Israel.\u0026nbsp;\u003C\/p\u003E\u003Cp\u003EKaplan\u0027s current research focuses on the application of operations research to problems in counterterrorism and\u0026nbsp;\u003Cbr \/\u003Ehomeland security.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003EThis article presents the first model developed specifically for understanding the infiltration and interdiction of ongoing terror plots by undercover intelligence agents, and does so via novel application of ideas from queueing theory and Markov population processes. The resulting \u0022terror queue\u0022 models predict the number of undetected terror threats in an area from agent activity\/utilization data, and also estimate the rate with which such threats can be interdicted. The models treat terror plots as customers and intelligence agents as servers. Agents spend all of their time either detecting and infiltrating new terror plots (in which case they are \u0022available\u0022), or interdicting already detected terror plots (in which case they are \u0022busy\u0022). Initially we examine a Markov model assuming that intelligence agents, while unable to detect all plots, never err by falsely detecting fake plots. While this model can be solved numerically, a simpler Ornstein-Uhlenbeck diffusion approximation yields some results in closed form while providing nearly identical numerical performance. The transient behavior of the terror queue model is discussed briefly along with a sample sensitivity analysis to study how model predictions\u0026nbsp;\u003Cbr \/\u003Ecompare to simulated results when using estimated versus known terror plot arrival rates. The diffusion model is then extended to allow for the false detection of fake plots. Such false detection is a real feature of counterterror intelligence given that intelligence agents or informants can make mistakes, as well as the proclivity of terrorists to deliberately broadcast false information. The false detection model is illustrated using suicide bombing data from Israel.\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"Joint IE\/OR Colloquium Terror Queues"}],"uid":"27215","created_gmt":"2012-12-20 15:52:42","changed_gmt":"2016-10-08 02:01:40","author":"Mike Alberghini","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-03-03T10:00:00-05:00","event_time_end":"2010-03-03T11:00:00-05:00","event_time_end_last":"2010-03-03T11:00:00-05:00","gmt_time_start":"2010-03-03 15:00:00","gmt_time_end":"2010-03-03 16:00:00","gmt_time_end_last":"2010-03-03 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003E\u003Cspan\u003ETon Dieker, ISyE\u003C\/span\u003E\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/?id=e5416\u0022\u003EContact Ton Dieker\u003C\/a\u003E\u003Cbr \/\u003E\u003Cspan\u003E404-385-3140\u003C\/span\u003E\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"179031":{"#nid":"179031","#data":{"type":"event","title":"Jose Blanchet, Columbia University","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ESpeaker\u003C\/strong\u003E\u003Cbr \/\u003EJose Blanchet\u003Cbr \/\u003EColumbia University\u003Cbr \/\u003E\u003Cbr \/\u003E\u003Cstrong\u003EAbstract\u003C\/strong\u003E\u003Cbr \/\u003EOur focus is on the development of provably efficient simulation algorithms for estimating large deviations probabilities (such as overflow probabilities) in the context of many server queues. These types of systems, which have been the subject of much investigation in recent years, pose interesting challenges from a rare event simulation standpoint, given their measure valued state descriptor. We shall explain a technique that has the following elements. First, it introduces a pivotal set that is suitable chosen to deal with boundary-type behavior, which is common in the analysis of queueing systems. Second, it takes advantage of Central Limit Theorem approximations that have been developed recently for these types of systems and third it use a novel bridge-sampling approach in order to describe an symptotically optimal (in certain sense) importance sampling scheme. This work provides the first systematic approach to develop provably efficient rare-event simulation methodology for these types of systems.\u003Cbr \/\u003E\u003Cbr \/\u003EThis is a joint work with P. Glynn and H. Lam.\u003Cbr \/\u003E\u003Cbr \/\u003E\u003Cstrong\u003EBio\u003C\/strong\u003E\u003Cbr \/\u003EJose Blanchet is a faculty member of the IEOR at Columbia University. Jose holds a Ph.D. in Management Science and Engineering from Stanford University. Prior to joining Columbia he was a faculty member in the Statistics Department at Harvard University. Jose is a recipient of the 2009 Best Publication Award given by the INFORMS Applied Probability Society and a CAREER award in Operations Research given by NSF in 2008. He worked as an analyst in Protego Financial Advisors, a leading investment bank in Mexico. He has research interests in applied probability and Monte Carlo methods. He serves in the editorial board of Advances in Applied Probability, Journal of Applied Probability, QUESTA and TOMACS.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003EOur focus is on the development of provably efficient simulation algorithms for estimating large deviations probabilities (such as overflow probabilities) in the context of many server queues. These types of systems, which have been the subject of much investigation in recent years, pose interesting challenges from a rare event simulation standpoint, given their measure valued state descriptor. We shall explain a technique that has the following elements. First, it introduces a pivotal set that is suitable chosen to deal with boundary-type behavior, which is common in the analysis of queueing systems. Second, it takes advantage of Central Limit Theorem approximations that have been developed recently for these types of systems and third it use a novel bridge-sampling approach in order to describe an symptotically optimal (in certain sense) importance sampling scheme. This work provides the first systematic approach to develop provably efficient rare-event simulation methodology for these types of systems.\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"Rare Event Simulation for Many Server Queues"}],"uid":"27215","created_gmt":"2012-12-20 16:08:48","changed_gmt":"2016-10-08 02:01:40","author":"Mike Alberghini","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-01-26T10:00:00-05:00","event_time_end":"2010-01-26T11:00:00-05:00","event_time_end_last":"2010-01-26T11:00:00-05:00","gmt_time_start":"2010-01-26 15:00:00","gmt_time_end":"2010-01-26 16:00:00","gmt_time_end_last":"2010-01-26 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003E\u003Cspan\u003ETon Dieker, ISyE\u003C\/span\u003E\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/?id=e5008\u0022\u003EContact Ton Dieker\u003C\/a\u003E\u003Cbr \/\u003E\u003Cspan\u003E404-385-3140\u003C\/span\u003E\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"178931":{"#nid":"178931","#data":{"type":"event","title":"Dimitris Bertsimas, MIT","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ESpeaker\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EBoeing Leaders for Global Operations Professor\u003Cbr \/\u003EOperations Research\/Statistics\u003Cbr \/\u003ESloan School of Management\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EAbstract\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EIn this presentation, we show a significant role that symmetry, a fundamental concept in convex geometry, plays in determining the power of robust and finitely adaptable solutions in multi-stage stochastic and adaptive optimization problems. We consider a fairly general class of multi-stage mixed integer stochastic and adaptive optimization problems and propose a good approximate solution policy with performance guarantees that depend on the geometric properties such as symmetry of the uncertainty sets. In particular, we show that a class of finitely adaptable solutions is a good approximation for both the multi-stage stochastic as well as the adaptive optimization problem. A finitely adaptable solution specifies a small set of solutions for each stage and the solution policy implements the best solution from the given set depending on the realization of the uncertain parameters in the past stages. To the best of our knowledge, these are the first approximation results for the multi-stage problem in such generality.\u003C\/p\u003E\u003Cp\u003E(joint work with Vineet Goyal, Columbia University and Andy Sun, MIT)\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EBio\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EDimitris Bertsimas is currently the Boeing Professor of Operations Research and the codirector of the Operations Research Center at the Massachusetts Institute of Technology. He has received a BS in Electrical Engineering and Computer Science at the National Technical University of Athens, Greece in 1985, a MS in Operations Research at MIT in 1987, and a Ph.D in Applied Mathematics and Operations research at MIT in 1988. Since 1988, he has been in the MIT faculty.\u003C\/p\u003E\u003Cp\u003EHis research interests include optimization, stochastic systems, data mining, and their application. He has co-authored more than 120 scientific papers and he has co-authored the following books: ``Introduction to Linear Optimization\u0027\u0027 (with J. Tsitsiklis, Athena Scientific and Dynamic Ideas, 2008), ``Data, models and decisions\u0027\u0027 (with R. Freund, Dynamic Ideas, 2004) and ``Optimization over Integers\u0027\u0027 (with R. Weismantel, Dynamic Ideas, 2005). He is currently department editor in Optimization for Management Science and former area editor in Operations Research in Financial Engineering. He has supervised 42 doctoral students and he is currently supervising 10 others.\u003C\/p\u003E\u003Cp\u003EHe is a member of the National Academy of Engineering, and he has received several research awards including: the Farkas prize (2008), the Erlang prize (1996), the SIAM prize in optimization (1996), the Bodossaki prize (1998) and the Presidential Young Investigator award (1991-1996).\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003EIn this presentation, we show a significant role that symmetry, a fundamental concept in convex geometry, plays in determining the power of robust and finitely adaptable solutions in multi-stage stochastic and adaptive optimization problems. We consider a fairly general class of multi-stage mixed integer stochastic and adaptive optimization problems and propose a good approximate solution policy with performance guarantees that depend on the geometric properties such as symmetry of the uncertainty sets. In particular, we show that a class of finitely adaptable solutions is a good approximation for both the multi-stage stochastic as well as the adaptive optimization problem. A finitely adaptable solution specifies a small set of solutions for each stage and the solution policy implements the best solution from the given set depending on the realization of the uncertain parameters in the past stages. To the best of our knowledge, these are the first approximation results for the multi-stage problem in such generality.\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"Advances in multistage optimization (Joint OR\/ACO Colloqium)"}],"uid":"27215","created_gmt":"2012-12-20 15:40:52","changed_gmt":"2016-10-08 02:01:40","author":"Mike Alberghini","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-09-14T12:00:00-04:00","event_time_end":"2010-09-14T13:00:00-04:00","event_time_end_last":"2010-09-14T13:00:00-04:00","gmt_time_start":"2010-09-14 16:00:00","gmt_time_end":"2010-09-14 17:00:00","gmt_time_end_last":"2010-09-14 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003ERenato Monteiro, ISyE\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/?id=e5727\u0022\u003EContact Renato Monteiro\u003C\/a\u003E\u003Cbr \/\u003E404-894-2300\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"178971":{"#nid":"178971","#data":{"type":"event","title":"Sheldon Ross, University of Southern California","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ESpeaker\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003ESheldon Ross\u003Cbr \/\u003EEpstein Chair Professor\u003Cbr \/\u003EIndustrial and Systems Engineering\u003Cbr \/\u003EUniversity of Southern California\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EAbstract\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003ESuppose there are r gamblers, with gambler i initially having a fortune of ni. In our first model we suppose that at each stage two of the gamblers are chosen to play a game, equally likely to be won by either player, with the winner of the game receiving 1 from the loser. Any gambler whose fortune becomes 0 leaves, and this continues until there is only a single gambler left. We are interested in the probability that player i is the one left, and in the the mean number of games played between specified players i and j. In our second model we suppose that all remaining players contribute 1 to a pot, which is equally likely to be won by each of them. The problem here is to determine the expected number of games played until one player has all the funds.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003ESuppose there are r gamblers, with gambler i initially having a fortune of ni. In our first model we suppose that at each stage two of the gamblers are chosen to play a game, equally likely to be won by either player, with the winner of the game receiving 1 from the loser. Any gambler whose fortune becomes 0 leaves, and this continues until there is only a single gambler left. We are interested in the probability that player i is the one left, and in the the mean number of games played between specified players i and j. In our second model we suppose that all remaining players contribute 1 to a pot, which is equally likely to be won by each of them. The problem here is to determine the expected number of games played until one player has all the funds.\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"Joint Statistics\/OR Colloquium Some Multiple Player Gambler\u0027s Ruin Problems"}],"uid":"27215","created_gmt":"2012-12-20 15:47:51","changed_gmt":"2016-10-08 02:01:40","author":"Mike Alberghini","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-03-16T12:00:00-04:00","event_time_end":"2010-03-16T13:00:00-04:00","event_time_end_last":"2010-03-16T13:00:00-04:00","gmt_time_start":"2010-03-16 16:00:00","gmt_time_end":"2010-03-16 17:00:00","gmt_time_end_last":"2010-03-16 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003E\u003Cspan\u003ETon Dieker, ISyE\u003C\/span\u003E\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/?id=e5011\u0022\u003EContact Ton Dieker\u003C\/a\u003E\u003Cbr \/\u003E\u003Cspan\u003E404-385-3140\u003C\/span\u003E\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"179021":{"#nid":"179021","#data":{"type":"event","title":"Ben Van Roy, Stanford University","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ESpeaker\u003C\/strong\u003E\u003Cbr \/\u003EBen Van Roy\u003Cbr \/\u003EStanford University\u003Cbr \/\u003E\u003Cbr \/\u003E\u003Cstrong\u003EAbstract\u003C\/strong\u003E\u003Cbr \/\u003EWhen used to guide decisions, linear regression analysis typically involves estimation of regression coefficients via ordinary least squares and their subsequent use in an optimization problem. When features are not chosen perfectly, it can be beneficial to account for the decision objective when computing regression coefficients. Empirical optimization does so but sacrifices performance when features are well-chosen or training data are insufficient. We propose directed regression, an efficient algorithm that combines merits of ordinary least squares and empirical optimization. We demonstrate through computational studies that directed regression generates performance gains over either alternative. We also develop a theory that motivates the algorithm.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003EWhen used to guide decisions, linear regression analysis typically involves estimation of regression coefficients via ordinary least squares and their subsequent use in an optimization problem. When features are not chosen perfectly, it can be beneficial to account for the decision objective when computing regression coefficients. Empirical optimization does so but sacrifices performance when features are well-chosen or training data are insufficient. We propose directed regression, an efficient algorithm that combines merits of ordinary least squares and empirical optimization. We demonstrate through computational studies that directed regression generates performance gains over either alternative. We also develop a theory that motivates the algorithm.\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"Directed Regression"}],"uid":"27215","created_gmt":"2012-12-20 16:07:03","changed_gmt":"2016-10-08 02:01:40","author":"Mike Alberghini","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-02-09T10:00:00-05:00","event_time_end":"2010-02-09T11:00:00-05:00","event_time_end_last":"2010-02-09T11:00:00-05:00","gmt_time_start":"2010-02-09 15:00:00","gmt_time_end":"2010-02-09 16:00:00","gmt_time_end_last":"2010-02-09 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003E\u003Cspan\u003ETon Dieker, ISyE\u003C\/span\u003E\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/?id=e5022\u0022\u003EContact Ton Dieker\u003C\/a\u003E\u003Cbr \/\u003E\u003Cspan\u003E404-385-3140\u003C\/span\u003E\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"178921":{"#nid":"178921","#data":{"type":"event","title":"Egon Balas, Carnegie Mellon University","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ESpeaker\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EEgon Balas\u003Cbr \/\u003EUniversity Professor of Industrial Administration and Applied Mathematics\u003Cbr \/\u003EThe Thomas Lord Professor of Operations Research\u003Cbr \/\u003ECarnegie Mellon University\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EAbstract\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EIntersection cuts are generated from a polyhedral cone and a convex set S whose interior contains no feasible integer point. We generalize these cuts by replacing the cone with a more general polyhedron C. The resulting generalized intersection cuts dominate the original ones. This leads to a new cutting plane paradigm under which one generates and stores the intersection points of the extreme rays of C with the boundary of S rather than the cuts themselves. These intersection points can then be used to generate deeper cuts in a non-recursive fashion.\u003C\/p\u003E\u003Cp\u003E(This talk is based on joint work with Francois Margot)\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EBio\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EEgon Balas is University Professor of Industrial Administration and Applied Mathematics, as well as the Thomas Lord Professor of Operations Research, at Carnegie Mellon University. He has a doctorate in Economic Science from the University of Brussels and a doctorate in Mathematics from the University of Paris.\u003C\/p\u003E\u003Cp\u003EProfessor Balas\u0027s research interests are in mathematical programming, primarily integer and combinatorial optimization. He has played a leading role in the developmant of enumerative and cutting plane techniques for 0-1 programming, and is mainly known as the developer of the approach called disjunctive programming or lift-and-project. He has also developed scheduling algorithms and software. Dr. Balas has served or is serving on the editorial boards of Operations Research, Discrete Applied Mathematics, the Journal of Combinatorial Optimization, Computational Optimization and Applications, the European Journal of Operational Research, Annals of Operations Research etc. In 1980 Dr. Balas received the US Senior Scientist Award of the Alexander von Humboldt Foundation; in 1995 he received the John von Neumann Theory Prize of INFORMS; and in 2001 he was the first American to be awarded the EURO Gold Medal of the European Association of Operational Research Societies.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003EIntersection cuts are generated from a polyhedral cone and a convex set S whose interior contains no feasible integer point. We generalize these cuts by replacing the cone with a more general polyhedron C. The resulting generalized intersection cuts dominate the original ones. This leads to a new cutting plane paradigm under which one generates and stores the intersection points of the extreme rays of C with the boundary of S rather than the cuts themselves. These intersection points can then be used to generate deeper cuts in a non-recursive fashion.\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"Generalized intersection cuts and a new cut generating paradigm"}],"uid":"27215","created_gmt":"2012-12-20 15:38:03","changed_gmt":"2016-10-08 02:01:40","author":"Mike Alberghini","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-10-12T12:00:00-04:00","event_time_end":"2010-10-12T13:00:00-04:00","event_time_end_last":"2010-10-12T13:00:00-04:00","gmt_time_start":"2010-10-12 16:00:00","gmt_time_end":"2010-10-12 17:00:00","gmt_time_end_last":"2010-10-12 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003ERenato Monteiro, ISyE\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/?id=e5897\u0022\u003EContact Renato Monteiro\u003C\/a\u003E\u003Cbr \/\u003E404-894-2300\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"178961":{"#nid":"178961","#data":{"type":"event","title":"Yurii Nesterov","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ESpeaker\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EYurii Nesterov\u003Cbr \/\u003ECORE\/INMA,\u0026nbsp;\u003Cbr \/\u003ECatholic University og Louvain (UCL) Belgium\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EAbstract\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EIn this talk we describe the new methods for solving huge-scale optimization problems. For problems of this size, even the simplest full-dimensional vector operations are very expensive. Hence, we suggest to apply an optimization technique based on random partial update of decision variables. For these methods, we prove the global estimates for the rate of convergence. Surprisingly enough, for certain classes of objective functions, our results are better than the standard worst-case bounds for deterministic algorithms. We present constrained and unconstrained versions of the method, and its accelerated variant. Our numerical test confirms a high efficiency of this technique on problems of very big size.\u003C\/p\u003E\u003Cp\u003EThe paper can be downloaded as CORE Discussion Paper 2010\/2:\u003C\/p\u003E\u003Cp\u003E\u003Ca href=\u0022http:\/\/www.uclouvain.be\/en-310431.html\u0022 title=\u0022http:\/\/www.uclouvain.be\/en-310431.html\u0022\u003Ehttp:\/\/www.uclouvain.be\/en-310431.html\u003C\/a\u003E\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003EIn this talk we describe the new methods for solving huge-scale optimization problems. For problems of this size, even the simplest full-dimensional vector operations are very expensive. Hence, we suggest to apply an optimization technique based on random partial update of decision variables. For these methods, we prove the global estimates for the rate of convergence. Surprisingly enough, for certain classes of objective functions, our results are better than the standard worst-case bounds for deterministic algorithms. We present constrained and unconstrained versions of the method, and its accelerated variant. Our numerical test confirms a high efficiency of this technique on problems of very big size.\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"Efficiency of random search methods on huge-scale optimization problems"}],"uid":"27215","created_gmt":"2012-12-20 15:44:57","changed_gmt":"2016-10-08 02:01:40","author":"Mike Alberghini","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-04-01T12:00:00-04:00","event_time_end":"2010-04-01T13:00:00-04:00","event_time_end_last":"2010-04-01T13:00:00-04:00","gmt_time_start":"2010-04-01 16:00:00","gmt_time_end":"2010-04-01 17:00:00","gmt_time_end_last":"2010-04-01 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003E\u003Cspan\u003ERenato Monteiro, ISyE\u003C\/span\u003E\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/?id=e5650\u0022\u003EContact Renato Monteiro\u003C\/a\u003E\u003Cbr \/\u003E\u003Cspan\u003E404-894-2300\u003C\/span\u003E\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"179011":{"#nid":"179011","#data":{"type":"event","title":"Mike Harrison, Stanford University","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ESpeaker\u003C\/strong\u003E\u003Cbr \/\u003EMichael Harrison\u003Cbr \/\u003EAdams Distinguished Professor of Management\u0026nbsp;\u003Cbr \/\u003EStanford University\u003Cbr \/\u003E\u003Cbr \/\u003E\u003Cstrong\u003EAbstract\u003C\/strong\u003E\u003Cbr \/\u003EMotivated by applications in financial services, we consider the following customized pricing problem. A seller of some good or service (like auto loans or small business loans) confronts a sequence of potential customers numbered 1, 2, \u00e2\u20ac\u00a6 , T. These customers are drawn at random from a population characterized by a price-response function \u00cf\u0081(p). That is, if the seller offers price p, then the probability of a successful sale is \u00cf\u0081(p). The profit realized from a successful sale is \u00cf\u20ac(p) = p \u00e2\u02c6\u0027 c, where c \u0026gt; 0 is known.\u0026nbsp;\u003Cbr \/\u003E\u003Cbr \/\u003EIf the price-response function \u00cf\u0081(-) were also known, then the problem of finding a price p* to maximize \u00cf\u0081(p)\u00cf\u20ac(p) would be simple, and the seller would offer price p* to each of the T customers. We consider the more complicated case where \u00cf\u0081(-) is fixed but initially unknown: roughly speaking, the seller wants to choose prices sequentially so as to maximize the total profit earned from the T potential customers; each successive choice involves a trade-off between refined estimation of the unknown price-response function (learning) and immediate profit (earning).\u003Cbr \/\u003E\u003Cbr \/\u003E* Joint work with Bora Keskin and Assaf Zeevi\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003EMotivated by applications in financial services, we consider the following customized pricing problem. A seller of some good or service (like auto loans or small business loans) confronts a sequence of potential customers numbered 1, 2, \u201d\u00a6 , T. These customers are drawn at random from a population characterized by a price-response function \u00cf\u0081(p). That is, if the seller offers price p, then the probability of a successful sale is \u00cf\u0081(p). The profit realized from a successful sale is \u00cf\u20ac(p) = p \u00e2\u02c6\u0027 c, where c \u0026gt; 0 is known.\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"Joint Statistics\/OR Colloquium Dynamic policies to learn and earn in a customized pricing context"}],"uid":"27215","created_gmt":"2012-12-20 16:04:47","changed_gmt":"2016-10-08 02:01:40","author":"Mike Alberghini","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-02-18T10:00:00-05:00","event_time_end":"2010-02-18T11:00:00-05:00","event_time_end_last":"2010-02-18T11:00:00-05:00","gmt_time_start":"2010-02-18 15:00:00","gmt_time_end":"2010-02-18 16:00:00","gmt_time_end_last":"2010-02-18 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003E\u003Cspan\u003ETon Dieker, ISyE\u003C\/span\u003E\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/?id=e5068\u0022\u003EContact Ton Dieker\u003C\/a\u003E\u003Cbr \/\u003E\u003Cspan\u003E404-385-3140\u003C\/span\u003E\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"178911":{"#nid":"178911","#data":{"type":"event","title":"Costis Maglaras, Columbia University","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ESpeaker\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003ECostis Maglaras\u003Cbr \/\u003EDavid and Lyn Silfen Professor of Business\u003Cbr \/\u003EDecision, Risk and Operations Division,\u003Cbr \/\u003EGraduate School of Business,\u003Cbr \/\u003EColumbia University\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EAbstract\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EThe first part of the talk will offer a brief overview of algorithmic trading in the US equities market, touching, in passing, upon on the topic of high-frequency trading and the nature of current market structure. The emphasis will be on highlighting different facets of this area and discussing corresponding quantitative research problems. The second half of the talk describes a queueing model of limit order book dynamics, and explores questions of optimal limit order placement, market impact, and optimal trade execution.\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EBio\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003ECostis Maglaras is the David and Lyn Silfen Professor of Business at Columbia University. His research focuses on quantitative pricing and revenue management, the economics, design and operations of service systems, and financial engineering. He is the author of many research articles spanning the theory and application of stochastic modeling in a variety of fields, more recently in pricing, risk management and valuation of multi-unit real estate portfolios, and in the design of portfolio trading systems and algorithms. He holds editorial positions in many of the flagship journals of his fields of study, he is the recipient of several research and teaching awards, and he teaches and serves as faculty director for the executive education course on Risk Management offered by Columbia Business School.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003EThe first part of the talk will offer a brief overview of algorithmic trading in the US equities market, touching, in passing, upon on the topic of high-frequency trading and the nature of current market structure. The emphasis will be on highlighting different facets of this area and discussing corresponding quantitative research problems. The second half of the talk describes a queueing model of limit order book dynamics, and explores questions of optimal limit order placement, market impact, and optimal trade execution.\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"A multiclass queueing model of limit order book dynamics"}],"uid":"27215","created_gmt":"2012-12-20 15:35:16","changed_gmt":"2016-10-08 02:01:40","author":"Mike Alberghini","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-11-02T12:00:00-04:00","event_time_end":"2010-11-02T13:00:00-04:00","event_time_end_last":"2010-11-02T13:00:00-04:00","gmt_time_start":"2010-11-02 16:00:00","gmt_time_end":"2010-11-02 17:00:00","gmt_time_end_last":"2010-11-02 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003E\u003Cspan\u003ETon Dieker, ISyE\u003C\/span\u003E\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/?id=e5728\u0022\u003EContact Ton Dieker\u003C\/a\u003E\u003Cbr \/\u003E\u003Cspan\u003E404-385-3140\u003C\/span\u003E\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"178941":{"#nid":"178941","#data":{"type":"event","title":"Adrian Lewis, Cornell University","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ESpeaker\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EAdrian Lewis\u003Cbr \/\u003ECornell University\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EAbstract\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EConcrete optimization problems, while often nonsmooth, are not pathologically so. The class of \u0022semi-algebraic\u0022 sets and functions - those arising from polynomial inequalities - nicely exemplifies nonsmoothness in practice. Semi-algebraic sets (and their generalizations) are common, easy to recognize, and richly structured, supporting powerful variational properties. In particular I will discuss a generic property of such sets - partial smoothness - and its relationship with a proximal algorithm for nonsmooth composite minimization, a versatile model for practical optimization.\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EBio\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EAdrian S. Lewis was born in England in 1962. He is a Professor at Cornell University in the School of Operations Research and Industrial Engineering. Following his B.A., M.A., and Ph.D. degrees from Cambridge, and Research Fellowships at Queens\u0027 College, Cambridge and Dalhousie University, Canada, he worked in Canada at the University of Waterloo (1989-2001) and Simon Fraser University (2001-2004). He is an Associate Editor of the SIAM Journal on Optimization, Mathematics of Operations Research, and the SIAM\/MPS Book Series on Optimization, and is a Co-Editor for Mathematical Programming. He received the 1995 Aisenstadt Prize, from the Canadian Centre de Recherches Mathematiques, the 2003 Lagrange Prize for Continuous Optimization from SIAM and the Mathematical Programming Society, and an Outstanding Paper Award from SIAM in 2005. He co-authored \u0022Convex Analysis and Nonlinear Optimization\u0022 with J.M. Borwein.\u003C\/p\u003E\u003Cp\u003ELewis\u0027 research concerns variational analysis and nonsmooth optimization, with a particular interest in optimization problems involving eigenvalues.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003EConcrete optimization problems, while often nonsmooth, are not pathologically so. The class of \u0022semi-algebraic\u0022 sets and functions - those arising from polynomial inequalities - nicely exemplifies nonsmoothness in practice. Semi-algebraic sets (and their generalizations) are common, easy to recognize, and richly structured, supporting powerful variational properties. In particular I will discuss a generic property of such sets - partial smoothness - and its relationship with a proximal algorithm for nonsmooth composite minimization, a versatile model for practical optimization.\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"Semi-algebraic optimization theory"}],"uid":"27215","created_gmt":"2012-12-20 15:42:54","changed_gmt":"2016-10-08 02:01:40","author":"Mike Alberghini","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-04-06T12:00:00-04:00","event_time_end":"2010-04-06T13:00:00-04:00","event_time_end_last":"2010-04-06T13:00:00-04:00","gmt_time_start":"2010-04-06 16:00:00","gmt_time_end":"2010-04-06 17:00:00","gmt_time_end_last":"2010-04-06 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003E\u003Cspan\u003ERenato Monteiro, ISyE\u003C\/span\u003E\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/?id=e5012\u0022\u003EContact Renato Monteiro\u003C\/a\u003E\u003Cbr \/\u003E\u003Cspan\u003E404-894-2300\u003C\/span\u003E\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"179001":{"#nid":"179001","#data":{"type":"event","title":"Yinyu Ye, Stanford University","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ESpeaker\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EYinyu Ye\u003C\/p\u003E\u003Cp\u003EProfessor of Management Science and Engineering\u003Cbr \/\u003Eand, by courtesy, Electrical Engineering\u003C\/p\u003E\u003Cp\u003EAffiliation: Department of Management Science and Engineering\u003Cbr \/\u003EStanford University\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EAbstract\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EA natural optimization model that formulates many online resource allocation and revenue management problems is the online linear program (LP) where the constraint matrix is revealed column by column along with the objective function. We provide a near-optimal algorithm for this surprisingly general class of online problems under the assumption of random order of arrival and some mild conditions on the size of the LP right-hand-side input. Our learning-based algorithm works by dynamically updating a threshold price vector at geometric time intervals, where the dual prices learned from revealed columns in the previous period are used to determine the sequential decisions in the current period. Our algorithm has a feature of learning by doing\u0022, and the prices are updated at a carefully chosen pace that is neither too fast nor too slow. In particular, our algorithm doesn\u0027t assume any distribution information on the input itself, thus is robust to data uncertainty and variations due to its dynamic learning capability. Applications of our algorithm include many online multi-resource allocation and multi-product revenue management problems such as online routing and packing, online combinatorial auctions, adwords matching, inventory control and yield management.\u003C\/p\u003E\u003Cp\u003EThis is a joint work with Shipra Agrawal and Zizhuo Wang.\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EBio\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EYinyu Ye received the B.S. degree in System Engineering from the Huazhong University of Science and Technology, Wuhan, China, and the M.S. and Ph.D. degrees in Management Science \u0026amp; Engineering from Stanford University, Stanford. Currently, he is a full Professor of Management Science and Engineering and Institute of Computational and Mathematical Engineering and the Director of the MS\u0026amp;E Industrial Affiliates Program, Stanford University. His current research interests include Continuous and Discrete Optimization, Mathematical Programming, Algorithm Design and Analysis, Computational Game\/Market Equilibrium, Metric Distance Geometry, Graph Realization, Dynamic Resource Allocation, and Stochastic and Robust Decision Making, etc.\u003C\/p\u003E\u003Cp\u003EThe following is a list of some of his main achievements:\u003C\/p\u003E\u003Cul\u003E\u003Cli\u003ERecipient of the John von Neumann Theory Prize of 2009\u003C\/li\u003E\u003Cli\u003ERecipient of the 2009 IBM Faculty Award.\u003C\/li\u003E\u003Cli\u003EElected Vice Chair of the SIAM Activity Group on Optimization (SIAG\/OPT), 2008.\u003C\/li\u003E\u003Cli\u003EThe recipient of the 2007 Stanford Asian American Faculty of Year Award\u0026nbsp;\u003C\/li\u003E\u003Cli\u003EThe INFORMS (The Institute for Operations Research and The Management Science) Fellow since 2006 and the first recipient of the Farkas prize of the INFORMS Optimization\u003Cbr \/\u003ESociety in 2006.\u003C\/li\u003E\u003Cli\u003ESelected as a highly cited mathematical researcher on \u003Ca href=\u0022http:\/\/www.ISIhighlycited.com\u0022 title=\u0022http:\/\/www.ISIhighlycited.com\u0022\u003Ehttp:\/\/www.ISIhighlycited.com\u003C\/a\u003E 2004.\u003C\/li\u003E\u003Cli\u003EThe plenary and semi-plenary speakers of ISMP (International Symposium of Mathematical Programming) 2006 and 2000.\u003C\/li\u003E\u003Cli\u003EDistinguished Speaker in High Performance Computation for Engineered Systems (HPCES), MIT, 2002.\u003C\/li\u003E\u003Cli\u003EThe Optimization Area Editor of Operations Research 2006-, the subject editor of Optimization and Engineering 2002- and the Co-Chief editor of Pacific J. of Optimization 2005-.\u003C\/li\u003E\u003C\/ul\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003EA natural optimization model that formulates many online resource allocation and revenue management problems is the online linear program (LP) where the constraint matrix is revealed column by column along with the objective function. We provide a near-optimal algorithm for this surprisingly general class of online problems under the assumption of random order of arrival and some mild conditions on the size of the LP right-hand-side input. Our learning-based algorithm works by dynamically updating a threshold price vector at geometric time intervals, where the dual prices learned from revealed columns in the previous period are used to determine the sequential decisions in the current period. Our algorithm has a feature of learning by doing\u0022, and the prices are updated at a carefully chosen pace that is neither too fast nor too slow. In particular, our algorithm doesn\u0027t assume any distribution information on the input itself, thus is robust to data uncertainty and variations due to its dynamic learning capability. Applications of our algorithm include many online multi-resource allocation and multi-product revenue management problems such as online routing and packing, online combinatorial auctions, adwords matching, inventory control and yield management.\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"A Dynamic Near-Optimal Algorithm for Online Linear Programming"}],"uid":"27215","created_gmt":"2012-12-20 16:03:04","changed_gmt":"2016-10-08 02:01:40","author":"Mike Alberghini","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-02-23T10:00:00-05:00","event_time_end":"2010-02-23T11:00:00-05:00","event_time_end_last":"2010-02-23T11:00:00-05:00","gmt_time_start":"2010-02-23 15:00:00","gmt_time_end":"2010-02-23 16:00:00","gmt_time_end_last":"2010-02-23 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003E\u003Cspan\u003ERenato Monteiro, ISyE\u003C\/span\u003E\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/?id=e5009\u0022\u003EContact Renato Monteiro\u003C\/a\u003E\u003Cbr \/\u003E\u003Cspan\u003E404-894-2300\u003C\/span\u003E\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"178891":{"#nid":"178891","#data":{"type":"event","title":"Mark Squillante, IBM Research","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ESpeaker\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EMark S. Squillante,\u003Cbr \/\u003EIBM Research\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EAbstract\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EIn this talk we present an integrated suite of operations research models and methods that supports the effective and efficient management and planning of human capital supply chains by addressing distinct features and characteristics of human talent and skills. This consists of solutions for: (1) the statistical forecasting of future demand and resource requirements; (2) a new form of risk-based stochastic resource capacity planning; (3) the stochastic modeling and optimization\/control of supply evolutionary dynamics over time; (4) a new form of optimal multi-skill supply-demand matching; and (5) the stochastic optimization of business decisions to manage resource shortages and overages. These solutions include contributions in the areas of stochastic models and stochastic optimization\/control. The suite of models and methods constitutes an end-to-end solution that is deployed as an important part of the human capital management and planning process within IBM.\u0026nbsp;\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EBio\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EMark S. Squillante is a Research Staff Member in the Mathematical Sciences Department at the IBM Thomas J. Watson Research Center, where he leads the Applied Probability and Stochastic Optimization team. His research interests concern mathematical foundations of the analysis, modeling and optimization of the design and control of stochastic systems, including stochastic processes, applied probability, stochastic optimization and control, and their applications. He is the author of many research articles across these areas, and has received several internal (IBM) and external research awards. He is a Fellow of ACM and IEEE, and currently serves on the editorial boards of Operations Research, Stochastic Models and Performance Evaluation.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003EIn this talk we present an integrated suite of operations research models and methods that supports the effective and efficient management and planning of human capital supply chains by addressing distinct features and characteristics of human talent and skills. This consists of solutions for: (1) the statistical forecasting of future demand and resource requirements; (2) a new form of risk-based stochastic resource capacity planning; (3) the stochastic modeling and optimization\/control of supply evolutionary dynamics over time; (4) a new form of optimal multi-skill supply-demand matching; and (5) the stochastic optimization of business decisions to manage resource shortages and overages. These solutions include contributions in the areas of stochastic models and stochastic optimization\/control. The suite of models and methods constitutes an end-to-end solution that is deployed as an important part of the human capital management and planning process within IBM.\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"Integrated Stochastic Resource Planning of Human Capital Supply Chains"}],"uid":"27215","created_gmt":"2012-12-20 15:26:07","changed_gmt":"2016-10-08 02:01:40","author":"Mike Alberghini","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-11-16T10:00:00-05:00","event_time_end":"2010-11-16T11:00:00-05:00","event_time_end_last":"2010-11-16T11:00:00-05:00","gmt_time_start":"2010-11-16 15:00:00","gmt_time_end":"2010-11-16 16:00:00","gmt_time_end_last":"2010-11-16 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003E\u003Cspan\u003ETon Dieker, ISyE\u003C\/span\u003E\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/?id=e5896\u0022\u003EContact Ton Dieker\u003C\/a\u003E\u003Cbr \/\u003E\u003Cspan\u003E404-385-3140\u003C\/span\u003E\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"63185":{"#nid":"63185","#data":{"type":"event","title":"On Recurrence and Transience in Heavy-Tailed Generalized Semi-Markov Processes","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E\u0026nbsp; On Recurrence and Transience in Heavy-Tailed Generalized Semi-Markov \nProcesses\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E\u0026nbsp; Peter J. Haas, IBM Research\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EThe generalized semi-Markov process (GSMP) is the usual model for\nthe underlying stochastic process of a complex discrete-event\nsystem. It is important to understand fundamental behavioral\nproperties of the GSMP model, such as the conditions under which\nthe states of a GSMP are recurrent. For example, recurrence is\nnecessary for the validity of steady-state simulation output\nanalysis methods such as the regenerative method, spectral\nmethod, and the method of batch means. We review some sufficient\nconditions for recurrence in irreducible finite-state\nGSMPs. These conditions include requirements on the \u0022clocks\u0022 that\ngovern the occurrence times of state transitions. For example,\neach clock-setting distribution must have finite mean. We then\nshow that, in contrast to ordinary semi-Markov processes, an\n\u003Cbr \/\u003Eirreducible finite-state GSMP can have transient states in the\npresence of multiple clock-setting distributions with heavy\ntails. (Joint work with Peter Glynn.)\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003E\u003Cbr \/\u003E\u003C\/strong\u003E\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"On Recurrence and Transience in Heavy-Tailed Generalized Semi-Markov Processes"}],"uid":"27187","created_gmt":"2010-12-15 10:28:11","changed_gmt":"2016-10-08 01:53:36","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-12-16T10:00:00-05:00","event_time_end":"2010-12-16T11:00:00-05:00","event_time_end_last":"2010-12-16T11:00:00-05:00","gmt_time_start":"2010-12-16 15:00:00","gmt_time_end":"2010-12-16 16:00:00","gmt_time_end_last":"2010-12-16 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"63148":{"#nid":"63148","#data":{"type":"event","title":"Winter Break Begins","body":"","field_subtitle":"","field_summary":"","field_summary_sentence":"","uid":"27215","created_gmt":"2010-12-13 17:32:56","changed_gmt":"2016-10-08 01:53:36","author":"Mike Alberghini","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-12-23T23:00:00-05:00","event_time_end":"2010-12-23T23:00:00-05:00","event_time_end_last":"2010-12-23T23:00:00-05:00","gmt_time_start":"2010-12-24 04:00:00","gmt_time_end":"2010-12-24 04:00:00","gmt_time_end_last":"2010-12-24 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"62962":{"#nid":"62962","#data":{"type":"event","title":"Operations Research and Public Health","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E\u0026nbsp; \u003Cstrong\u003EOperations Research and Public Health\u003C\/strong\u003E\u003Cstrong\u003E \u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003E\u003Cstrong\u003ESPEAKER: \u003C\/strong\u003E\u003C\/strong\u003E\u003Cstrong\u003EMargaret L. Brandeau\u003C\/strong\u003E\u003Cstrong\u003E\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EWhat is the most cost-effective way to use\nlimited\nHIV\nprevention and treatment resources? \u0026nbsp;How\nshould the Centers for Disease Control and Prevention revise national\nimmunization recommendations so that gaps in vaccination coverage will\nbe\nfilled in a cost-effective manner? \u0026nbsp;To\nwhat extent should local communities stockpile antibiotics for response\nto a\npotential bioterror attack? \u0026nbsp;How can\nhumanitarian relief organizations manage their inventories most\neffectively?\u0026nbsp; This talk will describe\nexamples from past and ongoing model-based analyses of public health\npolicy\nquestions. \u0026nbsp;We also provide perspectives\non key elements of a successful policy analysis and discuss ways in\nwhich such\nanalysis can influence policy.\u003C\/p\u003E\n  \u003Cp\u003E\u0026nbsp;\u003Cstrong\u003EAbout the Speaker\u003C\/strong\u003E\u003C\/p\u003E\n  \u003Cp\u003E\u0026nbsp;Margaret\nBrandeau is\nProfessor of Management Science and Engineering and Professor of\nMedicine (by\nCourtesy) at Stanford\n  University.\u0026nbsp; Her research focuses on the development of\napplied mathematical and economic models to support health policy\ndecisions.\u0026nbsp; Her recent work has focused\non HIV prevention and treatment programs, programs to control the\nspread of Hepatitis\nB virus, and evaluating preparedness plans for bioterror response.\u0026nbsp; She is a Fellow of the Institute for\nOperations Research and Management Science (INFORMS), and has received\nthe\nPresident\u2019s Award from INFORMS (recognizing important contributions to\nthe\nwelfare of society), the Pierskalla Prize from INFORMS (for research\nexcellence\nin health care management science), and a Presidential Young\nInvestigator Award\nfrom the National Science Foundation, among other awards.\u0026nbsp;\n  Professor Brandeau earned a BS in Mathematics\nand an MS in Operations Research from MIT, and a PhD in\nEngineering-Economic\nSystems from Stanford\n  University.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"Operations Research and Public Health"}],"uid":"27187","created_gmt":"2010-11-29 10:19:20","changed_gmt":"2016-10-08 01:53:32","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-11-30T11:00:00-05:00","event_time_end":"2010-11-30T12:30:00-05:00","event_time_end_last":"2010-11-30T12:30:00-05:00","gmt_time_start":"2010-11-30 16:00:00","gmt_time_end":"2010-11-30 17:30:00","gmt_time_end_last":"2010-11-30 17:30:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"63021":{"#nid":"63021","#data":{"type":"event","title":"Serologic surveillance to monitor infection attack rates and severity of an influenza pandemic in real-time","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE: \u003C\/strong\u003ESerologic surveillance to monitor infection attack rates and severity\n\u003Cbr \/\u003Eof an influenza pandemic in real-time\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E\u0026nbsp; Professor Joseph Wu\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EEarly estimates of transmissibility and severity of an emerging\ninfluenza pandemic is an urgent public health priority. This is\nchallenging because many influenza infections are subclinical.\n\u003Cbr \/\u003EPopulation-based serologic surveillance allows accurate estimates of\ninfection attack rates (IAR) and severity estimates. During 2009, we\ntested more than 17,800 serological specimens in Hong Kong throughout\nthe first wave of the H1N1 pandemic. Using these data we estimated\n\u003Cbr \/\u003Ethat the basic reproductive number was 1.38 and that 0.6% of\ninfections led to hospitalization. We developed a novel statistical\nmethod for real-time serologic surveillance and estimated that about\n1,000 specimens per week would allow accurate estimates of IAR and\nseverity as soon as the true IAR has reached 2%. Serologic monitoring\nshould be considered in updated pandemic plans.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"Serologic surveillance to monitor infection attack rates and severity of an influenza pandemic in real-time"}],"uid":"27187","created_gmt":"2010-12-02 08:47:49","changed_gmt":"2016-10-08 01:53:32","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-12-08T10:00:00-05:00","event_time_end":"2010-12-08T11:00:00-05:00","event_time_end_last":"2010-12-08T11:00:00-05:00","gmt_time_start":"2010-12-08 15:00:00","gmt_time_end":"2010-12-08 16:00:00","gmt_time_end_last":"2010-12-08 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"62707":{"#nid":"62707","#data":{"type":"event","title":"Pricing Contingent Capital","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u0026nbsp; \u003C\/strong\u003EPricing Contingent Capital\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u0026nbsp; \u003C\/strong\u003EPaul Glasserman\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EAmong the solutions proposed to the problem of banks \u0022too big to fail\u0022 is contingent capital in the form of debt that converts to equity when a bank\u0027s regulatory capital ratio falls below a threshold. We analyze the dynamics of such a security with continuous conversion and derive closed form expressions for its value when the firm\u0027s assets are modeled as geometric Brownian motion and the conversion trigger is an asset-based capital ratio. A key step in the analysis is an explicit formula for the fraction of equity held by the original holders of the contingent capital debt as a function of the maximum drop in asset value.  We contrast this analysis with the case of a market-based (rather than accounting-based) conversion trigger.  This is joint work with Bezhad Nouri.\u003C\/p\u003E\u003Cp\u003EPaul Glasserman is the Jack R. Anderson Professor of Business at Columbia Business School, where he served as senior vice dean in 2004-2008.  Since 2008, he has also been an academic visitor at the Federal Reserve Bank of New York.  His research focuses on derivative securities, risk management, stochastic models, and simulation.  His publications include the book Monte Carlo Methods in Financial Engineering, which received the 2005 I-Sim Outstanding Simulation Publication Award and the 2006 Lanchester Prize.  He also received Risk magazine\u0027s 2007 Quant of the Year Award.\u003C\/p\u003E\u003Cbr \/\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"Pricing Contingent Capital"}],"uid":"27187","created_gmt":"2010-11-12 10:55:55","changed_gmt":"2016-10-08 01:53:28","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-11-23T10:00:00-05:00","event_time_end":"2010-11-23T11:00:00-05:00","event_time_end_last":"2010-11-23T11:00:00-05:00","gmt_time_start":"2010-11-23 15:00:00","gmt_time_end":"2010-11-23 16:00:00","gmt_time_end_last":"2010-11-23 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"62848":{"#nid":"62848","#data":{"type":"event","title":"Bringing Awareness to Haiti Aid Relief","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE: \u003C\/strong\u003E\u003Cstrong\u003E Bringing\n          Awareness to Haiti Aid Relief\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EAt\n          the invitation of the Georgia Tech Center for\n          Health and Humanitarian Logistics, Dr. John Hardman, president\n          and CEO of the\n          Carter Center, and Fran\u00e7ois Gr\u00fcnewald, director of URD\n          (Urgency, Recovery and\n          Development), will discuss the situation in Haiti and what\n          still needs to be\n          done to ensure recovery. \u003C\/strong\u003E\u003Cstrong\u003E\u003Cbr \/\u003E\n          \u003Cbr \/\u003E\n        \u003C\/strong\u003E\u003Cstrong\u003EThis\n          lecture will be moderated by Reginald DesRoches, professor\n          and associate chair of Civil \u0026amp; Environmental Engineering\n          and key technical\n          leader in the response to the Haiti Earthquake. \u003C\/strong\u003E\u003C\/p\u003E\n    \u003Cp\u003E\u003Cstrong\u003EIt\n          will be followed by the screening of a series\n          of documentaries on Haiti. \u003C\/strong\u003E\u003C\/p\u003E\n    \u003Cp\u003E\u003Cstrong\u003ETo\n          register: \u003C\/strong\u003E\u003Ca href=\u0022http:\/\/www.france-atlanta.org\/spip.php?article50\u0022\u003Ehttp:\/\/www.france-atlanta.org\/spip.php?article50\u003C\/a\u003E\u003C\/p\u003E\u003Cp\u003E\n    For\n      a complete listing of events taking place on the Georgia Tech\n      campus, visit \u003Ca href=\u0022http:\/\/www.global.gatech.edu\/france-atlanta\/\u0022\u003Ehttp:\/\/www.global.gatech.edu\/france-atlanta\/\u003C\/a\u003E.\n      For other lectures,\nworkshops,\n      conferences, and symposiums associated with the full\n      France-Atlanta\n      collaboration, visit \u003Ca href=\u0022http:\/\/www.france-atlanta.org\/\u0022\u003Ehttp:\/\/www.france-atlanta.org\/\u003C\/a\u003E\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"Bringing Awareness to Haiti Aid Relief"}],"uid":"27187","created_gmt":"2010-11-18 15:56:12","changed_gmt":"2016-10-08 01:53:28","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-12-06T15:00:00-05:00","event_time_end":"2010-12-06T17:00:00-05:00","event_time_end_last":"2010-12-06T17:00:00-05:00","gmt_time_start":"2010-12-06 20:00:00","gmt_time_end":"2010-12-06 22:00:00","gmt_time_end_last":"2010-12-06 22:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"62667":{"#nid":"62667","#data":{"type":"event","title":"Regulating Local Monopolies in Electricity Transmission: A Real-world Application of the StoNED Method","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE: \u003C\/strong\u003ERegulating Local Monopolies in\nElectricity Transmission: A Real-world Application of the StoNED Method \u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E\u0026nbsp; Andrew Johnson\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EThe Finnish electricity market\nhas a competitive energy generation market and a monopolistic transmission\nsystem. To regulate the local monopoly power of network operators, the\ngovernment regulator uses frontier estimation methods (e.g., Stochastic\nFrontier Analysis (SFA) and nonparametric Data Envelopment Analysis (DEA)) to\nidentify excessive transmission costs, taking into account outputs and the\noperating environment. We describe the new regulatory system developed for the\nFinnish regulator, which is based on the method Stochastic Non-smooth\nEnvelopment of Data (StoNED) and utilizes panel data to detect the excessive\ncosts from random noise.\u003C\/p\u003E\n\n\u003Cp\u003EThe literature of\nproductive efficiency analysis is divided into two main branches: the parametric\nSFA and nonparametric DEA. StoNED is a new frontier estimation framework that\ncombines the virtues of both DEA and SFA in a unified approach to frontier\nanalysis. StoNED follows the SFA approach by including a stochastic component. In\ncontrast to SFA, however, the proposed method does not make any prior\nassumptions about the functional form of the production function. In that\nrespect, StoNED is similar to DEA, and only imposes free disposability,\nconvexity, and some returns to scale specification. \u003C\/p\u003E\n\n\u003Cp\u003EThe main advantage of\nthe StoNED approach to the parametric SFA approach is the independence of the ad\nhoc parametric assumptions about the functional form of the production function\n(or cost\/distance functions). In contrast to the flexible functional forms, one\ncan impose monotonicity, concavity and homogeneity constraints without\nsacrificing the flexibility of the regression function. Additionally, the main\nadvantage of StoNED to the nonparametric DEA approach is robustness to\noutliers, data errors, and other stochastic noise in the data. In DEA the\nfrontier is spanned by a relatively small number of efficient firms, however,\nin our method all observations influence the shape of the frontier. Also many\nstandard tools from parametric regression such as goodness of fit statistics\nand statistical tests are directly applicable in our approach. This is collaborate\nwork with Timo Kuosmanen of Aalto University in Finland.\u003C\/p\u003E\n\n\u003Cp\u003E\u0026nbsp;\u003C\/p\u003E\n\n\u003Cp\u003E\u003Cstrong\u003E\u0026nbsp;Andrew L Johnson \u003C\/strong\u003Eis an Assistant\nProfessor in the Department of Industrial and Systems Engineering at Texas\nA\u0026amp;M University. He obtained his B.S. in Industrial and Systems Engineering\nfrom Virginia Tech and his M.S. and Ph.D. from the H. Milton Stewart School of\nIndustrial and Systems Engineering from Georgia Tech. His research interests\ninclude productivity and efficiency measurement, warehouse design and\noperations, material handling and mechanism design. He is a member of the\nINFORMS, National Eagle Scout Association, and German Club of Virginia Tech. \u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"Regulating Local Monopolies in Electricity Transmission: A Real-world Application of the StoNED Method"}],"uid":"27187","created_gmt":"2010-11-10 14:10:15","changed_gmt":"2016-10-08 01:53:24","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-11-19T10:00:00-05:00","event_time_end":"2010-11-19T11:00:00-05:00","event_time_end_last":"2010-11-19T11:00:00-05:00","gmt_time_start":"2010-11-19 15:00:00","gmt_time_end":"2010-11-19 16:00:00","gmt_time_end_last":"2010-11-19 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"62649":{"#nid":"62649","#data":{"type":"event","title":"T-statistic based correlation and heterogeneity robust inference, with applications to risk, inequality and concentration measurement","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E T-statistic based correlation and heterogeneity robust inference, with \napplications to risk, inequality and concentration measurement\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E Rustam Ibragimov\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EMany risk, inequality, poverty and concentration measures are extremely \nsensitive to outliers, dependence, heterogeneity and heavy tails. In this \npaper we focus on robust measurement of risk, inequality, poverty and \nconcentration under heterogeneity, dependence and heavy-tailedness\nof largely unknown form using the recent results on t-statistic based \nheterogeneity and correlation robust inference in Ibragimov and Muller \n(2007). The robust large sample inference on risk, inequality, poverty and \nconcentration measures is conducted as follows: partition the observations \ninto q\u0026gt;=2 groups, calculate the empirical measures for each group and conduct \na standard test with the resulting q estimators of the population measures.\n\u003Cbr \/\u003E\n\u003Cbr \/\u003ENumerical results confirm the appealing\nproperties of tstatistic based robust inference method in this context, and \nits applicability to many widely used risk, inequality, poverty and \nconcentration measures, including Sharpe ratio; value at risk and expected \nshortfall; Gini coecient; Theil index, mean logarithmic deviation and \ngeneralized entropy measures; Atkinson measures; coecient of variation and \nHerfindahl-Hirschman index; head count, poverty gap and squared poverty gap \nindices and other Foster-Greer-Thorbecke measures of poverty, among others. \nThe results discussed in the paper further indicate a strong link\nbetween the tstatistic based robust inference methods and stochastic\nanalogues of the majorization conditions that are usually imposed on risk, \ninequality, poverty and concentration measures related to\n\u003Cbr \/\u003Eself-normalized sums or their transforms, as in the case of Sharpe ratio,\ncoefficient of variation and Herndahl-Hirschman index.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"T-statistic based correlation and heterogeneity robust inference, with applications to risk, inequality and concentration measurement"}],"uid":"27187","created_gmt":"2010-11-09 14:44:43","changed_gmt":"2016-10-08 01:53:24","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-11-11T10:00:00-05:00","event_time_end":"2010-11-11T11:00:00-05:00","event_time_end_last":"2010-11-11T11:00:00-05:00","gmt_time_start":"2010-11-11 15:00:00","gmt_time_end":"2010-11-11 16:00:00","gmt_time_end_last":"2010-11-11 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"62650":{"#nid":"62650","#data":{"type":"event","title":"Accurate Emulators for Large-Scale Computer Experiments","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E Accurate Emulators for Large-Scale Computer Experiments\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E\u0026nbsp; Ben Haaland\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EA multistep procedure is introduced to statisticians for modeling large-scale \ncomputer experiments. In practice, the procedure shows substantial \nimprovements in overall accuracy. We introduce the terms nominal and numeric \nerror and decompose the overall error of an emulator into nominal and numeric \nportions. For the multistep procedure, we develop bounds on the numeric and \nnominal error. These bounds show that substantial gains in overall accuracy \ncan be attained with the multistep approach.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"Accurate Emulators for Large-Scale Computer Experiments"}],"uid":"27187","created_gmt":"2010-11-09 14:46:50","changed_gmt":"2016-10-08 01:53:24","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-11-12T10:00:00-05:00","event_time_end":"2010-11-12T11:00:00-05:00","event_time_end_last":"2010-11-12T11:00:00-05:00","gmt_time_start":"2010-11-12 15:00:00","gmt_time_end":"2010-11-12 16:00:00","gmt_time_end_last":"2010-11-12 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"62668":{"#nid":"62668","#data":{"type":"event","title":"Exact Simulation of the Equilibrium Distribution of Reflected Stochastic Networks with Levy Input","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E Exact Simulation of the Equilibrium Distribution of\n    Reflected Stochastic\n    \u003Cbr \/\u003E\n    Networks with Levy Input\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E\u0026nbsp; Jose Blanchet\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EReflected stochastic networks arise in the analysis of a large class\n    of\n    queueing systems. The most popular model of this type is perhaps\n    reflected Brownian motion, which arises in the heavy-traffic\n    analysis of\n    generalized Jackson networks. In this talk we discuss Monte Carlo\n    \u003Cbr \/\u003E\n    simulation strategies for the steady-state analysis of reflected\n    stochastic networks. In particular, we show how to exactly (i.e.\n    without\n    bias) simulate the equilibrium distribution of a reflected\n    stochastic\n    network with compound Poisson input and how to provide samples that\n    are\n    \u003Cbr \/\u003E\n    close (with explicit and controlled error bounds) to both the\n    transient\n    and the steady-state distribution of reflected Brownian motion in\n    the\n    positive orthant. (Joint work with Xinyun Chen.)\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"Exact Simulation of the Equilibrium Distribution of Reflected Stochastic Networks with Levy Input"}],"uid":"27187","created_gmt":"2010-11-10 14:12:30","changed_gmt":"2016-10-08 01:53:24","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-11-15T10:00:00-05:00","event_time_end":"2010-11-15T11:00:00-05:00","event_time_end_last":"2010-11-15T11:00:00-05:00","gmt_time_start":"2010-11-15 15:00:00","gmt_time_end":"2010-11-15 16:00:00","gmt_time_end_last":"2010-11-15 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"62518":{"#nid":"62518","#data":{"type":"event","title":"Integrated Stochastic Resource Planning of Human Capital Supply Chains","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE: \u003C\/strong\u003E\u003Cstrong\u003EIntegrated\n          Stochastic Resource Planning of Human Capital Supply Chains\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E\u0026nbsp;\u0026nbsp; Mark Squillante\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EIn this talk we present an\n        integrated\n        suite of operations research models and methods that supports\n        the effective\n        and efficient management and planning of human capital supply\n        chains by\n        addressing distinct features and characteristics of human talent\n        and skills.\n        This consists of solutions for: (1) the statistical forecasting\n        of future\n        demand and resource requirements; (2) a new form of risk-based\n        stochastic\n        resource capacity planning; (3) the stochastic modeling and\n        optimization\/control\n        of supply evolutionary dynamics over time; (4) a new form of\n        optimal multi-skill\n        supply-demand matching; and (5) the stochastic optimization of\n        business\n        decisions to manage resource shortages and overages. These\n        solutions include\n        contributions in the areas of stochastic models and stochastic\n        optimization\/control.\n        \u0026nbsp;The suite of models and methods constitutes an end-to-end\n        solution\n        that is deployed as an important part of the human capital\n        management and\n        planning process within IBM.\n      \u003Cbr \/\u003E\n      \u003Cbr \/\u003E\n      Mark S. Squillante is a Research\n        Staff\n        Member in the Mathematical Sciences Department at the IBM Thomas\n        J. Watson\n        Research Center, where he leads the Applied Probability and\n        Stochastic\n        Optimization team. \u0026nbsp;His research interests concern mathematical\n        foundations\n        of the analysis, modeling and optimization of the design and\n        control of\n        stochastic systems, including stochastic processes, applied\n        probability,\n        stochastic optimization and control, and their applications. \u0026nbsp;He\n        is\n        the author of many research articles across these areas, and has\n        received\n        several internal (IBM) and external research awards. \u0026nbsp;He is a\n        Fellow\n        of ACM and IEEE, and currently serves on the editorial boards of\n        Operations\n        Research, Stochastic Models and Performance Evaluation.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"Integrated Stochastic Resource Planning of Human Capital Supply Chains"}],"uid":"27187","created_gmt":"2010-11-03 12:05:07","changed_gmt":"2016-10-08 01:53:24","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-11-16T10:00:00-05:00","event_time_end":"2010-11-16T11:00:00-05:00","event_time_end_last":"2010-11-16T11:00:00-05:00","gmt_time_start":"2010-11-16 15:00:00","gmt_time_end":"2010-11-16 16:00:00","gmt_time_end_last":"2010-11-16 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"62343":{"#nid":"62343","#data":{"type":"event","title":"Functional Regression Models","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E Functional Regression Models\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E\u0026nbsp; Hans-Georg Mueller\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EFunctional regression has emerged as a useful approach for the analysis of\ncomplex data that combine functional or longitudinal predictors with scalar\nor functional responses. A major emphasis has been the functional linear\nregression model, which allows to implement dimension reduction in a simple\nand straightforward way but may be too restrictive. We will discuss flexible\nextensions of this model. These include functional quadratic, polynomial and\n\u003Cbr \/\u003Eadditive models. Of special interest is differentiation with respect to a\nfunctional argument, for which additive models are particularly well suited.\nAnother extension are local models, where the focus is on the dependency of\na Gaussian process or its derivatives at a given time on the value of a\npredictor process at the same or a different time. The methods will be\nillustrated with densely as well as sparsely sampled functional data. This\ntalk is based on joint work with Wenjing Yang and Fang Yao.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"Functional Regression Models"}],"uid":"27187","created_gmt":"2010-10-26 09:14:13","changed_gmt":"2016-10-08 01:53:20","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-10-28T12:00:00-04:00","event_time_end":"2010-10-28T13:00:00-04:00","event_time_end_last":"2010-10-28T13:00:00-04:00","gmt_time_start":"2010-10-28 16:00:00","gmt_time_end":"2010-10-28 17:00:00","gmt_time_end_last":"2010-10-28 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"62435":{"#nid":"62435","#data":{"type":"event","title":"A multiclass queueing model of limit order book dynamics","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E A multiclass queueing\n      model of limit order book dynamics\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E Costis Maglaras\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EThe first part of the\n      talk will offer a brief overview of algorithmic trading in the US\n      equities market, touching, in passing, upon on the topic of\n      high-frequency trading and the nature of current market structure.\n      The emphasis will be on highlighting different facets of this area\n      and discussing corresponding quantitative research problems. The\n      second half of the talk describes a queueing model of limit order\n      book dynamics, and explores questions of optimal limit order\n      placement, market impact, and optimal trade execution.\u003Cbr \/\u003E\n    \u003Cbr \/\u003E\n    Bio: \u003Cbr \/\u003E\n    Costis Maglaras is the\n      David and Lyn Silfen Professor of Business at Columbia University.\n      His research focuses on quantitative pricing and revenue\n      management, the economics, design and operations of service\n      systems, and financial engineering. He is the author of many\n      research articles spanning the theory and application of\n      stochastic modeling in a variety of fields, more recently in\n      pricing, risk management and valuation of multi-unit real estate\n      portfolios, and in the design of portfolio trading systems and\n      algorithms. He holds editorial positions in many of the flagship\n      journals of his fields of study, he is the recipient of several\n      research and teaching awards, and he teaches and serves as faculty\n      director for the executive education course on Risk Management\n      offered by Columbia Business School.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"A multiclass queueing model of limit order book dynamics"}],"uid":"27187","created_gmt":"2010-11-01 09:56:51","changed_gmt":"2016-10-08 01:53:20","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-11-02T12:00:00-04:00","event_time_end":"2010-11-02T13:00:00-04:00","event_time_end_last":"2010-11-02T13:00:00-04:00","gmt_time_start":"2010-11-02 16:00:00","gmt_time_end":"2010-11-02 17:00:00","gmt_time_end_last":"2010-11-02 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"62210":{"#nid":"62210","#data":{"type":"event","title":"A New Optimization Method for Machine Learning and Stochastic Optimization","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E A New Optimization Method for Machine Learning and Stochastic\n    Optimization\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E\u0026nbsp; Jorge Nocedal\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EWe present a \u0022semi-stochastic\u0022 Newton method motivated by machine\n    learning problems with very large training sets as well as by the\n    availability of powerful distributed computing environments. The\n    method employs sampled Hessian information to accelerate convergence\n    and enjoys convergence guarantees. We illustrate its performance on\n    multiclass logistic models for the speech recognition system\n    developed at Google. An extension of the method to the sparse L1\n    setting as well as a complexity analysis will also be presented.\u0026nbsp;\n    This is joint work with Will Neveitt (Google), Richard Byrd\n    (Colorado) and Gillian Chin (Northwestern).\u003C\/p\u003E\u003Cp\u003EShort Bio:\u003Cbr \/\u003E\n    Jorge Nocedal is a professor in the IEMS and EECS departments at\n    Northwestern University. He obtained a BS from the National\n    University of Mexico and a PhD from Rice University. His research\n    interests are in optimization and scientific computing, and in their\n    application to machine learning, computer-aided design and financial\n    engineering. He is the author (with Steve Wright) of the book\n    \u0022Numerical Optimization.\u0022\u003Cbr \/\u003E\n    \u003Cbr \/\u003E\n    He is a SIAM Fellow, an ISI Highly Cited Researcher (Mathematics\n    Category), and was an invited speaker at the 1998 International\n    Congress of Mathematicians. He serves in the editorial board of\n    Mathematical Programming, and in 2011 he will become editor-in-chief\n    of SIAM Journal on Optimization. In 1998 he was appointed Bette and\n    Neison Harris Professor of Teaching Excellence at Northwestern.\n  \u003C\/p\u003E\u003Cbr \/\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"A New Optimization Method for Machine Learning and Stochastic Optimization"}],"uid":"27187","created_gmt":"2010-10-18 08:41:36","changed_gmt":"2016-10-08 01:53:16","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-11-30T10:00:00-05:00","event_time_end":"2010-11-30T11:00:00-05:00","event_time_end_last":"2010-11-30T11:00:00-05:00","gmt_time_start":"2010-11-30 15:00:00","gmt_time_end":"2010-11-30 16:00:00","gmt_time_end_last":"2010-11-30 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"62240":{"#nid":"62240","#data":{"type":"event","title":"Monitoring a Large Number of Data Streams via Thresholding","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E Monitoring a Large Number of Data Streams via Thresholding\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER: \u003C\/strong\u003EYajun Mei\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EIn the modern information age one often monitors a large number of data \nstreams with the aim of offering the potential for early detection of a \n\u0022trigger\u0022 event. In this talk, we are interested in detecting the event as \nsoon as possible, but we do not know when the event will occur, nor do we \nknow which subset of data streams will be affected by the event. Motivated \nby the applications in censoring sensor networks and by the case when one \nhas a prior knowledge that at most r data streams will be affected, we \npropose scalable global monitoring schemes based on the sum of the local \ndetection statistics that are \u0022large\u0022 under either hard thresholding or \ntop-r thresholding rules or both. The proposed schemes are shown to \npossess certain asymptotic optimality properties.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"Monitoring a Large Number of Data Streams via Thresholding"}],"uid":"27187","created_gmt":"2010-10-19 09:53:37","changed_gmt":"2016-10-08 01:53:16","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-10-21T12:00:00-04:00","event_time_end":"2010-10-21T13:00:00-04:00","event_time_end_last":"2010-10-21T13:00:00-04:00","gmt_time_start":"2010-10-21 16:00:00","gmt_time_end":"2010-10-21 17:00:00","gmt_time_end_last":"2010-10-21 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"62123":{"#nid":"62123","#data":{"type":"event","title":"Statistical Methods for Analysis of Diffusion Weighted Magnetic Resonance Imaging","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE: \u003C\/strong\u003EStatistical Methods for Analysis of Diffusion Weighted Magnetic \nResonance Imaging\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER: \u003C\/strong\u003ESofia Olhede\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EHigh angular resolution diffusion imaging data is the observed\ncharacteristic function for the local diffusion of water molecules in\ntissue. This data is used to infer structural information in brain\nimaging.\u0026nbsp; Non-parametric scalar measures are proposed to summarize\nsuch data, and to locally characterize spatial features of the\ndiffusion probability density function (PDF), relying on the geometry\nof the characteristic function.\u0026nbsp; Summary statistics are defined so\nthat their distributions are, to first order, both independent of\nnuisance parameters and analytically tractable.\u0026nbsp; The dominant\ndirection of the diffusion at a spatial location (voxel) is\ndetermined, and a new set of axes are introduced in Fourier space.\nVariation quantified in these axes determines the local spatial\nproperties of the diffusion density.\u0026nbsp; Non-parametric hypothesis tests\nfor determining whether the diffusion is unimodal, isotropic or\nmulti-modal are proposed.\u0026nbsp; More subtle characteristics of white-matter\nmicrostructure, such as the degree of anisotropy of the PDF and\nsymmetry compared with a variety of asymmetric PDF alternatives, may\n\u003Cbr \/\u003Ebe ascertained directly in the Fourier domain without parametric\nassumptions on the form of the diffusion~PDF.\u0026nbsp; We simulate a set of\ndiffusion processes and characterize their local properties using the\nnewly introduced summaries.\u0026nbsp; We show how complex white-matter\n\u003Cbr \/\u003Estructures across multiple voxels exhibit clear ellipsoidal and\nasymmetric structure in simulation, and assess the performance of the\nstatistics in clinically-acquired magnetic resonance imaging data.\u0026nbsp;\nJoint work with Brandon Whitcher, GSK.\n\u003Cbr \/\u003E\n\u003Cbr \/\u003EBIO: Sofia C. Olhede was awarded the M.Sci. and Ph.D. degrees in\nmathematics from Imperial College London, London, U.K., in 2000 and 2003,\nrespectively. She was a Lecturer (2002\ufffd2006) and Senior Lecturer\n(2006\ufffd2007) with the Mathematics Department, Imperial College London. In\n2007, she joined the Department of Statistical Science, University College\n\u003Cbr \/\u003ELondon, where she is Pearson Professor of Statistics and Honorary\nProfessor of Computer Science. Her research interests include the analysis\nof nonstationary time series, inhomogeneous random fields and applications\nin geoscience, medical imaging and oceanography. Prof. Olhede is an\nAssociate Editor of the Journal of the Royal Statistical Society, Series B\n(Statistical Methodology) and of the IEEE Transactions on Signal\n\u003Cbr \/\u003EProcessing. She is a member of the Programme Committee of the\nInternational\nCentre for Mathematical Sciences, and is an Isaac Newton Institute\nCorrespondent.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"Statistical Methods for Analysis of Diffusion Weighted Magnetic Resonance Imaging"}],"uid":"27187","created_gmt":"2010-10-13 10:30:56","changed_gmt":"2016-10-08 01:53:12","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-10-14T12:00:00-04:00","event_time_end":"2010-10-14T13:00:00-04:00","event_time_end_last":"2010-10-14T13:00:00-04:00","gmt_time_start":"2010-10-14 16:00:00","gmt_time_end":"2010-10-14 17:00:00","gmt_time_end_last":"2010-10-14 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"61466":{"#nid":"61466","#data":{"type":"event","title":"High dimensional inverse covariance matrix estimation","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE: \u003C\/strong\u003EHigh dimensional inverse covariance matrix estimation\n\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E\u0026nbsp; Ming Yuan\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EMore and more often in practice, one needs to estimate a high\ndimensional covariance matrix. In this talk, we discuss how this task\nis often related to the sparsity of the inverse covariance matrix. In\nparticular, we consider estimating a (inverse) covariance matrix that\ncan be well approximated by ``sparse\u0027\u0027 matrices. Taking advantage of\nthe connection between multivariate linear regression and entries of\nthe inverse covariance matrix, we introduce an estimating procedure\nthat can effectively exploit such ``sparsity\u0027\u0027.\u0026nbsp; The proposed method\ncan be computed using linear programming and therefore has the\npotential to be used in very high dimensional problems. Oracle\ninequalities are established for the estimation error in terms of\nseveral operator norms, showing that the method is adaptive to\ndifferent types of sparsity of the problem.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"High dimensional inverse covariance matrix estimation"}],"uid":"27187","created_gmt":"2010-10-06 09:15:41","changed_gmt":"2016-10-08 01:52:31","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-10-07T12:00:00-04:00","event_time_end":"2010-10-07T13:00:00-04:00","event_time_end_last":"2010-10-07T13:00:00-04:00","gmt_time_start":"2010-10-07 16:00:00","gmt_time_end":"2010-10-07 17:00:00","gmt_time_end_last":"2010-10-07 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"61471":{"#nid":"61471","#data":{"type":"event","title":"Robust Risk Management","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE: \u003C\/strong\u003ERobust Risk Management\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER: \u003C\/strong\u003EApostolos Fertis\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003ECoherent risks can be expressed as the worst-case expectation when the \nprobability distribution varies in some uncertainty set, according to \nthe representation theorem. Very often, randomness can be divided in two \nstages, and there is additional information about the possible first \nstage scenarios. Traditional coherent risks, such as the CVaR, fail to \nmake use of this information. In this talk, we introduce a new class of \nrisk measures, called robust risk measures, which combine the \nuncertainty set of a traditional risk measure with the additional \ninformation about the first stage scenarios. We state and prove a \nrepresentation theorem for the robust risk measures, which facilitates \ntheir computation. We define and show how to compute the Robust CVaR, \nthe robust risk constructed based on CVaR. We compare the optimal-Robust \nCVaR and optimal-CVaR portfolios under diverse scenarios constructed \nusing real New York Stock Exchange (NYSE) and NASDAQ data from 2005 to \n2010.\n\u003Cbr \/\u003E\u003Cbr \/\u003E\nBio:\u003Cbr \/\u003EApostolos Fertis completed his PhD at the Electrical Engineering and \nComputer Science Department of the Massachusetts Institute of Technology \nin 2009.\u0026nbsp; Currently he is a researcher at the Institute for Operations \nResearch (IFOR) in Zurich.\n\u003Cbr \/\u003EIn\u0026nbsp; PhD thesis,\u0026nbsp; under the supervision of Professor Dimitris Bertsimas, \nhe investigated the application of the robust optimization concept in \nconfronting the uncertainty in the samples used to produce statistical \nestimates. In January 2010, he initiated the \u0022Robust Risk Management\u0022 \nresearch project at theIFOR. The project aspires to introduce a new idea \nin uncertainty management by combining traditional risk management \ntechniques with robust optimization.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"Robust Risk Management"}],"uid":"27187","created_gmt":"2010-10-06 11:07:44","changed_gmt":"2016-10-08 01:52:31","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-11-09T10:00:00-05:00","event_time_end":"2010-11-09T11:00:00-05:00","event_time_end_last":"2010-11-09T11:00:00-05:00","gmt_time_start":"2010-11-09 15:00:00","gmt_time_end":"2010-11-09 16:00:00","gmt_time_end_last":"2010-11-09 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"61043":{"#nid":"61043","#data":{"type":"event","title":"Perfect Sampling of Stochastic Perpetuities","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE: \u003C\/strong\u003EPerfect Sampling of Stochastic Perpetuities\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u0026nbsp; \u003C\/strong\u003EJose Blanchet\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EA stochastic perpetuity is the net present value, with i.i.d. random \ndiscount factors, of an infinite stream of i.i.d. rewards in time. Under \nreasonable assumptions on the rewards and discounts we describe how to \ngenerate exact (unbiased) samples of stochastic perpetuities. The \nalgorithm is based on a variation of dominated coupling from the past. \nThe dominating process involves exact sampling of the delay sequence of \na single server queue starting from the distant past. (This is joint \nwork with K. Sigman.)\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"Perfect Sampling of Stochastic Perpetuities"}],"uid":"27187","created_gmt":"2010-09-20 08:19:16","changed_gmt":"2016-10-08 01:52:22","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-09-23T12:00:00-04:00","event_time_end":"2010-09-23T13:00:00-04:00","event_time_end_last":"2010-09-23T13:00:00-04:00","gmt_time_start":"2010-09-23 16:00:00","gmt_time_end":"2010-09-23 17:00:00","gmt_time_end_last":"2010-09-23 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"61202":{"#nid":"61202","#data":{"type":"event","title":"Generalized intersection cuts and a new cut generating paradigm","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E\u0026nbsp;\u0026nbsp; Generalized intersection cuts and a new cut generating paradigm\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u0026nbsp; \u003C\/strong\u003EEgon Balas\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EIntersection cuts are generated from a polyhedral cone and a convex set\nS whose interior contains no feasible integer point. We generalize\nthese cuts by replacing the cone with a more general polyhedron\u0026nbsp; C.\u0026nbsp;\nThe resulting generalized intersection cuts dominate the original ones.\nThis leads to a new cutting plane paradigm under which one generates\nand stores the intersection points of the extreme rays of C\u0026nbsp; with the\nboundary of S rather than the cuts themselves. These intersection\npoints can then be used to generate deeper cuts in a non-recursive\nfashion.\n\u003Cbr \/\u003E\n(This talk is based on joint work with Francois Margot)\u003Cbr \/\u003E\n\u003Cbr \/\u003E\n\u003Cbr \/\u003E\nBio:\u003Cbr \/\u003E\nEgon Balas is University Professor of Industrial Administration and\nApplied Mathematics, as\nwell as the Thomas Lord Professor of Operations Research, at Carnegie\nMellon\nUniversity. He has a doctorate in Economic Science from the University\nof Brussels\nand a doctorate in Mathematics from the University of Paris.\n\u003C\/p\u003E\u003Cp\u003EProfessor\nBalas\u0027s research\ninterests are in mathematical programming, primarily integer and\ncombinatorial\noptimization. He has played a leading role in the developmant of\nenumerative\nand cutting plane techniques for 0-1 programming, and is mainly known\nas the\ndeveloper of the approach called disjunctive programming or\nlift-and-project.\nHe has also developed scheduling algorithms and software. Dr. Balas has\nserved\nor is serving on the editorial boards of Operations Research, Discrete\nApplied\nMathematics, the Journal of Combinatorial Optimization, Computational\nOptimization and Applications, the European Journal of Operational\nResearch,\nAnnals of Operations Research etc. In 1980 Dr. Balas received the US\nSenior\nScientist Award of the Alexander von Humboldt Foundation; in 1995 he\nreceived\nthe John von Neumann Theory Prize of INFORMS; and in 2001 he was the\nfirst\nAmerican to be awarded the EURO Gold Medal of the European Association\nof\nOperational Research Societies.\u003C\/p\u003E\n\u003Cp\u003E\u0026nbsp;\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"Generalized intersection cuts and a new cut generating paradigm"}],"uid":"27187","created_gmt":"2010-09-24 08:45:47","changed_gmt":"2016-10-08 01:52:22","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-10-12T12:00:00-04:00","event_time_end":"2010-10-12T13:00:00-04:00","event_time_end_last":"2010-10-12T13:00:00-04:00","gmt_time_start":"2010-10-12 16:00:00","gmt_time_end":"2010-10-12 17:00:00","gmt_time_end_last":"2010-10-12 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"60979":{"#nid":"60979","#data":{"type":"event","title":"Recent Advances in Centralized and Decentralized Multi-Location Transshipment Problems","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u0026nbsp; \u003C\/strong\u003ERecent Advances in Centralized and Decentralized Multi-Location\nTransshipment Problems\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E\u0026nbsp; Dr. Michal Tzur\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EThe multi-location\nreplenishment and transshipment problem is concerned with several retailers\nfacing random demand for the same item at distinct markets, that may use\ntransshipments to eliminate excess inventory\/shortages after demand\nrealization. For a centralized system we summarize recent advances related to\noperational and design aspects of the problem. Our main focus in this talk is\non the decentralized system, in which the retailers operate to maximize their\nown profit. This causes incentive problems that prevent coordination, even with\ntwo retailers who may pay each other for transshipped units. We propose a new\nmechanism based on a transshipment fund which is the first to coordinate the\nsystem, in a fully non-cooperative setting, for all instances of two retailers\nas well as all instances of any number of retailers. The computation and\ninformation requirements of this mechanism are realistic and relatively modest.\nWe also present necessary and sufficient conditions for coordination and prove\nthey are always satisfied with our mechanism.\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EBio:\u0026nbsp;\u0026nbsp; \u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EMichal Tzur\u003C\/strong\u003E is an Associate Professor in the Industrial Engineering\ndepartment at the Faculty of Engineering at Tel Aviv University in Israel,\nwhere she served as the head of the\nundergraduate program and as the department chair. Michal joined Tel\nAviv University after spending three years at the Operations and Information\nManagement department at Wharton School at the University of Pennsylvania. She\nreceived her B.A. from Tel Aviv University and her M. Phil and Ph.D. from Columbia University. During the years 2002-2004\nshe visited the IEMS department at Northwestern University. Her areas of\nexpertise are supply chain management, inventory routing and transportation.\u003Cstrong\u003E \u003C\/strong\u003E\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"Recent Advances in Centralized and Decentralized Multi-Location Transshipment Problems"}],"uid":"27187","created_gmt":"2010-09-15 09:47:13","changed_gmt":"2016-10-08 01:52:18","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-09-22T14:00:00-04:00","event_time_end":"2010-09-22T15:00:00-04:00","event_time_end_last":"2010-09-22T15:00:00-04:00","gmt_time_start":"2010-09-22 18:00:00","gmt_time_end":"2010-09-22 19:00:00","gmt_time_end_last":"2010-09-22 19:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"60812":{"#nid":"60812","#data":{"type":"event","title":"Inference for unlabelled graphs","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE: \u003C\/strong\u003EInference for unlabelled\ngraphs\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER: \u003C\/strong\u003EProfessor Peter Bickel\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EA great deal of attention has recently\nbeen paid to determining sub-communities on the basis of relations,\ncorresponding to edges, between individuals, corresponding to\nvertices\u0026nbsp;\u0026nbsp; of an unlabelled graph (Newman, SIAM Review 2003;\nAiroldi et al JMLR 2008; Leskovec \u0026amp;\u0026nbsp;\nKleinberg et al SIGKDD 2005). We have developed a nonparametric\nframework for probabilistic ergodic models of infinite unlabelled graphs (PNAS2009)and\nmade some connections with modularities arising in the physics literature \u0026nbsp;\u0026nbsp;and community models in the social sciences.A\nfundamental difficulty in implementing these procedures is\u0026nbsp; computational complexity.We \u0026nbsp;develop\u0026nbsp;\u0026nbsp;\napproaches\u0026nbsp; which \u0026nbsp;bypass these difficulties.\u003C\/p\u003E\n\n\u003Cp\u003E\u0026nbsp;(This is joint work with Aiyou Chen and Liza\nLevina)\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"Inference for unlabelled graphs"}],"uid":"27187","created_gmt":"2010-09-07 10:03:34","changed_gmt":"2016-10-08 01:52:15","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-09-14T13:00:00-04:00","event_time_end":"2010-09-14T14:00:00-04:00","event_time_end_last":"2010-09-14T14:00:00-04:00","gmt_time_start":"2010-09-14 17:00:00","gmt_time_end":"2010-09-14 18:00:00","gmt_time_end_last":"2010-09-14 18:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"60811":{"#nid":"60811","#data":{"type":"event","title":"Health Systems Seminar Series with Dr. Julie Simmons Ivy","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E\u0026nbsp; When to\nRespond: A Multi-Agent Stochastic Alert Threshold Model for Declaring a Disease\nOutbreak\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u0026nbsp;\u003C\/strong\u003E\u0026nbsp;Julie Simmons Ivy, Associate Professor, Edward P. Fitts Department of Industrial and Systems Engineering, North Carolina State University\u0026nbsp;\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EInfluenza pandemics are considered\none of the most significant and widely spread threats to public health. In this\nresearch, we explore the relationship between local and state health\ndepartments with respect to issuing alerts and responding to a potential\ndisease outbreak such as influenza. We modeled the public health system as a\nmulti-agent (or decentralized) partially observable Markov decision process\nwhere local and state health departments are decision makers. The model is used\nto determine when local and state decision makers should issue an alert or\ninitiate mitigation actions such as vaccination in response to the existence of\na disease threat. The model incorporates the fact that health departments have\nimperfect information about the exact number of infected people. The objective\nof the model is to minimize both false alerts and late alerts while identifying\nthe optimal timing for alerting decisions. Providing such a balance between\nfalse and late alerts has the potential to increase the credibility and\nefficiency of the public health system while improving immediate response and\ncare in the event of a public health emergency. Using data from the 2009-2010\nH1N1 influenza outbreak to estimate model parameters including observations and\ntransition probabilities, computational results for near optimal solutions are\nobtained.\u0026nbsp; In order to gain insight regarding the structure of optimal\npolicies at the local and state levels, various model parameters including\nfalse and late alerting costs are explored.\u0026nbsp; \u003C\/p\u003E\n\n\n\n\u003Cp\u003EThis research is a part of the North\nCarolina Preparedness and Emergency Response Research Center (NCPERRC) and was\nsupported by the Centers for Disease Control and Prevention (CDC) Grant 1PO1 TP\n000296-02.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003EGeorgia Tech\u0027s Health Systems Institute welcomes Dr. Julie Simmons Ivy, on \u0022When to Respond: A Multi-Agent Stochastic Alert Threshold Model for Declaring a Disease Outbreak.\u0022\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"When to Respond: A Multi-Agent Stochastic Alert Threshold Model for Declaring a Disease Outbreak"}],"uid":"27187","created_gmt":"2010-09-07 09:59:57","changed_gmt":"2016-10-08 01:52:15","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-10-06T12:00:00-04:00","event_time_end":"2010-10-06T13:00:00-04:00","event_time_end_last":"2010-10-06T13:00:00-04:00","gmt_time_start":"2010-10-06 16:00:00","gmt_time_end":"2010-10-06 17:00:00","gmt_time_end_last":"2010-10-06 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"related_links":[{"url":"http:\/\/www.ise.ncsu.edu\/people\/faculty\/ivy.php","title":"Dr. Julie Simmons Ivy"},{"url":"http:\/\/www.hsi.gatech.edu\/","title":"Health Systems Institute at Georgia Tech and Emory University"}],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[{"id":"7896","name":"crisis"},{"id":"5302","name":"Disease"},{"id":"550","name":"health systems"},{"id":"755","name":"public health"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"60532":{"#nid":"60532","#data":{"type":"event","title":"Advances in multistage optimization","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E\u0026nbsp; Advances in multistage optimization\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E\u0026nbsp; Dimitris Bertsimas (Boeing Prof. of OR)\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EIn this presentation, we show a significant role that symmetry, a\nfundamental\nconcept in convex geometry, plays in determining the power of robust\nand\nfinitely adaptable solutions in multi-stage stochastic and adaptive\noptimization problems. We consider a fairly general class of\nmulti-stage mixed\ninteger stochastic and adaptive optimization problems and propose a\ngood\napproximate solution policy with performance guarantees that depend on\nthe\n\u003Cbr \/\u003E\ngeometric properties such as symmetry of the uncertainty sets. In\nparticular,\nwe show that a class of finitely adaptable solutions is a good\napproximation\nfor both the multi-stage stochastic as well as the adaptive\noptimization\nproblem. A finitely adaptable solution specifies a small set of\nsolutions for\neach stage and the solution policy implements the best solution from\nthe given\n\u003Cbr \/\u003E\nset depending on the realization of the uncertain parameters in the\npast\nstages. To the best of our knowledge, these are the first approximation\nresults\nfor the multi-stage problem in such generality.\u0026nbsp;\u0026nbsp;\u0026nbsp;\n(joint work with Vineet Goyal, Columbia University and Andy Sun, MIT)\u003Cbr \/\u003E\n\u003Cbr \/\u003E\nBio:\u003Cbr \/\u003E\n\u003Cbr \/\u003E\nDimitris Bertsimas is currently the Boeing Professor of Operations\nResearch\u0026nbsp;\nand the\u003Cbr \/\u003E\ncodirector of the Operations Research Center\u0026nbsp;\nat the Massachusetts Institute\u0026nbsp;\nof Technology.\u003Cbr \/\u003E\nHe has\u0026nbsp; received a BS\u0026nbsp;\u0026nbsp; in\u0026nbsp;\nElectrical Engineering and Computer Science at the National\u003Cbr \/\u003E\nTechnical\u0026nbsp;\nUniversity of Athens, Greece in 1985, a MS\u0026nbsp; in Operations Research\u0026nbsp;\nat MIT\u0026nbsp; in\u003Cbr \/\u003E\n1987, and a Ph.D in Applied\u0026nbsp;\nMathematics and Operations Research at MIT in 1988.\n\u003Cbr \/\u003E\nSince 1988, he has been in the MIT faculty.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"Advances in multistage optimization"}],"uid":"27187","created_gmt":"2010-08-23 11:00:27","changed_gmt":"2016-10-08 01:52:11","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-09-14T12:00:00-04:00","event_time_end":"2010-09-14T13:00:00-04:00","event_time_end_last":"2010-09-14T13:00:00-04:00","gmt_time_start":"2010-09-14 16:00:00","gmt_time_end":"2010-09-14 17:00:00","gmt_time_end_last":"2010-09-14 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"60836":{"#nid":"60836","#data":{"type":"event","title":"Reducing Operating Room Labor Costs: Capturing Workload Information \u0026 Dynamic Adjustments of Staffing Level","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u0026nbsp;\u0026nbsp; \u003C\/strong\u003EReducing Operating Room Labor Costs: Capturing\nWorkload Information \u0026amp; Dynamic Adjustments of Staffing Level\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E\u0026nbsp;\u0026nbsp;\u0026nbsp; Professor Polly Biyu He\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EWe study the problem of\nsetting nurse staffing levels in hospital operating rooms when there is\nuncertainty about the daily workload. We demonstrate in this healthcare service\nsetting how information availability and choices of decision models affect a\nnewsvendor\u0027s performance. We develop empirical models to predict the daily\nworkload distribution and study how its mean and variance change with the\ninformation available. In particular, we consider different information sets\navailable at the time of decision: no information, information on number of\ncases, and information on number and types of elective cases. We use these\nmodels to derive optimal staffing rules based on historical data from a US\nteaching hospital and prospectively test the performance of these rules. Our\nempirical results suggest that hospitals could potentially reduce their\nstaffing costs by an average of 39-49% (depending on the absence or presence of\nemergency cases) by deferring the staffing decision until procedure-type information\nis available. However, in reality, contractual and scheduling constraints often\nrequire operating room managers to reserve staffed hours several months in\nadvance, when little information about the cases is known. This motivates us to\nconsider the problem of adjusting the staffing level given information updates.\nSpecifically, we develop decision models that allow the OR manager to adjust\nthe staffing level with some adjustment costs when he or she has better\ninformation. We study how adjustment costs affect the optimal staffing policy\nand the value of having the flexibility to adjust staffing. We also demonstrate\nhow to implement our adjustment policies by applying the optimal decision rules\nderived from our models to the hospital data. \u003C\/p\u003E\u003Cp\u003EJoint work with Stefano Zenios, Franklin Dexter and Alex Macario. \u003C\/p\u003E\u003Cp align=\u0022center\u0022\u003E\u0026nbsp;\u003C\/p\u003E\u003Cp\u003E\u0026nbsp;\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"Reducing Operating Room Labor Costs: Capturing Workload Information \u0026 Dynamic Adjustments of Staffing Level"}],"uid":"27187","created_gmt":"2010-09-08 08:34:27","changed_gmt":"2016-10-08 01:52:11","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-09-16T12:00:00-04:00","event_time_end":"2010-09-16T13:00:00-04:00","event_time_end_last":"2010-09-16T13:00:00-04:00","gmt_time_start":"2010-09-16 16:00:00","gmt_time_end":"2010-09-16 17:00:00","gmt_time_end_last":"2010-09-16 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"60570":{"#nid":"60570","#data":{"type":"event","title":"PRODUCTION PLANNING MODELS WITH RESOURCES SUBJECT TO CONGESTION","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E\u0026nbsp;\u0026nbsp; \u003Cstrong\u003EPRODUCTION PLANNING MODELS WITH RESOURCES SUBJECT TO\nCONGESTION\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u0026nbsp;\u0026nbsp; Reha Uzsoy\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003E\u003Ca name=\u0022OLE_LINK3\u0022\u003EA fundamental\ndifficulty in developing effective production planning models has been\naccurately reflecting the nonlinear dependency between workload and lead times.\nWe develop a mathematical programming model for production planning in\nmultiproduct, single stage systems that captures the nonlinear dependency\nbetween workload and lead times. We then use outer linearization of this\nnonlinear model to obtain a linear programming formulation and extend it to\nmultistage systems. Extensive computational experiments validate the approach\nand compare its results to conventional models that assume workload-independent\nplanning lead times. We conclude with some future directions including\napplications to integrated planning of production starts and safety stocks.\u003C\/a\u003E\u003C\/p\u003E\u003Cp\u003EBio: \u003Cstrong\u003EReha Uzsoy\u003C\/strong\u003E is Clifton A.\nAnderson Distinguished Professor in the Edward P. Fitts Department of\nIndustrial and Systems Engineering at North Carolina State University. He holds\nBS degrees in Industrial Engineering and Mathematics and an MS in Industrial\nEngineering from Bogazici University, Istanbul, Turkey. He received his Ph.D in\nIndustrial and Systems Engineering in 1990 from the University of Florida. His\nteaching and research interests are in production planning, scheduling, and\nsupply chain management. He is the author of one book, two edited books, and\nover eighty refereed journal publications. Before coming to the US he worked as\na production engineer with Arcelik AS, a major appliance manufacturer in\nIstanbul, Turkey. He has also worked as a visiting researcher at Intel\nCorporation and IC Delco. His research has been supported by the National\nScience Foundation, Intel Corporation, Hitachi Semiconductor, Harris\nCorporation, Kimberly Clark, Union Pacific, Ascension Health and General\nMotors. He was named a Fellow of the Institute of Industrial Engineers in 2005,\nOutstanding Young Industrial Engineer in Education in 1997 and a University\nFaculty Fellow by Purdue University in 2001, and has received awards for both undergraduate\nand graduate teaching. \u003Cbr \/\u003E\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":"","uid":"27187","created_gmt":"2010-08-25 10:30:43","changed_gmt":"2016-10-08 01:52:11","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-09-21T12:00:00-04:00","event_time_end":"2010-09-21T13:00:00-04:00","event_time_end_last":"2010-09-21T13:00:00-04:00","gmt_time_start":"2010-09-21 16:00:00","gmt_time_end":"2010-09-21 17:00:00","gmt_time_end_last":"2010-09-21 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"60401":{"#nid":"60401","#data":{"type":"event","title":"Graph-based methods for efficiently constructing factorial designs","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ESIAC Seminar\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E \u003Cstrong\u003E\u003Cstrong\u003EGraph-based methods for efficiently constructing\nfactorial designs\u003C\/strong\u003E\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER: Dr. Abhishek K. Shrivastava\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EFractional factorial designs are among the most popular\nclass of experimental designs among practitioners. Usually, a factorial design\nis selected after comparing all the designs in a catalog of designs for a given\nsize. Designs in these catalogs should be distinct under relabeling of factors,\nlevel labels and run order, i.e., they should be mutually non-isomorphic.\nTesting two designs for isomorphism is computationally hard, and construction\nof non-isomorphic catalogs is even tougher with the large number of designs\nthat need to be compared for isomorphism. In this talk, I will present a new\napproach for solving design isomorphism by representing designs as graphs. The\nresulting graph isomorphism problem can be efficiently solved using methods\navailable in literature. Further, in the case of regular designs, I will show\nhow these graph representations can be exploited for speeding up the efficiency\nof catalog construction by reducing the number of isomorphism tests. I will\ndemonstrate the gains from this approach by presenting results for 2-level regular\nfractional factorial and 2-level split-plot designs. \u003C\/p\u003E\n\n\u003Cp\u003E\u0026nbsp;\u003C\/p\u003E\n\n\u003Cp\u003E\u003Cstrong\u003EBio:\u003C\/strong\u003E\u003C\/p\u003E\n\n\u003Cp\u003EAbhishek K. Shrivastava is an Assistant Professor in the\nDepartment of Manufacturing Engineering and Engineering Management in City\nUniversity of Hong Kong, Hong Kong. He received his B. Tech. (Honors) in\nIndustrial Engineering from I.I.T. Kharagpur, India, in 2003, and his Ph.D. in\nIndustrial Engineering from Texas A\u0026amp;M University, College Station, USA, in\n2009. His research interests are in statistical modeling and analysis of\ncomplex systems, design of experiments and rare event detection. He is a member\nof INFORMS, IIE, ASA and IMS.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"Graph-based methods for efficiently constructing factorial designs"}],"uid":"27187","created_gmt":"2010-08-11 12:03:53","changed_gmt":"2016-10-08 01:52:07","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-08-26T13:00:00-04:00","event_time_end":"2010-08-26T14:30:00-04:00","event_time_end_last":"2010-08-26T14:30:00-04:00","gmt_time_start":"2010-08-26 17:00:00","gmt_time_end":"2010-08-26 18:30:00","gmt_time_end_last":"2010-08-26 18:30:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"60149":{"#nid":"60149","#data":{"type":"event","title":"ISyE New MS Student Information Session 1","body":[{"value":"\u003Cp\u003EThe information session for new ISyE Masters students will be held in the Executive Classroom (Room 228) of the main ISyE Building.\u003C\/p\u003E\u003Cp\u003EIn addition to this session, there is one on Thursday, August 19th from 1-2pm at the same location.\u0026nbsp; Students only need to attend one of the sessions.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003EInfo session for new ISyE Masters students\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"Info session for new ISyE Masters students"}],"uid":"27215","created_gmt":"2010-07-21 11:03:57","changed_gmt":"2016-10-08 01:51:57","author":"Mike Alberghini","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-08-17T02:30:00-04:00","event_time_end":"2010-08-17T03:30:00-04:00","event_time_end_last":"2010-08-17T03:30:00-04:00","gmt_time_start":"2010-08-17 06:30:00","gmt_time_end":"2010-08-17 07:30:00","gmt_time_end_last":"2010-08-17 07:30:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"60150":{"#nid":"60150","#data":{"type":"event","title":"ISyE New MS Student Information Session 2","body":[{"value":"\u003Cp\u003EThe information session for new ISyE Masters students will be held in the Executive Classroom (Room 228) of the main ISyE Building.\u003Cbr \/\u003E\u003Cbr \/\u003EIn addition to this session, there is one on Tuesday, August 17th from 1:30-2:30pm at the same location.\u0026nbsp; Students only need to attend one of the sessions.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003Einformation session for new ISyE Masters students\u003C\/p\u003E\u003Cp\u003E\u0026nbsp;\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"Info session for new ISyE Masters students"}],"uid":"27215","created_gmt":"2010-07-21 11:06:11","changed_gmt":"2016-10-08 01:51:57","author":"Mike Alberghini","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-08-19T02:00:00-04:00","event_time_end":"2010-08-19T03:00:00-04:00","event_time_end_last":"2010-08-19T03:00:00-04:00","gmt_time_start":"2010-08-19 06:00:00","gmt_time_end":"2010-08-19 07:00:00","gmt_time_end_last":"2010-08-19 07:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"60151":{"#nid":"60151","#data":{"type":"event","title":"ISyE New PhD Student Information Session","body":[{"value":"\u003Cp\u003EThe orientation session for new ISyE PhD students will be held in the Executive Classroom (Room 228) of the main ISyE Building.\u0026nbsp; There will be a pizza lunch in the atrium immediately after the session.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003Einformation session for new ISyE PhD students\u0026nbsp;\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"Info session for new ISyE PhD students"}],"uid":"27215","created_gmt":"2010-07-21 11:08:30","changed_gmt":"2016-10-08 01:51:57","author":"Mike Alberghini","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-08-20T11:15:00-04:00","event_time_end":"2010-08-20T13:00:00-04:00","event_time_end_last":"2010-08-20T13:00:00-04:00","gmt_time_start":"2010-08-20 15:15:00","gmt_time_end":"2010-08-20 17:00:00","gmt_time_end_last":"2010-08-20 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"55372":{"#nid":"55372","#data":{"type":"event","title":"Alpha Alignment Factor: A Solution to the Underestimation of Risk for Optimized Active Portfolios","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E Alpha Alignment Factor: A Solution to the Underestimation of Risk for \nOptimized Active Portfolios\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E Dr. Anureet Saxena\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EThe underestimation of risk of optimized portfolios is a consistent \ncriticism about risk models. Quantitative portfolio managers have \nhistorically used a variety of ad hoc techniques to overcome this issue \nin their investment processes. In this paper, we construct a theory \nexplaining why risk models underestimate the risk of optimized \nportfolios. We show that the problem is not necessarily with a risk \nmodel, but is rather the interaction of expected returns, constraints, \nand a risk model in an optimizer. We develop an optimization technique \nthat incorporates a dynamic Alpha Alignment Factor (AAF) into the factor \nrisk model during the optimization process. Using actual portfolio \nmanager backtests, we illustrate both how pervasive the underestimation \nproblem can be and the effectiveness of the proposed AAF in correcting \nthe bias of the risk estimates of optimized portfolios.\n\u003Cbr \/\u003E\n\u003Cbr \/\u003ESpeaker bio:\n\u003Cbr \/\u003EDr. Anureet Saxena is a research associate at Axioma Inc. Prior to joining \nAxioma in 2008, he held research positions at Carnegie Mellon University \n(Egon Balas, mentor), Tata Institute of fundamental research (Narendra \nKarmarkar, mentor) and T.J. Watson Research Center (IBM).\n\u003Cbr \/\u003EHis research interests include mixed integer linear and non-linear \nprogramming, stochastic programming and quantitative finance. He has \npublished four scholarly articles in Mathematical Programming and has \ndelivered more than thirty presentations at various professional\nmeetings. Dr. Saxena is the recipient of the 2008 Gerald L. Thompson \ndoctoral dissertation award in management science for his thesis titled \nInteger Programming, a Technology.\u0026nbsp; He holds MS and PhD in industrial\nadministration from Tepper School of Business (CMU), BTech in computer \nscience and engineering from IIT Bombay and is currently a level 2 \ncandidate in the Chartered Financial Analyst (CFA) program.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003EAlpha Alignment Factor: A Solution to the Underestimation of Risk for \nOptimized Active Portfolios\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"Alpha Alignment Factor: A Solution to the Underestimation of Risk for Optimized Active Portfolios"}],"uid":"27187","created_gmt":"2010-04-14 11:18:19","changed_gmt":"2016-10-08 01:51:18","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-04-20T12:00:00-04:00","event_time_end":"2010-04-20T13:00:00-04:00","event_time_end_last":"2010-04-20T13:00:00-04:00","gmt_time_start":"2010-04-20 16:00:00","gmt_time_end":"2010-04-20 17:00:00","gmt_time_end_last":"2010-04-20 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"55398":{"#nid":"55398","#data":{"type":"event","title":"Residual Updating Algorithms for Kernel Interpolation","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E Residual Updating Algorithms for Kernel Interpolation\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E Greg Fasshauer\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EI will first present two scattered data approximation methods \nfrom a numerical analysis point of view: radial basis function or kernel \ninterpolation and moving least squares approximation. Then I will \nintroduce the idea of approximate moving least squares approximation and \nconnect all three methods via a residual updating algorithm. In parallel \nI will attempt to point out connections to an analogous set of methods \n(kriging, local polynomial regression and higher-order kernels for \ndensity estimation) in statistics. The idea of residual updating will be \nilluminated both from a more analytical perspective and at the numerical \nlinear algebra level where we have rediscovered an old algorithm due to \nRiley [1].\n\u003Cbr \/\u003E[1] J.D. Riley. Solving systems of linear equations with a positive \ndefinite, symmetric, but possibly ill-conditioned matrix. Mathematical \nTables and Other Aids to Computation 9\/51 (1955), 96\u2013101.\n\u003Cbr \/\u003E\n\u003Cbr \/\u003EBrief bio:\n\u003Cbr \/\u003EGreg Fasshauer\n\u003Cbr \/\u003EProfessor, Associate Chair and Director of Undergraduate Studies\n\u003Cbr \/\u003EIllinois Institute of Technology\n\u003Cbr \/\u003EDepartment of Applied Mathematics\n\u003Cbr \/\u003EChicago, IL 60616\n\u003Cbr \/\u003E\n\u003Cbr \/\u003EEducation and Positions\n\u003Cbr \/\u003E* Since 1997: Assistant, associate and full professor, Department of \nApplied Mathematics, IIT\n\u003Cbr \/\u003E* Ralph P. Boas Visiting Assistant Professor: Department of Mathematics, \nNorthwestern University (1995-1997)\n\u003Cbr \/\u003E* Ph.D. (Mathematics): Vanderbilt University with Larry L. Schumaker (1995)\n\u003Cbr \/\u003E* M.A. (Mathematics): Vanderbilt University with Larry L. Schumaker (1993)\n\u003Cbr \/\u003E* Diplom (Mathematics) \u0026amp; Staatsexamen (Mathematics and English): \nUniversity of Stuttgart with Klaus H\u00f6llig (1991)\n\u003Cbr \/\u003E\n\u003Cbr \/\u003EResearch Interests (currently supported by NSF)\n\u003Cbr \/\u003E* Meshfree approximation methods for multivariate approximation and \ntheir application\n\u003Cbr \/\u003E* Radial basis functions and positive definite kernels\n\u003Cbr \/\u003E* Approximation theory\n\u003Cbr \/\u003E* Computer-aided geometric design\n\u003Cbr \/\u003E* Spline theory\n\u003Cbr \/\u003E* Numerical solution of PDEs\n\u003Cbr \/\u003E\n\u003Cbr \/\u003EBooks and 40+ papers\n\u003Cbr \/\u003E* Meshfree Approximation Methods with MATLAB\n\u003Cbr \/\u003EInterdisciplinary Mathematical Sciences - Vol. 6 World Scientific \nPublishers, Singapore, 2007\n\u003Cbr \/\u003E* Progress on Meshless Methods (edited with A.J.M. Ferreira, E.J. Kansa, \nand V.M.A. Leit\u00e3o)\n\u003Cbr \/\u003EComputational Methods in Applied Sciences, Vol. 11 Springer, Berlin, 2009\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003EResidual Updating Algorithms for Kernel Interpolation\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"Residual Updating Algorithms for Kernel Interpolation"}],"uid":"27187","created_gmt":"2010-04-19 07:47:05","changed_gmt":"2016-10-08 01:51:18","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-04-21T11:00:00-04:00","event_time_end":"2010-04-21T12:00:00-04:00","event_time_end_last":"2010-04-21T12:00:00-04:00","gmt_time_start":"2010-04-21 15:00:00","gmt_time_end":"2010-04-21 16:00:00","gmt_time_end_last":"2010-04-21 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"55330":{"#nid":"55330","#data":{"type":"event","title":"Two pedagogical challenges: teaching mathematical modeling and choosing performance measures.","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E Two pedagogical\nchallenges: teaching mathematical modeling and choosing performance measures\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E\u0026nbsp; Professor Steve Pollock\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACt:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EDeveloping mathematical models to describe (in some useful\nway) operational situation \u0026nbsp;is a critical component of doing effective\nOperations Research. \u0026nbsp;Yet, for most students, learning and internalizing\nthe craft (or art) of \u003Cem\u003Edoing\u003C\/em\u003E mathematical modeling is a difficult and\noften mysterious journey. \u0026nbsp;And this struggle can actually be made worse by\nusing a normal classroom lecture-reading-studying mode of teaching. Moreover,\nthe\u0026nbsp;pedagogical challenge to those who try to develop and hone students\u0027 abilities\nto model is complicated when measures of performance normally used to judge\n\u0022success\u0022 in this educational process are either not clear or\npossibly pernicious. \u0026nbsp;Indeed, choosing measures of performance for just\nabout any operational problems is often problematic.\u003Cbr \/\u003E\n\u003Cbr \/\u003E\nThe\ntalk will address these issues via personal experiences, anecdotes and\nopinions. \u0026nbsp;Any formal mathematics presented or discussed will be\nincidental, elementary or purposely unnecessarily complicated.\u003Cbr \/\u003E\n\u003Cbr \/\u003E\nBiosketch:\u003Cbr \/\u003E\n\u003Cbr \/\u003E\nStephen M. Pollock is Herrick Emeritus Professor of\nManufacturing and Professor Emeritus of Industrial and Operations Engineering\nat the University of Michigan.\u0026nbsp; He has been involved in applying\noperations research and decision analysis methods to understand and influence\nof a variety of operational phenomena involving: military search and detection,\ncriminal recidivism, manufacturing process monitoring, sequential allocation of\nresources, predictive and proactive maintenance, sports, networks of queues,\nthe stochastic behavior of infectious disease epidemics and the optimization of\nradiation oncology plans.\u003Cbr \/\u003E\n\u0026nbsp;\u003Cbr \/\u003E\nAfter\nreceiving his Ph.D. at M.I.T. in 1964 he was a member of the technical staff at\nArthur D. Little, Inc. before joining the faculty at the U.S. Naval\nPostgraduate School in 1965 and the University of Michigan in 1969.\u0026nbsp; He\nwas chair of the IOE Department from 1981 through 1990.\u0026nbsp; In 1992 he was\nthe recipient of the Stephen S. Attwood Award, the highest honor awarded to a\nfaculty member by the College of Engineering. He has authored over 65 technical\npapers, co-edited two books, and has served as a consultant to over 30\nindustrial, governmental and service organizations.\u003Cbr \/\u003E\n\u0026nbsp;\u003Cbr \/\u003E\nProfessor\nPollock was Associate Editor and Area Editor of \u003Cem\u003EOperations Research\u003C\/em\u003E,\nSenior Editor of \u003Cem\u003EIIE Transactions\u003C\/em\u003E, Associate Editor of \u003Cem\u003EManagement\nScience\u003C\/em\u003E and on the editorial boards of other journals.\u0026nbsp; He has served\non various advisory boards for the National Science Foundation, on the Army\nScience Board, and chaired and been member of many National Research Council\ncommittees, boards and panels. \u0026nbsp;He was President of the Operations\nResearch Society of America in 1986 and awarded the 2001 INFORMS Kimball Medal\nfor contributions to operations research and the management sciences.\u0026nbsp; He\na fellow of INFORMS and the AAAS and is a member of the National Academy of\nEngineering.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003ETwo pedagogical\nchallenges: teaching mathematical modeling and choosing performance measures.\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"Two pedagogical challenges: teaching mathematical modeling and choosing performance measures."}],"uid":"27187","created_gmt":"2010-04-12 08:50:45","changed_gmt":"2016-10-08 01:51:18","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-04-13T11:00:00-04:00","event_time_end":"2010-04-13T12:00:00-04:00","event_time_end_last":"2010-04-13T12:00:00-04:00","gmt_time_start":"2010-04-13 15:00:00","gmt_time_end":"2010-04-13 16:00:00","gmt_time_end_last":"2010-04-13 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"55346":{"#nid":"55346","#data":{"type":"event","title":"Some recent developments in multi-state and degradation models for reliability inference","body":[{"value":"\u003Cp\u003ETITLE: Some recent developments in multi-state and degradation models \nfor reliability inference\u003C\/p\u003E\u003Cp\u003ESPEAKER: Prof. Vijay Nair\u003C\/p\u003E\u003Cp\u003EABSTRACT:\u003C\/p\u003E\u003Cp\u003ETraditional reliability analysis is based on time-to-failure \ndata. In this talk, we discuss two different directions that lead to \nmore informative reliability inference. The first is multi-state models. \nChallenges in statistical inference based on interval-censored data will \nbe described, and methods for doing likelihood-based inference in \nsemi-Markov models will be discussed. The second part of the talk will \nprovide an overview of degradation models, describe a class of \nnon-homogeneous Gaussian processes and some inference issues. This talk \nis based on joint work with current and former students Yang Yang and \nXiao Wang.\n\u003Cbr \/\u003E\n\u003Cbr \/\u003E\n\u003Cbr \/\u003EBio: Vijay Nair is the Donald A. Darling Professor of Statistics and \nProfessor of Industrial and Operations Engineering at the University of \nMichigan, Ann Arbor. He has been Chair of the Department of Statistics \nsine 1998. Previously, he was a Research Scientist in the Mathematical \nSciences and Operations Research Centers at Bell Laboratories for \nfifteen years.\n\u003Cbr \/\u003EHis research interests include engineering statistics, information \ntechnology, quality and process improvement, industrial experiments, \nreliability and risk analysis, neuro-informatics, and statistical \nmethods in behavioral intervention research. He also has extensive \npractical experience in the automotive, semiconductor, and \ntelecommunications industries.\n\u003Cbr \/\u003EVijay has a Bachelor\u2019s degree in Economics from the University of Malaya \n(Malaysia) and a Ph. D. in Statistics from the University of California, \nBerkeley. He has been editor of Technometrtics, International \nStatistical Review, coordinating editor of the Journal of Statistical \nPlanning and Inference, and has served on the editorial boards of many \nother leading statistics and quality journals. He is currently Vice \nPresident of the International Statistics Institute, President-elect of \nthe International Society for Business and Industrial Statistics, and \nChair of the Statistics Division of the American Society for Quality. He \nhas chaired or co-chaired several panels of the National Academies and \nis a former chair of the Board of Trustees of the National Institute of \nStatistical Sciences. He is a Fellow of the American Association for the \nAdvancement of Science, the American Statistical Association, the \nAmerican Society for Quality, and the Institute of Mathematical Statistics.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003ESome recent developments in multi-state and degradation models \nfor reliability inference\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"Some recent developments in multi-state and degradation models for reliability inference"}],"uid":"27187","created_gmt":"2010-04-13 10:14:47","changed_gmt":"2016-10-08 01:51:18","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-04-15T12:00:00-04:00","event_time_end":"2010-04-15T13:00:00-04:00","event_time_end_last":"2010-04-15T13:00:00-04:00","gmt_time_start":"2010-04-15 16:00:00","gmt_time_end":"2010-04-15 17:00:00","gmt_time_end_last":"2010-04-15 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"55222":{"#nid":"55222","#data":{"type":"event","title":"Warranty Prediction Based on Auxiliary Use-rate Information","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E\u0026nbsp; Warranty Prediction Based on Auxiliary Use-rate Information\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E Professor William Q. Meeker\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E \u003C\/p\u003E\u003Cp\u003EUsually the warranty data response used to make predictions\nof future failures is the number of weeks (or another unit of real\ntime) in\nservice. Use-rate information usually is not available (automobile\nwarranty\ndata are an exception, where both weeks in service and number of miles\ndriven\nare available for units returned for warranty repair). With new\ntechnology,\nhowever, sensors and smart chips are being installed in many modern\nproducts\nranging from computers and printers to automobiles and aircraft\nengines. Thus\nthe coming generations of field data for many products will provide\ninformation\non how the product has been used and the environment in which it was\nused. This\npaper was motivated by the need to predict warranty returns for a\nproduct with\nmultiple failure modes. For this product, cycles-to-failure\/use-rate\ninformation was available for those units that were connected to the\nnetwork.\nWe show how to use a cycles-to-failure model to compute predictions and\nprediction intervals for the number of warranty returns. We also\npresent\nprediction methods for units not connected to the network. In order to\nprovide\ninsight into the reasons that use-rate models provide better\npredictions, we\nalso present a comparison of asymptotic variances comparing the\ncycles-to-failure and time-to-failure models.\u0026nbsp;\u003Cbr \/\u003E\n\u003Cbr \/\u003E\nBio: \u0026nbsp; William Q. Meeker is a Professor of Statistics and\nDistinguished Professor of Liberal Arts and Sciences at Iowa State University.\nHe is a Fellow of the\nAmerican Statistical Association (ASA) and the American Society for\nQuality\n(ASQ) and a past Editor of \u003Cem\u003ETechnometrics\u003C\/em\u003E. He is co-author of\nthe books \u003Cem\u003EStatistical\nMethods for Reliability Data\u003C\/em\u003E with Luis Escobar (1998), and \u003Cem\u003EStatistical\nIntervals: A Guide for Practitioners\u003C\/em\u003E with Gerald Hahn (1991), six\nbook\nchapters, and of numerous publications in the engineering and\nstatistical\nliterature.\u0026nbsp; He has won the ASQ Youden\nprize four times and the ASQ Wilcoxon Prize three times. He was\nrecognized by\nthe ASA with their Best Practical Application Award in 2001 and by the\nASQ\nStatistics Division\u2019s with their W.G. Hunter Award in 2003. In 2007 he\nwas\nawarded the ASQ Shewhart medal. He has done research and consulted\nextensively\non problems in reliability data analysis, warranty analysis,\nreliability test\nplanning, accelerated testing, nondestructive evaluation, and\nstatistical\ncomputing.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003EWarranty Prediction Based on Auxiliary Use-rate Information\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"Warranty Prediction Based on Auxiliary Use-rate Information"}],"uid":"27187","created_gmt":"2010-04-05 09:07:53","changed_gmt":"2016-10-08 01:51:13","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-04-08T12:00:00-04:00","event_time_end":"2010-04-08T13:00:00-04:00","event_time_end_last":"2010-04-08T13:00:00-04:00","gmt_time_start":"2010-04-08 16:00:00","gmt_time_end":"2010-04-08 17:00:00","gmt_time_end_last":"2010-04-08 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"55223":{"#nid":"55223","#data":{"type":"event","title":"Performance Bounds for Large Scale Queueing Systems","body":[{"value":"\u003Cp\u003ETITLE:\u0026nbsp; Performance Bounds for Large Scale Queueing Systems\u003C\/p\u003E\u003Cp\u003ESPEAKER:\u0026nbsp; David Goldberg\u003C\/p\u003E\u003Cp\u003EABSTRACT:\u003C\/p\u003E\u003Cp\u003EParallel server queues arise in many applications, ranging from call centers to national security and health care.  Understanding how these systems behave when the number of servers is large and the service distribution is non-Markovian is a difficult problem.  In this talk, we resolve several open questions related to a certain heavy traffic scaling regime (Halfin-Whitt) for parallel server queues, which has recently been used in the modeling of call centers.  In particular, we derive the asymptotics of the steady-state queue length for a very general class of service distributions.  We also bound the large deviations behavior of the limiting steady-state queue length, and prove that the associated critical exponent takes a particularly simple form in certain cases.  Our main proof technique involves bounding the multiserver queue between two simpler systems.  These systems exhibit an interesting duality, and yield bounds of a very general nature, which may be useful in answering a range of questions related to the modeling and optimization of queues.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Performance Bounds for Large Scale Queueing Systems\u003Cbr \/\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"Performance Bounds for Large Scale Queueing Systems"}],"uid":"27187","created_gmt":"2010-04-05 09:12:46","changed_gmt":"2016-10-08 01:51:13","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-04-20T12:00:00-04:00","event_time_end":"2010-04-20T13:00:00-04:00","event_time_end_last":"2010-04-20T13:00:00-04:00","gmt_time_start":"2010-04-20 16:00:00","gmt_time_end":"2010-04-20 17:00:00","gmt_time_end_last":"2010-04-20 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"55088":{"#nid":"55088","#data":{"type":"event","title":"Hereditary Portfolio Optimization with Memory","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E Hereditary Portfolio Optimization with Memory\n\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E Dr. Mou-Hsiung (Harry) Chang\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EIn this talk, we consider an infinite time horizon portfolio \noptimization problem in a market that consists of one savings account \nand one stock account whose unit price satisfies a nonlinear stochastic \nfunctional differential equation. Within the solvency region the \ninvestor is allowed to consume from the savings account and can make \ntransactions between the two assets subject to paying capital-gain taxes \nas well as a fixed plus proportional transaction cost. The main \nobjective is to seek an optimal consumption-investment strategy in order \nto maximize the expected utility from the total discounted consumption \nover the infinite time horizon. The portfolio optimization problem is \nformulated as a stochastic control problem that involves both the \nclassical and impulse controls. A quasi-variational HJB inequality for \nthe value function is derived and the verification theorem for the \noptimal investment consumption strategy is obtained. The value function \nis also shown to be the unique viscosity solution of the HJB inequality.\n\u003Cbr \/\u003E\n\u003Cbr \/\u003EBio: Dr. M. H. Chang is currently the manager of the Probability \u0026amp; \nStatistics Program and acting division chief of the Mathematical \nSciences Division at the U. S. Army Research Office (ARO). Prior to \njoining ARO, Dr. Chang had been a tenured professor in the Department of \nMathematical Sciences at the University of Alabama in Huntsville (UAH) \nfor twenty-eight years and had served as Chair of the Mathematical \nSciences Department for eight years. He received his B.S. in Applied \nMathematics from National Chung-Hsing University (in Taiwan) and his \nM.S. and Ph.D. in Mathematics from the University of Rhode Island.\n\u003C\/p\u003E\u003Cp\u003EDr. Chang publishes extensively in stochastic analysis, stochastic \ncontrol, mathematical finance, and quantum Markov processes. He has \npublished one research monograph \u201cStochastic Control of Hereditary \nSystems and Applications\u201d, Volume 59 of the Stochastic Modeling and \nApplied Probability Series, Springer, New York, January 2008, ISBN \n978-0-387-75805-3, more than 60 referred journal articles, and has made \nmore than 80 invited presentations at professional conferences and \nuniversities. He is currently an associate editor for \u201cJournal of \nApplied Mathematics and Stochastic Analysis\u201d and \u201cStochastic Analysis \nand Applications\u201d. He has also served as a referee for numerous \nmathematics and applied mathematics journals.\n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003EHereditary Portfolio Optimization with Memory\n\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"Hereditary Portfolio Optimization with Memory"}],"uid":"27187","created_gmt":"2010-03-24 11:13:29","changed_gmt":"2016-10-08 01:51:09","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-03-30T12:00:00-04:00","event_time_end":"2010-03-30T13:00:00-04:00","event_time_end_last":"2010-03-30T13:00:00-04:00","gmt_time_start":"2010-03-30 16:00:00","gmt_time_end":"2010-03-30 17:00:00","gmt_time_end_last":"2010-03-30 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"55084":{"#nid":"55084","#data":{"type":"event","title":"Efficiency of random search methods on huge-scale optimization problems","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E Efficiency of random search methods on huge-scale optimization problems\n\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u0026nbsp;\u003C\/strong\u003E Yurii Nesterov\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EIn this talk we describe the new methods for solving\nhuge-scale optimization problems. For problems of this\nsize, even the simplest full-dimensional vector operations\nare very expensive. Hence, we suggest to apply an\noptimization technique based on random partial update of\n\u003Cbr \/\u003Edecision variables. For these methods, we prove the global\nestimates for the rate of convergence. Surprisingly\nenough, for certain classes of objective functions, our\nresults are better than the standard worst-case bounds for\ndeterministic algorithms. We present constrained and\nunconstrained versions of the method, and its accelerated\nvariant. Our numerical test confirms a high efficiency of\nthis technique on problems of very big size.\n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003EEfficiency of random search methods on huge-scale optimization problems\n\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"Efficiency of random search methods on huge-scale optimization problems"}],"uid":"27187","created_gmt":"2010-03-24 11:10:38","changed_gmt":"2016-10-08 01:51:09","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-04-01T12:00:00-04:00","event_time_end":"2010-04-01T13:00:00-04:00","event_time_end_last":"2010-04-01T13:00:00-04:00","gmt_time_start":"2010-04-01 16:00:00","gmt_time_end":"2010-04-01 17:00:00","gmt_time_end_last":"2010-04-01 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"55126":{"#nid":"55126","#data":{"type":"event","title":"QCF Day Symposium","body":[{"value":"\u003Cp\u003E\u0026nbsp;\u003C\/p\u003E\u003Cp\u003EThe 8th Annual QCF Day Symposium will be held April 2, 2010. The symposium will \n    take place in Atlanta, Georgia. It is hosted by the Quantitative and Computational \nFinance program at the Georgia Institute of Technology.\u003C\/p\u003E\n\u003Cp\u003E The purpose of this symposium is to showcase the newest and most\ninnovative approaches to quantitative finance used today. In previous\nyears, over several hundreds of people have attended this symposium to\nlisten to both academic and non-academic invited experts. By and large\nthe talks concentrate on specific topics related to how Quantitative\nand Computational Finance is being used today. The speakers in previous\nyears have included Senior Executives, Managing Directors, Vice\nPresidents, Group Directors, Quantitative Associates, Senior Economists\nand others from a wide range of organizations - Bank of America-Merrill\nLynch, Deutsche Bank, Goldman Sachs, INVESCO, ING Investment\nManagement, Morgan Stanley, NYFRB, Risk Metrics, S\u0026amp;P, SunGard,\nSunTrust Robinson Humphrey, UBS and Vanguard - as well as professors\nfrom Columbia, Toronto, Chicago, Princeton, and New York University. \u003C\/p\u003E\n\u003Cp\u003E\nThere will be many opportunities to speak with students and\nprofessionals about the work environment and activities in the field of\nquantitative finance.  The symposium is attended by students from the\nGeorgia Tech MS QCF Program and students from educational programs\nstrongly overlapping with the QCF area; by researchers and practitioners\nworking within the QCF area who want to share their experiences and\nlearn more from others in the QCF area; and by other individuals seeking\ninformation about the content of the very diverse QCF area. \n \u003C\/p\u003E\u003Cp\u003E\u0026nbsp;\u003C\/p\u003E\n\u003Cp\u003ETo register for QCF Day, click \u003Ca href=\u0022http:\/\/www.qcf.gatech.edu\/qcfday10\/registration\/index.php\u0022\u003E\u003Cstrong\u003EHERE\u003C\/strong\u003E\u003C\/a\u003E\u003C\/p\u003E\n\u003Cp\u003E\nFor more information on the QCF program at Georgia Tech, please download our\n\u003Cstrong\u003E\u003Ca href=\u0022http:\/\/www.qcf.gatech.edu\/qcfday10\/qcf-program-info.pdf\u0022\u003Eprogram brochure\u003C\/a\u003E\u003C\/strong\u003E.\n\u003C\/p\u003E\u003Cp\u003E\u0026nbsp;\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003EQCF Day Symposium\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"QCF Day Symposium"}],"uid":"27187","created_gmt":"2010-03-26 08:58:13","changed_gmt":"2016-10-08 01:51:09","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-04-02T09:30:00-04:00","event_time_end":"2010-04-02T18:00:00-04:00","event_time_end_last":"2010-04-02T18:00:00-04:00","gmt_time_start":"2010-04-02 13:30:00","gmt_time_end":"2010-04-02 22:00:00","gmt_time_end_last":"2010-04-02 22:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1789","name":"Conference\/Symposium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"55168":{"#nid":"55168","#data":{"type":"event","title":"PRODUCTION SYSTEMS ENGINEERING: Problems, Solutions, and Applications","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E PRODUCTION SYSTEMS ENGINEERING: Problems, Solutions, and Applications\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E Professor S.M. Meerkov\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EProduction Systems Engineering (PSE) is an emerging branch of  Engineering intended to uncover fundamental principles that govern production systems and utilize them for the purposes of analysis, continuous improvement, and design. In PSE, the machines are\nassumed to be unreliable and the buffers are finite. Under these assumptions, production lines are nonlinear stochastic systems. The study of their statics and \ndynamics is the goal of PSE.\n\nIn this talk, the main problems of PSE and their solutions will be described along with several applications. In addition, the so-called PSE Toolbox, which implements the\nmethods and algorithms developed, will be discussed. A demo of the toolbox can be found at http:\/\/www.ProductionSystemsEngineering.com\n\n\u003C\/p\u003E\u003Cp\u003EBIO: Semyon M. Meerkov received his MSEE degree from the Polytechnic of Kharkov, Ukraine, in 1962 and Ph.D. in Systems Science from the Institute of \nControl Sciences, Moscow, Russia, in 1966. He was with the Institute of Control Sciences until 1977. From 1979 to 1984 he was with the Department of Electrical and Computer Engineering, Illinois Institute of Technology, Chicago, IL. Since 1984 he has been a Professor at the\nDepartment of Electrical Engineering and Computer Science of the University of Michigan, Ann Arbor, MI. He has held visiting positions at UCLA (1978-1979), Stanford\n(1991), Technion, Israel (1997-1998 and 2008) and Tsinghua, China (2008). He was the Editor-in-Chief of Mathematical Problems in Engineering, Department \nEditor for Manufacturing Systems of IIE Transactions and Associate Editor of several other journals. His research interests are in Systems and Control with applications to\nProduction Systems, Communication Networks, and Theory of Rational Behavior.\n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"PRODUCTION SYSTEMS ENGINEERING: Problems, Solutions, and Applications"}],"uid":"27187","created_gmt":"2010-03-30 12:59:40","changed_gmt":"2016-10-08 01:51:09","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-04-02T13:00:00-04:00","event_time_end":"2010-04-02T14:00:00-04:00","event_time_end_last":"2010-04-02T14:00:00-04:00","gmt_time_start":"2010-04-02 17:00:00","gmt_time_end":"2010-04-02 18:00:00","gmt_time_end_last":"2010-04-02 18:00:00","rrule":null,"timezone":"America\/New_York"},"extras":["free_food"],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"55063":{"#nid":"55063","#data":{"type":"event","title":"Semi-algebraic optimization theory","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE: \u003C\/strong\u003ESemi-algebraic optimization theory\n\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E Adrian lewis\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EConcrete optimization problems, while often nonsmooth, are not \npathologically so. The class of \u0022semi-algebraic\u0022 sets and functions -\nthose arising from polynomial inequalities - nicely exemplifies \nnonsmoothness in practice. Semi-algebraic sets (and their\ngeneralizations) are common, easy to recognize, and richly structured, \nsupporting powerful variational properties. In particular I will discuss\na generic property of such sets - partial smoothness - and its \nrelationship with a proximal algorithm for nonsmooth composite\nminimization, a versatile model for practical optimization.\n\u003Cbr \/\u003E\n\u003Cbr \/\u003EBio:\n\u003Cbr \/\u003E\nAdrian S. Lewis was born in England in 1962. He is a Professor at \nCornell University in the School of Operations Research and Industrial \nEngineering. Following his B.A., M.A., and Ph.D. degrees from Cambridge, \nand Research Fellowships at Queens\u0027 College, Cambridge and Dalhousie \nUniversity, Canada, he worked in Canada at the University of Waterloo \n(1989-2001) and Simon Fraser University (2001-2004). He is an Associate \nEditor of the SIAM Journal on Optimization, Mathematics of Operations \nResearch, and the SIAM\/MPS Book Series on Optimization, and is a \nCo-Editor for Mathematical Programming. He received the 1995 Aisenstadt \nPrize, from the Canadian Centre de Recherches Mathematiques, the 2003 \nLagrange Prize for Continuous Optimization from SIAM and the \nMathematical Programming Society, and an Outstanding Paper Award from \nSIAM in 2005. He co-authored \u0022Convex Analysis and Nonlinear \nOptimization\u0022 with J.M. Borwein.\n\u003Cbr \/\u003E\n\u003Cbr \/\u003ELewis\u0027 research concerns variational analysis and nonsmooth \noptimization, with a particular interest in optimization problems \ninvolving eigenvalues.\n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003ESemi-algebraic optimization theory\n\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"Semi-algebraic optimization theory"}],"uid":"27187","created_gmt":"2010-03-24 07:23:42","changed_gmt":"2016-10-08 01:51:09","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-04-06T12:00:00-04:00","event_time_end":"2010-04-06T13:00:00-04:00","event_time_end_last":"2010-04-06T13:00:00-04:00","gmt_time_start":"2010-04-06 16:00:00","gmt_time_end":"2010-04-06 17:00:00","gmt_time_end_last":"2010-04-06 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"55140":{"#nid":"55140","#data":{"type":"event","title":"Supply Disruptions and the Reverse Bullwhip Effect","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E\u0026nbsp; Supply Disruptions and the Reverse Bullwhip Effect\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E Zuo-Jun Max Shen (Faculty Candidate)\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EWe postulate the existence of a \u201creverse bullwhip effect\u201d (RBWE) that occurs during and immediately after supply disruptions. Whereas the classical bullwhip effect (BWE) describes an increase in demand\/order volatility as one moves upstream in the supply chain, the RBWE describesthe opposite. We motivate our analysis by an example involving gasoline-buying patterns following Hurricane Katrina in 2005. We then present theoretical and empirical evidence for a RBWE that occurs in a variety of situations involving supply uncertainty. RBWE has great implication in service system design and management, so we examine causes of RBWE, discuss its impact, and suggest strategies for mitigating it.\u003Cbr \/\u003E\u003Cbr \/\u003EBio:\u003Cbr \/\u003EZuo-Jun (Max) Shen received his Ph.D. from Northwestern University. He has been active in the following research areas: integrated supply chain design and management, market mechanism design, applied optimization, and decision making with limited information. He is currently on the editorial\/advisory board for several leading journals. He received the CAREER award from National Science Foundation in 2003.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Supply Disruptions and the Reverse Bullwhip Effect","format":"limited_html"}],"field_summary_sentence":[{"value":"Supply Disruptions and the Reverse Bullwhip Effect"}],"uid":"27187","created_gmt":"2010-03-29 08:59:28","changed_gmt":"2016-10-08 01:51:09","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-04-07T12:00:00-04:00","event_time_end":"2010-04-07T13:00:00-04:00","event_time_end_last":"2010-04-07T13:00:00-04:00","gmt_time_start":"2010-04-07 16:00:00","gmt_time_end":"2010-04-07 17:00:00","gmt_time_end_last":"2010-04-07 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"54974":{"#nid":"54974","#data":{"type":"event","title":"Statistical Shape Analysis of Manufacturing Data","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E Statistical Shape Analysis of Manufacturing Data\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E Professor Enrique del Castillo\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EWe show how Statistical Shape\nAnalysis, a set of techniques used to model the shapes of biological and other\nkind of objects in the natural sciences, can be used also to model the\ngeometric shape of a manufactured part. We first review Procrustes-based\nmethods, and emphasize possible solutions to the basic problem of having\ncorresponding, or matching, labels in the measured ``landmarks\u0022, the\nlocations of the measured points on each part acquired with a CMM or similar\ninstrument. The analysis of experiments with shape responses is discussed\nnext.\u0026nbsp; The usual approach in practice is\nto estimate the form error of the part and conduct an ANOVA on the form errors.\nInstead, an F ANOVA test due to Goodall and a new permutation ANOVA test for\nshapes are presented. Real data sets as well as simulated shape data of\ninterest in manufacturing were used to perform power comparisons for 2 and 3\ndimensional shapes. The ANOVA on the form errors was found to have poor\nperformance in detecting mean shape differences in circular and cylindrical\nparts. The ANOVA F test and the Permutation ANOVA\u0026nbsp; test provide highest power to detect\ndifferences in the mean shape. It is shown how these tests can also be applied\nto general \u0022free form\u0022 shapes of parts where no standard definition\nof form error exists in manufacturing practice. New visualization tools,\nincluding main effect and interaction plots for shapes and deviation from\nnominal plots are presented to help interpreting the results of experiments\nwhere the response is a shape. \u003C\/p\u003E\u003Cp\u003EBio:\u0026nbsp; \u003C\/p\u003E\u003Cp\u003EDr. Castillo is\na Distinguished Professor of Industrial Engineering. \u0026nbsp;Dr. Castillo also holds a joint appointment\nwith the Department of Statistics. \u0026nbsp;He is\nan author of over 85 journal papers and 2 textbooks and a former NSF CAREER awardee,\nFulbright Scholar, and the Editor in Chief of the Journal of Quality Technology\n(2006-2009).\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003EStatistical Shape Analysis of Manufacturing Data\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"Statistical Shape Analysis of Manufacturing Data"}],"uid":"27187","created_gmt":"2010-03-17 06:25:46","changed_gmt":"2016-10-08 01:51:05","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-03-19T13:00:00-04:00","event_time_end":"2010-03-19T14:00:00-04:00","event_time_end_last":"2010-03-19T14:00:00-04:00","gmt_time_start":"2010-03-19 17:00:00","gmt_time_end":"2010-03-19 18:00:00","gmt_time_end_last":"2010-03-19 18:00:00","rrule":null,"timezone":"America\/New_York"},"extras":["free_food"],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"55026":{"#nid":"55026","#data":{"type":"event","title":"Workshop on Computer Experiments","body":[{"value":"\u003Cp\u003E1. \u003Cstrong\u003EOpening\u003C\/strong\u003E:\nOverview on Computer Experiments\u003C\/p\u003E\n\n\u003Cp\u003E\u0026nbsp;\u0026nbsp; \u003Cstrong\u003ESpeaker\u003C\/strong\u003E: Professor Jeff Wu (ISyE,\nGatech)\u003C\/p\u003E\n\n\u003Cp\u003E\u0026nbsp;\u003C\/p\u003E\n\n\u003Cp\u003E2. \u003Cstrong\u003ETitle\u003C\/strong\u003E: Multi-Layer\nDesigns for Computer Experiments\u003C\/p\u003E\n\n\u003Cp\u003E\u0026nbsp;\u0026nbsp; \u003Cstrong\u003ESpeaker\u003C\/strong\u003E: Professor Roshan J.\nVengazhiyil (ISyE, Gatech)\u003C\/p\u003E\n\n\u003Cp\u003E\u003Cstrong\u003EAbstract\u003C\/strong\u003E: Computer experiments play a major role in the modern era\nof scientific and technological development. In designing computer experiments,\nLatin hypercube designs (LHDs) are widely used. However, finding an optimal LHD\nis computationally cumbersome. On the other hand, although many optimal designs\nare well known for physical experiments, the redundancy of design points make\nthem undesirable for computer experiments. In this work, we present a new class\nof space-filling designs developed by splitting two-level full or fractional\nfactorial designs into multiple layers. The method takes advantages of many\navailable results in designing physical experiments and therefore, the proposed\nMulti-layer designs (MLDs) are easy to generate. Moreover, our numerical study\nshows that MLDs can have better space-filling properties than optimal LHDs.\u003C\/p\u003E\n\n\u003Cp\u003E\u0026nbsp;\u003C\/p\u003E\n\n\u003Cp\u003E3. \u003Cstrong\u003ETitle\u003C\/strong\u003E: Some\nNew Advances in Design and Modeling of Computer Experiments \u003C\/p\u003E\n\n\u003Cp\u003E\u003Cstrong\u003ESpeaker\u003C\/strong\u003E: Professor Peter Z. G. Qian (Statistics, Wisconsin)\u003C\/p\u003E\n\n\u003Cp\u003E\u003Cstrong\u003EAbstract\u003C\/strong\u003E: Computer models are now becoming ubiquitous in nearly all\nfields of sciences and engineering. Design and modeling are two key aspects of\ncomputer experiments. In this talk, I will report some recent advances in both\naspects. Specific topics include a new approach for emulation of computer\nmodels with qualitative and quantitative factors; sequential space-filling\ndesigns; Sudoku based space-filling designs; and sliced Latin hypercube designs\nfor ensembles of computer models.\u0026nbsp; \u003C\/p\u003E\n\n\u003Cp\u003E\u0026nbsp;\u003C\/p\u003E\n\n\u003Cp\u003E4. \u003Cstrong\u003ETitle\u003C\/strong\u003E: Analysis\nof Computer Experiments with Functional Response\u003C\/p\u003E\n\n\u003Cp\u003E\u0026nbsp;\u0026nbsp; \u003Cstrong\u003ESpeaker\u003C\/strong\u003E: Professor Ying Hung\u0026nbsp; (Statistics, Rutgers)\u003C\/p\u003E\n\n\u003Cp\u003E\u003Cstrong\u003EAbstract\u003C\/strong\u003E: Most existing methods for analyzing computer experiments\nwith single outputs such as kriging cannot be easily applied to functional\noutputs due to the computational problems caused by high-dimensionality of the\nresponse. In this paper, we develop an efficient implementation of kriging for\nanalyzing functional responses. Our methodology uses a two-stage model building\nprocedure with Kronecker products and an improved EM algorithm for estimation.\nThe methodology is illustrated using a computer experiment conducted for\noptimizing residual stresses in machined parts. This is a joint work with V.\nRoshan Joseph and Shreyes N. Melkote.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003EWorkshop on Computer Experiments\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"Workshop on Computer Experiments"}],"uid":"27187","created_gmt":"2010-03-22 09:08:01","changed_gmt":"2016-10-08 01:51:05","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-03-29T11:00:00-04:00","event_time_end":"2010-03-29T13:00:00-04:00","event_time_end_last":"2010-03-29T13:00:00-04:00","gmt_time_start":"2010-03-29 15:00:00","gmt_time_end":"2010-03-29 17:00:00","gmt_time_end_last":"2010-03-29 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"55018":{"#nid":"55018","#data":{"type":"event","title":"Statistics in Service to the Nation","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u0026nbsp;\u0026nbsp; \u003C\/strong\u003EStatistics in Service to the Nation\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E Professor Stephen Fienberg\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EAll too often academic statisticians think of their role as the\nproduction of new theory and methods.\u0026nbsp; But at least as important is the\nrole we can fulfill in support national\u0026nbsp; activities and projects\nrequiring statistical insights and rigor. Many (but far from all) of\nthese are based at the National Research Council and its committees and\npanels.\u0026nbsp; I will illustrate the value and creativity of statistical\nthinking in a diverse set of projects that span the past half\ncentury---from the \u0022National Halothane Study\u0022 through \u0022The Polygraph and\nLie Detection.\u0022\u0026nbsp; A crucial feature of several of these activities has\nbeen the impetus for development of new research.\u0026nbsp; I will also emphasize\nthe role I believe statisticians\u0026nbsp; should be playing in such activities\nin the future.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003E\u003Cbr \/\u003EStatistics in Service to the Nation\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"Statistics in Service to the Nation"}],"uid":"27187","created_gmt":"2010-03-19 08:10:23","changed_gmt":"2016-10-08 01:51:05","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-04-02T12:00:00-04:00","event_time_end":"2010-04-02T13:00:00-04:00","event_time_end_last":"2010-04-02T13:00:00-04:00","gmt_time_start":"2010-04-02 16:00:00","gmt_time_end":"2010-04-02 17:00:00","gmt_time_end_last":"2010-04-02 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"54999":{"#nid":"54999","#data":{"type":"event","title":"BIC Applied to Model Selection of a Large Number of Change-points","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E BIC Applied to Model Selection of a Large Number of Change-points\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E Professor David Siegmund\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EIn a previous paper (Biometrics, 2006, pp. 22-32) we derived a Bayes Information Criterion (BIC) for determining the number of change-points in a sequence of independent\nobservations when the number $m$ of change-points is assumed to remain bounded as the number of observations increases. Here we generalize that result to include multiple aligned sequences with intervals of simultaneous change that occur in a fraction of the sequences and a total number of of change-points $m$ that can increase with the sample size; and we include in the criterion terms that increase at rate $m$. Stochastic terms that enter into the new criterion involve integrals and maxima of two-sided Brownian motion \nwith negative drift. Examples involve segmenting aligned DNA sequences according to copy number variations that occur at the same position in a fraction of the sequences.\n\u003Cbr \/\u003EThis is joint research with N. Zhang.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003EBIC Applied to Model Selection of a Large Number of Change-points\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"BIC Applied to Model Selection of a Large Number of Change-points"}],"uid":"27187","created_gmt":"2010-03-18 10:56:54","changed_gmt":"2016-10-08 01:51:05","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-04-07T13:00:00-04:00","event_time_end":"2010-04-07T14:00:00-04:00","event_time_end_last":"2010-04-07T14:00:00-04:00","gmt_time_start":"2010-04-07 17:00:00","gmt_time_end":"2010-04-07 18:00:00","gmt_time_end_last":"2010-04-07 18:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"54706":{"#nid":"54706","#data":{"type":"event","title":"Designing compact and maximally permissive liveness-enforcing supervisors for complex resource allocation systems through classi","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E Designing compact\nand maximally permissive liveness-enforcing supervisors for complex resource\nallocation systems through classification theory\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E Professor Spiridon Reveliotis\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EThe problem\nof liveness-enforcing supervision -- or, deadlock avoidance -- for complex\nresource allocation systems (RAS) is a well-documented problem in supervisory\ncontrol theory. Most of the past research on it has acknowledged the fact that\nthe maximally permissive liveness-enforcing supervisor (LES) possesses\nsuper-polynomial complexity for most RAS classes, and therefore, it has\nresorted to solutions that trade off maximal permissiveness for computational\ntractability. In the presented work, we distinguish between the\n\u0022off-line\u0022 and the \u0022on-line\u0022 computation that is required\nfor the effective implementation of the maximally permissive LES, and we seek to\ndevelop representations of the maximally permissive LES that require\n\u0022minimal\u0022 on-line computation. \u003Cbr \/\u003E\n\u003Cbr \/\u003E\nThe particular representation that we adopt is that of a compact classifier\nthat will effect the underlying dichotomy of the reachable state space into safe\nand unsafe subspaces. Through a series of reductions of the derived\nclassification problem, we are able to attain extensive reductions in, both,\n(i) the computational complexity of the off-line task of the construction of\nthe sought classifier, and (ii) the complexity involved in the on-line\nclassification process itself. We formally establish completeness and\noptimality properties for the proposed design procedures. We also offer\nheuristics that, if necessary, can alleviate the computational effort that is\nnecessary for the construction of the sought classifier. Finally, we\ndemonstrate the efficacy of the developed approaches through a series of\ncomputational experiments. To the best of our knowledge, these experiments also\nestablish the ability of the proposed methodology to effectively compute\ntractable implementations of the maximally permissive LES for problem instances\nsignificantly beyond the capacity of any other approach currently available in\nthe literature.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003EDesigning compact\nand maximally permissive liveness-enforcing supervisors for complex resource\nallocation systems through classification theory\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"Designing compact and maximally permissive liveness-enforcing supervisors for complex resource allocation systems through classification theory"}],"uid":"27187","created_gmt":"2010-03-01 12:04:03","changed_gmt":"2016-10-08 01:50:57","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-03-05T11:00:00-05:00","event_time_end":"2010-03-05T12:00:00-05:00","event_time_end_last":"2010-03-05T12:00:00-05:00","gmt_time_start":"2010-03-05 16:00:00","gmt_time_end":"2010-03-05 17:00:00","gmt_time_end_last":"2010-03-05 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":["free_food"],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"54775":{"#nid":"54775","#data":{"type":"event","title":"Mean-variance portfolio optimization when means and covariances are unknown","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E Mean-variance portfolio optimization when means and covariances\nare unknown\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E Dr. Haipeng Xin\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EMarkowitz\u0027s celebrated mean-variance portfolio optimization theory\nassumes that the means and covariances of the underlying asset returns\nare known. In practice, they are unknown and have to be estimated from\nhistorical data. Plugging the estimates into the efficient frontier\n\u003Cbr \/\u003Ethat assumes known parameters has led to portfolios that may perform\npoorly and have counter-intuitive asset allocation weights; this has been\nreferred to as the ``Markowitz optimization enigma.\u0027\u0027 After reviewing\ndifferent approaches in the literature to address these difficulties, we\nexplain the root cause of the enigma and propose a new approach to resolve\n\u003Cbr \/\u003Eit. Not only is the new approach shown to provide substantial\nimprovements over previous methods, but it also allows flexible modeling\nto incorporate dynamic features and fundamental analysis of the training\nsample of historical data, as illustrated in simulation and empirical studies. \nThis is a joint work with Tze Leung Lai (Stanford University) and Zehao Chen \n(Bosera Funds).\n\u003Cbr \/\u003E\n\u003Cbr \/\u003EShort bio: Haipeng Xing graduated from the Department of Statistics at Stanford \nUniversity at 2005, and then jointed the Department of Statistics at Columbia \nUniversity. In 2008, he moved the Department of Applied Maths and Statistics at \nSUNY, Stony Brook. His research interests include financial econometrics and \nengineering, time series modeling and adaptive control, and change-point \nproblems.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003EMean-variance portfolio optimization when means and covariances\nare unknown\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"Mean-variance portfolio optimization when means and covariances are unknown"}],"uid":"27187","created_gmt":"2010-03-04 12:15:48","changed_gmt":"2016-10-08 01:50:57","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-03-05T12:00:00-05:00","event_time_end":"2010-03-05T13:00:00-05:00","event_time_end_last":"2010-03-05T13:00:00-05:00","gmt_time_start":"2010-03-05 17:00:00","gmt_time_end":"2010-03-05 18:00:00","gmt_time_end_last":"2010-03-05 18:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"54801":{"#nid":"54801","#data":{"type":"event","title":"Likelihood Ratio Methods for Outbreak Detection in Spatial and Spatiotemporal Surveillance","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E Likelihood Ratio Methods for Outbreak Detection in Spatial and \nSpatiotemporal Surveillance\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E Prof. Kwok Tsui\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EFor public health surveillance, timely detection of a rate \nincrease in disease incidence is very important. This talks reviews some \npopular methods for temporal surveillance and proposes a general \nframework for spatial and spatiotemporal surveillance based onlikelihood \nratio statistics over windows of tests. We show that the CUSUM and other \npopular likelihood ratio statistics are special cases under such a \ngeneral framework. We compare the efficiency of these surveillance \nmethods in spatial and spatiotemporal cases for detecting clusters of \nincidence using both Monte Carlo simulations and a real example.\u0026nbsp; We \nwill also discuss the generalization of weighted likelihood ratio tests \nfor detecting different shift magnitudes under homogeneous and \nnon-homogeneous populations.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003ELikelihood Ratio Methods for Outbreak Detection in Spatial and \nSpatiotemporal Surveillance\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"Likelihood Ratio Methods for Outbreak Detection in Spatial and Spatiotemporal Surveillance"}],"uid":"27187","created_gmt":"2010-03-08 10:29:10","changed_gmt":"2016-10-08 01:50:57","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-03-09T10:00:00-05:00","event_time_end":"2010-03-09T11:00:00-05:00","event_time_end_last":"2010-03-09T11:00:00-05:00","gmt_time_start":"2010-03-09 15:00:00","gmt_time_end":"2010-03-09 16:00:00","gmt_time_end_last":"2010-03-09 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"54803":{"#nid":"54803","#data":{"type":"event","title":"Manifold Learning: Discovering Nonlinear Variation Patterns in Complex Data Sets","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E Manifold Learning: Discovering Nonlinear Variation Patterns in \nComplex Data Sets\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E Professor Daniel Apley\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EIn statistical analysis and data mining of multivariate data sets, many \nproblems can be viewed as discovering variation patterns in a set of N \nobservations of n variables. The term \u0022variation pattern\u0022 refers to the \nstructured, interdependent manner in which the n variables may vary over \nthe N observations. In a very general mathematical representation we \nview each multivariate observation as a vector in n-dimensional space. \nThen over the set of N observations, we assume the data consist of a \nstructured component plus noise, where the structured component lies on \na p-dimensional manifold with\np \u0026lt;\u0026lt; n. The objective is to learn, or discover, the manifold based only \non the set of data, with no prior knowledge of what to expect. Discovery \nof the manifold is useful in many different contexts:\u0026nbsp; Denoising noisy \nimages and other multivariate data; dimensionality reduction of large \ndata sets; extraction of important features for enhancing subsequent \nanalyses; exploratory analyses for identifying and understanding \nrelationships between variables; etc. In this talk, I will discuss the \nmanifold learning problem, applications, and algorithms. Linear \nstructured manifolds can be easily discovered with standard principal \ncomponents and factor analyses. Consequently, this talk will focus on \ndiscovering nonlinear manifolds, which is a much more challenging and \nnuanced problem.\u003C\/p\u003E\u003Cp\u003EBio:\u0026nbsp; Daniel W. Apley is an Associate Professor of Industrial Engineering \u0026amp; \nManagement Sciences at Northwestern University. His research interests \nlie at the interface of engineering modeling, statistical analysis, and \ndata mining, with particular emphasis on manufacturing variation \nreduction applications in which very large amounts of data are \navailable. His research has been supported by numerous industries and \ngovernment agencies. He received the NSF CAREER award in 2001, the IIE \nTransactions Best Paper Award in 2003, and the Wilcoxon Prize for best \npractical application paper appearing in Technometrics in 2008. He \ncurrently serves as Editor-in-Chief for the Journal of Quality \nTechnology and has served as Chair of the Quality, Statistics \u0026amp; \nReliability Section of INFORMS, Director of the Manufacturing and Design \nEngineering Program at Northwestern, and Associate Editor for \nTechnometrics.\u003C\/p\u003E\u003Cp\u003E\u0026nbsp;\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003EManifold Learning: Discovering Nonlinear Variation Patterns in \nComplex Data Sets\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"Manifold Learning: Discovering Nonlinear Variation Patterns in Complex Data Sets"}],"uid":"27187","created_gmt":"2010-03-08 11:19:09","changed_gmt":"2016-10-08 01:50:57","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-03-12T11:00:00-05:00","event_time_end":"2010-03-12T12:00:00-05:00","event_time_end_last":"2010-03-12T12:00:00-05:00","gmt_time_start":"2010-03-12 16:00:00","gmt_time_end":"2010-03-12 17:00:00","gmt_time_end_last":"2010-03-12 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"53763":{"#nid":"53763","#data":{"type":"event","title":"Modeling of Travelocity\u0027s On-line Travel Distribution Business","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITE:\u003C\/strong\u003E Modeling of Travelocity\u0027s On-line Travel Distribution Business\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E Barry Smith\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EBeginning in 2002,\nTravelocity and the Sabre Research Group collaborated \u0026nbsp;to develop the\nEnterprise Network Model (ENM). \u0026nbsp;The ENM combines discrete choice\ncustomer modeling with simulation and large-scale optimization to\nimprove Travelocity\u0027s management of its on-line travel distribution\nbusiness. \u0026nbsp;The ENM helped Travelocity become a more effective retailer\nand contributed $43 million per year to Travelocity\u0027s bottom line.\n\u0026nbsp;This project was recognized in 2005 as an Edelman competition finalist.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Modeling of Travelocity\u0027s On-line Travel Distribution Business","format":"limited_html"}],"field_summary_sentence":[{"value":"Modeling of Travelocity\u0027s On-line Travel Distribution Business"}],"uid":"27187","created_gmt":"2010-02-18 13:04:39","changed_gmt":"2016-10-08 01:50:42","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-02-24T15:00:00-05:00","event_time_end":"2010-02-24T16:00:00-05:00","event_time_end_last":"2010-02-24T16:00:00-05:00","gmt_time_start":"2010-02-24 20:00:00","gmt_time_end":"2010-02-24 21:00:00","gmt_time_end_last":"2010-02-24 21:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"53731":{"#nid":"53731","#data":{"type":"event","title":"Mean-variance portfolio optimization when means and covariances  are unknown","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E Mean-variance portfolio optimization when means and covariances are unknown\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E Haipeng Xing\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EMarkowitz\u0027s celebrated mean-variance portfolio optimization theory\nassumes that the means and covariances of the underlying asset returns\nare known. In practice, they are unknown and have to be estimated from\nhistorical data. Plugging the estimates into the efficient frontier\nthat assumes known parameters has led to portfolios that may perform\npoorly and have counter-intuitive asset allocation weights; this has been\nreferred to as the \u0022Markowitz optimization enigma.\u0027\u0027\u0026nbsp; After reviewing\ndifferent approaches in the literature to address these difficulties, we\nexplain the root cause of the enigma and propose a new approach to resolve\nit. Not only is the new approach shown to provide substantial\nimprovements over previous methods, but it also allows flexible modeling\nto incorporate dynamic features and fundamental analysis of the training\nsample of historical data, as illustrated in simulation and empirical studies. \nThis is a joint work with Tze Leung Lai (Stanford University) and Zehao Chen \n(Bosera Funds).\u003C\/p\u003E\u003Cp\u003EShort bio: Haipeng Xing graduated from the Department of Statistics at Stanford \nUniversity at 2005, and then jointed the Department of Statistics at Columbia \nUniversity. In 2008, he moved the Department of Applied Maths and Statistics at \nSUNY, Stony Brook. His research interests include financial econometrics and \nengineering, time series modeling and adaptive control, and change-point \nproblems.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Mean-variance portfolio optimization when means and covariances are unknown","format":"limited_html"}],"field_summary_sentence":[{"value":"Mean-variance portfolio optimization when means and covariances  are unknown"}],"uid":"27187","created_gmt":"2010-02-17 09:46:27","changed_gmt":"2016-10-08 01:50:42","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-02-26T10:00:00-05:00","event_time_end":"2010-02-26T11:00:00-05:00","event_time_end_last":"2010-02-26T11:00:00-05:00","gmt_time_start":"2010-02-26 15:00:00","gmt_time_end":"2010-02-26 16:00:00","gmt_time_end_last":"2010-02-26 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"53761":{"#nid":"53761","#data":{"type":"event","title":"Health Systems Reunion","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003EHealth Systems Reunion\u003C\/strong\u003E \u003Cbr \/\u003ESaturday, February 27, 2010, 6:30 PM to 9:30 PM \u003Cbr \/\u003E\u003Cbr \/\u003EHosted by Health Systems Institute \u003Cbr \/\u003E828 W Peachtree Street NE, Atlanta, GA \u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Health Systems Reunion","format":"limited_html"}],"field_summary_sentence":[{"value":"Health Systems Reunion"}],"uid":"27187","created_gmt":"2010-02-18 13:00:42","changed_gmt":"2016-10-08 01:50:42","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-02-27T17:30:00-05:00","event_time_end":"2010-02-27T20:30:00-05:00","event_time_end_last":"2010-02-27T20:30:00-05:00","gmt_time_start":"2010-02-27 22:30:00","gmt_time_end":"2010-02-28 01:30:00","gmt_time_end_last":"2010-02-28 01:30:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003ELauren Calvert\u0026nbsp; \u003Ca href=\u0022mailto:hsialumni@gmail.com\u0022\u003Ehsialumni@gmail.com\u003C\/a\u003E \u003C\/p\u003E\u003Cp\u003E\u0026nbsp;\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"52906":{"#nid":"52906","#data":{"type":"event","title":"Monitoring and Diagnosis of Complex Systems with Multi-stream High Dimensional Sensing Data","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E Monitoring and Diagnosis of Complex Systems with\nMulti-stream High Dimensional Sensing Data \u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E Dr. Qingyu Yang\u003Cstrong\u003E, \u003C\/strong\u003EResearch\nFellow\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EThe wide deployment and application of distributed sensing and computer\nsystems have resulted in multi-stream sensing data leading to both temporally\nand spatially dense data-rich environments, which provides unprecedented\nopportunities for improving operations of complex systems in both manufacturing\nand healthcare applications. However, it also brings out new research\nchallenges on data analysis due to high-dimensional and complex\ntemporal-spatial correlated data structure. In this talk, as an example of my\nresearch work, I will discuss a critical research issue on how to separate\nimmeasurable embedded individual source signals from indirect mixed sensor\nmeasurements. In this research, a hybrid analysis method is proposed by\nintegrating Independent Component Analysis and Sparse Component Analysis. The\nproposed method can efficiently estimate individual source signals that include\nboth independent signals and dependent signals which have dominant components in\nthe time or linear transform domains. With source signals identified, it is\nfeasible to monitor each source signal directly and provide explicit diagnostic\ninformation. \u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EBio:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EDr. Qingyu Yang is currently a postdoctoral research fellow with the\nDepartment of Industrial \u0026amp; Operations Engineering at the University of\nMichigan-Ann Arbor. He received a M.S. degree in Statistics and a Ph.D. degree\nin Industrial Engineering from the University\n of Iowa in 2007 and 2008,\nrespectively. He also held a B.S. degree in Automatic Control (2000) and a M.S.\ndegree in Intelligent System (2003) from the University\nof Science and Technology University\nof China (USTC, China).\nHis research interests include distributed sensor system, information system,\nand applied statistics. He was the recipient of the Best Paper Award from \u003Cem\u003EIndustrial\nEngineering Research Conference\u003C\/em\u003E (IERC) 2009.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Monitoring and Diagnosis of Complex Systems with Multi-stream High Dimensional Sensing Data","format":"limited_html"}],"field_summary_sentence":[{"value":"Monitoring and Diagnosis of Complex Systems with Multi-stream High Dimensional Sensing Data"}],"uid":"27187","created_gmt":"2010-02-15 11:01:22","changed_gmt":"2016-10-08 01:50:17","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-02-19T11:00:00-05:00","event_time_end":"2010-02-19T12:00:00-05:00","event_time_end_last":"2010-02-19T12:00:00-05:00","gmt_time_start":"2010-02-19 16:00:00","gmt_time_end":"2010-02-19 17:00:00","gmt_time_end_last":"2010-02-19 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":["free_food"],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[{"id":"167318","name":"sensor"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"50810":{"#nid":"50810","#data":{"type":"event","title":"Op Ed by Ozlem Ergun, Pinar Keskinocak, and Julie Swann In Atlanta Journal \u0026 Constitution","body":[{"value":"\u003Cp\u003EThe earthquake in Haiti, tsunami in Indonesia, and Hurricane\nKatrina are all events that inspire us to help. In a rush of support, we make\ndonations and expect quick results. With frustration, however, we see that\nthere is a gap between the event and when supplies actually reach people in\nneed. Why? In the case of Haiti, the infrastructure was completely destroyed.\nThe main port and airport were not operational for the first 48 hours, making it\nimpossible for aid to enter the country. Once the airport\u2019s runway was\noperational, there was chaos prioritizing which planes should land. Even after\naid was on land, debris blocked roads with no available equipment to clear\nthem. This is the conundrum that\u2019s plaguing relief workers and frustrating and\nconfusing those donating money for recovery\u0026nbsp; To read full text, click on link below:\u003Cbr \/\u003E\n\u003Ca href=\u0022http:\/\/www.ajc.com\/opinion\/logistics-ignored-in-disaster-289549.html\u0022\u003Ehttp:\/\/www.ajc.com\/opinion\/logistics-ignored-in-disaster-289549.html\u003C\/a\u003E\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Op Ed by ISyE professors Ozlem Ergun, Pinar Keskinocak, and Julie Swann appears in Atlanta Journal \u0026amp; Constitution","format":"limited_html"}],"field_summary_sentence":[{"value":"Op Ed by Ozlem Ergun, Pinar Keskinocak, and Julie Swann In Atlanta Journal \u0026 Constitution"}],"uid":"27328","created_gmt":"2010-02-03 14:22:22","changed_gmt":"2016-10-08 01:49:35","author":"Edie Cohen","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-02-02T23:00:00-05:00","event_time_end":"2010-02-02T23:00:00-05:00","event_time_end_last":"2010-02-02T23:00:00-05:00","gmt_time_start":"2010-02-03 04:00:00","gmt_time_end":"2010-02-03 04:00:00","gmt_time_end_last":"2010-02-03 04:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[{"id":"1240","name":"humanitarian logistics"},{"id":"426","name":"isye"},{"id":"1237","name":"Julie Swann"},{"id":"1238","name":"Ozlem Ergun"},{"id":"1239","name":"Pinar Keskinocak"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003E\u003Ca href=\u0022mailto:barbara.christopher@isye.gatech.edu\u0022\u003EBarbara Christopher\n\u003C\/a\u003E\u003C\/p\u003E\u003Cp\u003EStewart School of Industrial and Systems Engineering\n\u003C\/p\u003E\u003Cp\u003E404.385.3102\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"50238":{"#nid":"50238","#data":{"type":"event","title":"A probabilistic comparison of split, triangle and quadrilateral cuts for two row mix-integer programs","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE: \u003C\/strong\u003EA probabilistic comparison of split, triangle and quadrilateral cuts for two row mix-integer programs\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E Qie He\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EDespite the elegant theory of cuts for mixed-integer programs with two rows and two integer variables derived from triangle and quadrilateral integer-free bodies, there has been only limited computational evidence that these cuts are capable of giving better results than those derived from simple splits, i.e. Gomory cuts which are derived from a single row. In this paper, we show that under a certain probabilistic model, a cut coefficient derived from a simple split is likely to be stronger than that derived from a triangle and as strong as that derived from a quadrilateral. Furthermore, we use our probabilistic model to compare the volume cut off from the linear relaxation by a split cut and a type 1 triangle cut. We empirically demonstrate that the probability that the split cut cuts off more volume than the triangle cut is quite high when the number of continuous variables is large.\u003Cbr \/\u003E\u003Cbr \/\u003EThis is a joint work with Shabbir Ahmed and George Nemhauser.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"A probabilistic comparison of split, triangle and quadrilateral cuts for two row mix-integer programs","format":"limited_html"}],"field_summary_sentence":[{"value":"A probabilistic comparison of split, triangle and quadrilateral cuts for two row mix-integer programs"}],"uid":"27187","created_gmt":"2010-01-28 15:29:49","changed_gmt":"2016-10-08 01:49:35","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-02-03T12:30:00-05:00","event_time_end":"2010-02-03T13:30:00-05:00","event_time_end_last":"2010-02-03T13:30:00-05:00","gmt_time_start":"2010-02-03 17:30:00","gmt_time_end":"2010-02-03 18:30:00","gmt_time_end_last":"2010-02-03 18:30:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[{"id":"2961","name":"probabilistic"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"50241":{"#nid":"50241","#data":{"type":"event","title":"Partial Correlation Estimation by Joint Sparse Regression Models","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E Partial Correlation Estimation by Joint Sparse Regression Models\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E Ji Zhu\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EIn this talk, we propose a computationally efficient approach for selecting non-zero partial correlations under the high-dimension-low-sample-size setting. This method assumes the overall sparsity of the partial correlation matrix and employs sparse regression techniques for model fitting. We illustrate the performance of our method by extensive simulation studies. It is shown that our method performs well in both non-zero partial correlation selection and the identification of hub variables, and also outperforms two existing methods. We then apply our method to a microarray breast cancer data set and identify a set of \u0022hub genes\u0022 which may provide important insights on genetic regulatory networks. Finally, we prove that, under a set of suitable assumptions, the proposed procedure is asymptotically consistent in terms of model selection and parameter estimation. This is joint work with Jie Peng, Pei Wang and Nengfeng Zhou.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Partial Correlation Estimation by Joint Sparse Regression Models","format":"limited_html"}],"field_summary_sentence":[{"value":"Partial Correlation Estimation by Joint Sparse Regression Models"}],"uid":"27187","created_gmt":"2010-01-28 15:45:29","changed_gmt":"2016-10-08 01:49:35","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-02-04T10:00:00-05:00","event_time_end":"2010-02-04T11:00:00-05:00","event_time_end_last":"2010-02-04T11:00:00-05:00","gmt_time_start":"2010-02-04 15:00:00","gmt_time_end":"2010-02-04 16:00:00","gmt_time_end_last":"2010-02-04 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"50240":{"#nid":"50240","#data":{"type":"event","title":"Equivalency of Accelerated Life Testing Plans under Different Stress Loadings","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E Equivalency of\nAccelerated Life Testing Plans under Different Stress Loadings\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E Professor\nE. A. Elsayed\u003C\/p\u003E\n\n\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EAccelerated Life\nTesting (ALT) is designed and conducted to obtain failure observations in a\nshort time by subjecting test units to severer than normal operating conditions\nand use the data for reliability prediction. Many types of stress loadings such\nas constant-stress, step-stress and cyclic-stress can be utilized when\nconducting ALT. Extensive research has been conducted on the analysis of ALT\ndata obtained under constant stress loading. However, the equivalency of ALT\nexperiments involving different stress loadings has not been investigated. In\nthis paper, we provide definitions for the equivalency of test plans, general\nequivalent ALT plans and some special types of equivalent ALT plans are explored.\nFor demonstration, a constant-stress ALT and a ramp-stress ALT for miniature\nlamps are presented and their equivalency is investigated.\u003C\/p\u003E\u003Cp\u003E\u0026nbsp;\u003C\/p\u003E\u003Cp\u003E\u0026nbsp;\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Equivalency of Accelerated Life Testing Plans under Different Stress Loadings","format":"limited_html"}],"field_summary_sentence":[{"value":"Equivalency of Accelerated Life Testing Plans under Different Stress Loadings"}],"uid":"27187","created_gmt":"2010-01-28 15:40:12","changed_gmt":"2016-10-08 01:49:35","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-02-05T11:00:00-05:00","event_time_end":"2010-02-05T12:00:00-05:00","event_time_end_last":"2010-02-05T12:00:00-05:00","gmt_time_start":"2010-02-05 16:00:00","gmt_time_end":"2010-02-05 17:00:00","gmt_time_end_last":"2010-02-05 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":["free_food"],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[{"id":"8338","name":"ALT"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"50802":{"#nid":"50802","#data":{"type":"event","title":"Adversarial Risk Analysis:  Games and Auctions","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E Adversarial Risk Analysis: \u0026nbsp;Games and Auctions\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E David Banks\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EClassical game theory has been an unreasonable description for human\nbehavior, and traditional analyses make strong assumptions about common\nknowledge and fixed payoffs. \u0026nbsp;Classical risk analysis has assumed that\nthe opponent is non-adversarial (i.e., \u0022Nature\u0022) and thus is\ninapplicable to many situations. \u0026nbsp;This work explores Bayesian\napproaches to adversarial risk analysis, in which each opponent must\nmodel the decision process of the other, but there is the opportunity\nto use human judgment and subjective distributions. \u0026nbsp;The approach is\nillustrated in the analysis of two important applications: \u0026nbsp;sealed bid\nauctions and simple poker; some related work on counterbioterrorism is\nalso covered. \u0026nbsp;The results in these three applications are\ninterestingly different from those found in previous work.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Adversarial Risk Analysis:  Games and Auctions","format":"limited_html"}],"field_summary_sentence":[{"value":"Adversarial Risk Analysis:  Games and Auctions"}],"uid":"27187","created_gmt":"2010-02-03 12:20:11","changed_gmt":"2016-10-08 01:49:35","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-02-11T11:00:00-05:00","event_time_end":"2010-02-11T12:00:00-05:00","event_time_end_last":"2010-02-11T12:00:00-05:00","gmt_time_start":"2010-02-11 16:00:00","gmt_time_end":"2010-02-11 17:00:00","gmt_time_end_last":"2010-02-11 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[{"id":"6020","name":"classical"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"50804":{"#nid":"50804","#data":{"type":"event","title":"A Sparse Signomial Model for Classification and Regression","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E A Sparse Signomial Model for Classification and\nRegression\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E Professor Myong K. (MK) Jeong\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003ESupport Vector Machine\n(SVM) is one of the most popular data mining tools for solving classification\nand regression problems. Due to its high prediction accuracy, SVM has been\nsuccessfully used in various fields. However, SVM has the following drawbacks.\u0026nbsp; First, it is not easy to\nget an explicit description of the discrimination (or regression) function in\nthe original input space and to make a variable selection decision in the input\nspace. Second, depending on the magnitude and numeric range of the given data\npoints, the resulting kernel matrices may be ill-conditioned, so learning\nalgorithms may be suffered from numerical instability even though data scaling\ngenerally helps to handle this kind of issues but may not be always effective.\nThird, the selection of an appropriate kernel type and its parameters can be\ncomplex while the performance of the resulting functions is heavily influenced.\u003C\/p\u003E\n\n\u003Cp\u003ETo overcome these\ndrawbacks, this talk presents the sparse\nsignomial classification and regression (SSCR) model. SSCR seek a sparse\nsignomial function by solving a linear program to minimize the weighted sum of\nthe \u003Cem\u003E\u2113\u003C\/em\u003E1-norm of the coefficient vector of the function and the \u003Cem\u003E\u2113\u003C\/em\u003E1-norm\nof violation (or loss) caused by the function. SSCR can explorevery high\ndemensional feature spaces with less sensitivity to numerical values or numeric\nranges of the given data. Moreover, this method give an explicit description of\nthe resulting function in the original input space, which can be used for\nprediction purposes as well as interpretation purposes. We present a practical\nimplementation of SSCR based on the column generation and explore some\ntheoretical properties of the proposed formulation. Computational study shows\nthat SSCR is competitive or even better performance compared to other widely\nused learning methods for classification and regression.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"A Sparse Signomial Model for Classification and Regression","format":"limited_html"}],"field_summary_sentence":[{"value":"A Sparse Signomial Model for Classification and Regression"}],"uid":"27187","created_gmt":"2010-02-03 12:30:18","changed_gmt":"2016-10-08 01:49:35","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-02-12T11:00:00-05:00","event_time_end":"2010-02-12T12:00:00-05:00","event_time_end_last":"2010-02-12T12:00:00-05:00","gmt_time_start":"2010-02-12 16:00:00","gmt_time_end":"2010-02-12 17:00:00","gmt_time_end_last":"2010-02-12 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":["free_food"],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[{"id":"167314","name":"SSCR"},{"id":"167315","name":"SVM"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"50759":{"#nid":"50759","#data":{"type":"event","title":"Dynamic policies to learn and earn in a customized pricing context","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E Dynamic policies to learn and earn in a customized pricing context\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E J. Michael Harrison\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EMotivated\nby applications in financial services, we consider the following customized\npricing problem.\u0026nbsp; A seller of some good\nor service (like auto loans or small business loans) confronts a sequence of\npotential customers numbered 1, 2, \u2026 , \u003Cem\u003ET\u003C\/em\u003E.\u0026nbsp; These customers are drawn at random from a\npopulation characterized by a price-response function r(\u003Cem\u003Ep\u003C\/em\u003E).\u0026nbsp; That is, if the seller offers price \u003Cem\u003Ep\u003C\/em\u003E, then the probability of a successful\nsale is r(\u003Cem\u003Ep\u003C\/em\u003E).\u0026nbsp; The profit realized from\na successful sale is p(\u003Cem\u003Ep\u003C\/em\u003E) = \u003Cem\u003Ep \u003C\/em\u003E\u2013 \u003Cem\u003Ec\u003C\/em\u003E, where \u003Cem\u003Ec\u003C\/em\u003E \u0026gt; 0 is known.\u0026nbsp; \u003C\/p\u003E\n\n\u003Cp\u003E\u0026nbsp;If\nthe price-response function r(\u00d7) were also known, then\nthe problem of finding a price \u003Cem\u003Ep\u003C\/em\u003E* to\nmaximize r(\u003Cem\u003Ep\u003C\/em\u003E)p(\u003Cem\u003Ep\u003C\/em\u003E) would be simple, and the\nseller would offer price \u003Cem\u003Ep\u003C\/em\u003E* to each\nof the \u003Cem\u003ET\u003C\/em\u003E customers.\u0026nbsp; We consider the more complicated case where r(\u00d7) is fixed but initially unknown: roughly speaking, the seller wants to\nchoose prices sequentially so as to maximize the total profit earned from the \u003Cem\u003ET\u003C\/em\u003E potential customers; each successive\nchoice involves a trade-off between refined estimation of the unknown\nprice-response function (learning) and immediate profit (earning).\u003C\/p\u003E\n\n\u003Cp\u003E\u0026nbsp;*\nJoint work with Bora Keskin and Assaf Zeevi\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Dynamic policies to learn and earn in a customized pricing context","format":"limited_html"}],"field_summary_sentence":[{"value":"Dynamic policies to learn and earn in a customized pricing context"}],"uid":"27187","created_gmt":"2010-02-01 11:58:58","changed_gmt":"2016-10-08 01:49:35","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-02-18T10:00:00-05:00","event_time_end":"2010-02-18T11:00:00-05:00","event_time_end_last":"2010-02-18T11:00:00-05:00","gmt_time_start":"2010-02-18 15:00:00","gmt_time_end":"2010-02-18 16:00:00","gmt_time_end_last":"2010-02-18 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[{"id":"2498","name":"profit"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"49035":{"#nid":"49035","#data":{"type":"event","title":"Cutting planes: A convex analysis perspective","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E Cutting planes: A convex analysis perspective\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E Dr. Gerard Cornuejols\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003Ehis talk will be based on joint work with Borozan, Basu,\nConforti and Zambelli. We extend a theorem of Lovasz characterizing\nmaximal lattice-free convex sets. This result has implications in integer\nprogramming. In particular we show a ono-to-one correspondance between\nthese sets and minimal inequalities.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Cutting planes: A convex analysis perspective","format":"limited_html"}],"field_summary_sentence":[{"value":"Cutting planes: A convex analysis perspective"}],"uid":"27187","created_gmt":"2010-01-20 14:50:32","changed_gmt":"2016-10-08 01:49:32","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-03-02T10:00:00-05:00","event_time_end":"2010-03-02T11:00:00-05:00","event_time_end_last":"2010-03-02T11:00:00-05:00","gmt_time_start":"2010-03-02 15:00:00","gmt_time_end":"2010-03-02 16:00:00","gmt_time_end_last":"2010-03-02 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"48995":{"#nid":"48995","#data":{"type":"event","title":"Terror Queues","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E Terror Queues\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E Professor Edward Kaplan\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EThis article presents the first model developed\nspecifically for understanding the infiltration and interdiction of ongoing\nterror plots by undercover intelligence agents, and does so via novel\napplication of ideas from queueing theory and Markov population processes. The\nresulting \u0022terror queue\u0022 models predict the number of undetected\nterror threats in an area from agent activity\/utilization data, and also\nestimate the rate with which such threats can be interdicted.\u0026nbsp; The models\ntreat terror plots as customers and intelligence agents as servers. Agents\nspend all of their time either detecting and infiltrating new terror plots (in\nwhich case they are \u0022available\u0022), or interdicting already detected\nterror plots (in which case they are \u0022busy\u0022). Initially we examine a\nMarkov model assuming that intelligence agents, while unable to detect all\nplots, never err by falsely detecting fake plots.\u0026nbsp; While this model can be\nsolved numerically, a simpler Ornstein-Uhlenbeck diffusion approximation yields\nsome results in closed form while providing nearly identical numerical\nperformance.\u0026nbsp; The transient behavior of the terror queue model is\ndiscussed briefly along with a sample sensitivity analysis to study how model\npredictions compare to simulated results when using estimated versus known\nterror plot arrival rates. The diffusion model is then extended to allow for\nthe false detection of fake plots. Such false detection is a real feature of\ncounterterror intelligence given that intelligence agents or informants can\nmake mistakes, as well as the proclivity of terrorists to deliberately\nbroadcast false information. The false detection model is illustrated using\nsuicide bombing data from Israel.\n\n\u003C\/p\u003E\u003Cp\u003E\u0026nbsp;\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Terror Queues","format":"limited_html"}],"field_summary_sentence":[{"value":"Terror Queues"}],"uid":"27187","created_gmt":"2010-01-19 10:15:21","changed_gmt":"2016-10-08 01:49:32","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-03-03T10:00:00-05:00","event_time_end":"2010-03-03T11:00:00-05:00","event_time_end_last":"2010-03-03T11:00:00-05:00","gmt_time_start":"2010-03-03 15:00:00","gmt_time_end":"2010-03-03 16:00:00","gmt_time_end_last":"2010-03-03 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[{"id":"5227","name":"Markov"},{"id":"8263","name":"terror"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"48979":{"#nid":"48979","#data":{"type":"event","title":"Communication Based Train Control (CBTC) System and Future Cyber-Physical Rail Systems","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE: \u003C\/strong\u003ECommunication Based Train Control (CBTC) System and Future Cyber-Physical Rail Systems\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER: \u003C\/strong\u003EDr. Tao Tang\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EThe global\ndemand for rail services continues to outpace the available capacity and the infrastructure.\u0026nbsp; At the\nmeantime, aging systems and traditional business practices provide significant limitations to effectively address these challenges.\nIn order to accommodate the significant increase of demands in rail services,\nit is important to increase the capacity of the railway network. \u0026nbsp;Another paramount issue in rail service is the\nsafety \u2013 It is essential to design and operate a system that can provide\nreliable and efficient communication and control of railway signals and\neliminate any potential dangers in the system.\u0026nbsp;\n\u003C\/p\u003E\n\n\u003Cp\u003E\u0026nbsp;The Communication Based Train Control (CBTC) system uses radio signal to transmit real time control\ninformation between the\ntrain and the wayside. With the help of the CBTC system,\nthe train will continually monitor its position and operation status, which\nsignificantly improves the dependability and increases\nthe capacity of a railway network. Currently, the CBTC system has been adopted by\nmore and more railway networks in the world. \u0026nbsp;A Cyber-Physical Rail Systems based on CBTC, with more enhanced\ninformation collection, Internet-based communications, and safety and\nefficiency improvement, will be the future trend in the railway system\ncommunication and safety.\u0026nbsp; \u003C\/p\u003E\n\n\u003Cp\u003E\u0026nbsp;This presentation will introduce some key technologies in the CBTC\nsystem. The\u0026nbsp; framework, research challenges, and\nopportunities of cyber-physical rail system will be discussed also.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Communication Based Train Control (CBTC) System and Future Cyber-Physical Rail Systems","format":"limited_html"}],"field_summary_sentence":[{"value":"Communication Based Train Control (CBTC) System and Future Cyber-Physical Rail Systems"}],"uid":"27187","created_gmt":"2010-01-14 10:35:51","changed_gmt":"2016-10-08 01:49:32","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-01-15T11:00:00-05:00","event_time_end":"2010-01-15T12:00:00-05:00","event_time_end_last":"2010-01-15T12:00:00-05:00","gmt_time_start":"2010-01-15 16:00:00","gmt_time_end":"2010-01-15 17:00:00","gmt_time_end_last":"2010-01-15 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":["free_food"],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[{"id":"8250","name":"CBTC"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"48994":{"#nid":"48994","#data":{"type":"event","title":"Stochastic dynamic predictions using Gaussian process models  for nanoparticle synthesis","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE: \u003C\/strong\u003EStochastic dynamic predictions using Gaussian process models for nanoparticle synthesis\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER: \u003C\/strong\u003EAndres Felipe Hernandez Moreno and Professor Martha Grover\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EGaussian process model is an empirical modeling approach that has been \nwidely applied in engineering for the approximation of deterministic \nfunctions, due its flexibility and ability to interpolate observed data. \nDespite its statistical properties, Gaussian process models (GPM) have \nnot been employed to describe the dynamics of stochastic complex system \nlike nanoscale phenomena. This presentation describes the methodology to \nconstruct approximate models for multivariate stochastic dynamic \nsimulations using GPM, combining ideas from design of experiments, \nspatial statistics and dynamic systems modeling. In particular, the \neffect of sampling strategies in the identification and prediction of \nthe GPM is analyzed in detailed. The methodology is applied in the \nprediction of a dynamic size distribution during the synthesis of \nplatinum nanoparticles under supercritical CO_2 conditions.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Stochastic dynamic predictions using Gaussian process models for nanoparticle synthesis","format":"limited_html"}],"field_summary_sentence":[{"value":"Stochastic dynamic predictions using Gaussian process models   for nanoparticle synthesis"}],"uid":"27187","created_gmt":"2010-01-19 10:08:27","changed_gmt":"2016-10-08 01:49:32","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-01-22T11:00:00-05:00","event_time_end":"2010-01-22T12:00:00-05:00","event_time_end_last":"2010-01-22T12:00:00-05:00","gmt_time_start":"2010-01-22 16:00:00","gmt_time_end":"2010-01-22 17:00:00","gmt_time_end_last":"2010-01-22 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":["free_food"],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[{"id":"8262","name":"GPM"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"49665":{"#nid":"49665","#data":{"type":"event","title":"Bahar Biller, Carnegie Mellon University","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ESpeaker\u003C\/strong\u003E\u003Cbr \/\u003E\nBahar Biller\u003Cbr \/\u003E\nTepper School of Business\u003Cbr \/\u003E\nCarnegie Mellon University\n\u003C\/p\u003E\n\u003Cp\u003E\u003Cstrong\u003EAbstract\u003C\/strong\u003E\u003Cbr \/\u003E\n(To be announced)\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"TBD","format":"limited_html"}],"field_summary_sentence":[{"value":"Bahar Biller, Carnegie Mellon University"}],"uid":"27318","created_gmt":"2010-03-09 14:32:45","changed_gmt":"2016-10-08 01:49:32","author":"Shuangchi He","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-03-09T10:00:00-05:00","event_time_end":"2010-03-09T11:00:00-05:00","event_time_end_last":"2010-03-09T11:00:00-05:00","gmt_time_start":"2010-03-09 15:00:00","gmt_time_end":"2010-03-09 16:00:00","gmt_time_end_last":"2010-03-09 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[{"id":"167145","name":"stochastics"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003E\u003Cstrong\u003EShuangchi He\u003C\/strong\u003E\u003Cbr \/\u003EH. Milton Stewart School of Industrial and Systems Engineering\u003Cbr \/\u003E\u003Ca href=\u0022http:\/\/www.gatech.edu\/contact\/index.html?id=she7\u0022\u003EContact Shuangchi He\u003C\/a\u003E\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"49710":{"#nid":"49710","#data":{"type":"event","title":"Analysis of Large-Scale Computer Experiments","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE: \u003C\/strong\u003EAnalysis of Large-Scale Computer Experiments\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E Lulu Kang\n\u003Cbr \/\u003EPhD Candidate\u0026nbsp; (in the Statistics Program)\n\u003Cbr \/\u003ESchool of Industrial and Systems Engineering\n\u003Cbr \/\u003EGeorgia Tech\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EComputer experiments simulate the engineering systems by \nimplementing the mathematical models governing the systems in computers. \nRecently, experiments having large number of input variables and \nexperimental runs started to emerge. In the existing literature, kriging \nhas been commonly used for approximating the complex computer models, \nbut it has limitations for dealing with the large-scale experiments due \nto its computational complexity and numerical stability. In this work, I \npropose a new modeling approach known as regression-based inverse \ndistance weighting (RIDW). The new predictor is shown to be \ncomputationally more efficient than kriging while producing comparable \nprediction performance. We also develop a heuristic method for \nconstructing confidence intervals for prediction. I will also discuss \nextensions of RIDW and my future research directions on this exciting topic\n\u003Cbr \/\u003E\nBio:\n\u003Cbr \/\u003ELulu Kang is a Ph.D. candidate in the Statistics Program of the School \nof Industrial and Systems Engineering at Georgia Institute of \nTechnology. She is working with Professor Roshan J. Vengazhiyil. Her \nresearch interests are in developing statistical theories and \nmethodologies, as well as their applications in physical science and \nengineering.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Analysis of Large-Scale Computer Experiments","format":"limited_html"}],"field_summary_sentence":[{"value":"Analysis of Large-Scale Computer Experiments"}],"uid":"27187","created_gmt":"2010-01-26 08:10:24","changed_gmt":"2016-10-08 01:49:32","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-01-28T10:00:00-05:00","event_time_end":"2010-01-28T11:00:00-05:00","event_time_end_last":"2010-01-28T11:00:00-05:00","gmt_time_start":"2010-01-28 15:00:00","gmt_time_end":"2010-01-28 16:00:00","gmt_time_end_last":"2010-01-28 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[{"id":"7919","name":"Experiments"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"49709":{"#nid":"49709","#data":{"type":"event","title":"Small Systems Biology","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E Small Systems Biology\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E Professor Eberhard O. Voit\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EThe combination of high-throughput methods of molecular biology with \nadvanced mathematical and computational techniques has propelled the \nemergent field of systems biology into a position of prominence. \nUnthinkable only a decade ago, it has become possible to screen and \nanalyze the expression of entire genomes, simultaneously assess large \nnumbers of proteins and their prevalence, and characterize in detail the \nmetabolic state of a cell population. While very important, the focus on \ncomprehensive networks of biological components is only one side of \nsystems biology. Complementing large-scale assessments, and sometimes at \nrisk of being forgotten, are more subtle analyses that rationalize the \ndesign and functioning of biological modules in exquisite detail. This \nintricate side of systems biology aims at identifying the specific roles \nof processes and signals in smaller, fully regulated systems by \ncomputing what would happen if these signals were lacking or organized \nin a different fashion. I will exemplify this type of approach with two \nexamples. The first is a detailed analysis of the regulation of glucose \nutilization in \u003Cem\u003E\/Lactococcus lactis\/\u003C\/em\u003E. This organism is exposed to \nalternating periods of glucose availability and starvation. During \nstarvation, it accumulates an intermediate of glycolysis, which allows \nit to take up glucose immediately upon availability. This notable \naccumulation poses a non-trivial control task that is solved with an \nunusual, yet ingeniously designed and timed feedforward activation \nsystem. The elucidation of this control system required high-precision \n\u003Cem\u003E\/in vivo\/\u003C\/em\u003E data on the dynamics of intracellular metabolite pools, \ncombined with methods of nonlinear systems analysis, and may serve as a \nparadigm for multidisciplinary approaches to fine-scaled systems \nbiology. The second example describes our attempts to understand signal \ntransduction in the human brain, along with perturbations in diseases \nlike Parkinson\u2019s disease and Schizophrenia.\n\u003Cbr \/\u003E\n\u003Cbr \/\u003E\n\u003Cbr \/\u003E*\/References:\/*\n\u003Cbr \/\u003E\n\u003Cbr \/\u003EVoit, E.O.: \/Computational Analysis of Biochemical Systems. A Practical \nGuide for Biochemists and Molecular Biologists\/, xii + 530 pp., \nCambridge University Press, Cambridge, U.K., 2000.\n\u003Cbr \/\u003E\n\u003Cbr \/\u003EVoit, E.O., A.R. Neves, and H. Santos. The Intricate Side of Systems \nBiology. \u003Cem\u003E\/PNAS\/\u003C\/em\u003E, 103(25), 9452-9457, 2006.\n\u003Cbr \/\u003E\n\u003Cbr \/\u003EQi, Z., G. W. Miller, and E. O. Voit: Computational analysis of \ndeterminants of dopamine dysfunction. \u003Cem\u003E\/Synapse\/\u003C\/em\u003E* 63*: 1133-1142, 2009.\n\u003Cbr \/\u003E\n\u003Cbr \/\u003EWu, Jialiang, Z. Qi, and E.O. Voit: Investigation of delays and noise in \ndopamine signaling with hybrid functional Petri nets. In Silico Biol. \n10, 0005 (2010).\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Small Systems Biology","format":"limited_html"}],"field_summary_sentence":[{"value":"Small Systems Biology"}],"uid":"27187","created_gmt":"2010-01-26 08:05:58","changed_gmt":"2016-10-08 01:49:32","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-01-29T11:00:00-05:00","event_time_end":"2010-01-29T12:00:00-05:00","event_time_end_last":"2010-01-29T12:00:00-05:00","gmt_time_start":"2010-01-29 16:00:00","gmt_time_end":"2010-01-29 17:00:00","gmt_time_end_last":"2010-01-29 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":["free_food"],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[{"id":"277","name":"Biology"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"49051":{"#nid":"49051","#data":{"type":"event","title":"Business Analytics and Optimization","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E Business Analytics and Optimization\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E Dr. William Pulleyblank\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003E\u0026nbsp;In\n2009, IBM launched a major activity in business analytics and\noptimization.\u0026nbsp; This includes operations research, data analytics,\nstatistical analysis, business optimization and risk management.\u0026nbsp; I\nwill review this and discuss how it fits with our Smarter Planets\nstrategic initiative.\u0026nbsp; I will focus on the types of client problems\nthat are being attacked as well as the types of activities that are\ntaking place.\u0026nbsp; I will also discuss the disciplines that being combined\nin his activity as well as some of the major challenges we face.\u0026nbsp;\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Business Analytics and Optimization","format":"limited_html"}],"field_summary_sentence":[{"value":"Business Analytics and Optimization"}],"uid":"27187","created_gmt":"2010-01-21 08:53:04","changed_gmt":"2016-10-08 01:49:32","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-02-02T10:00:00-05:00","event_time_end":"2010-02-02T11:00:00-05:00","event_time_end_last":"2010-02-02T11:00:00-05:00","gmt_time_start":"2010-02-02 15:00:00","gmt_time_end":"2010-02-02 16:00:00","gmt_time_end_last":"2010-02-02 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[{"id":"1377","name":"optimization"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"49034":{"#nid":"49034","#data":{"type":"event","title":"Directed Regression","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E Directed Regression\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E Professor Ben Van Roy\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EWhen used to guide decisions, linear regression analysis typically\u0026nbsp; \ninvolves estimation of regression coefficients via ordinary least\u0026nbsp; \nsquares and their subsequent use in an optimization problem. When\u0026nbsp; \nfeatures are not chosen perfectly, it can be beneficial to account for\u0026nbsp; \nthe decision objective when computing regression coefficients.\u0026nbsp; \nEmpirical optimization does so but sacrifices performance when\u0026nbsp; \nfeatures are well-chosen or training data are insufficient. We propose\u0026nbsp; \ndirected regression, an efficient algorithm that combines merits of\u0026nbsp; \nordinary least squares and empirical optimization. We demonstrate\u0026nbsp; \nthrough computational studies that directed regression generates\u0026nbsp; \nperformance gains over either alternative. We also develop a theory\u0026nbsp; \nthat motivates the algorithm.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Directed Regression","format":"limited_html"}],"field_summary_sentence":[{"value":"Directed Regression"}],"uid":"27187","created_gmt":"2010-01-20 14:05:31","changed_gmt":"2016-10-08 01:49:32","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-02-09T10:00:00-05:00","event_time_end":"2010-02-09T11:00:00-05:00","event_time_end_last":"2010-02-09T11:00:00-05:00","gmt_time_start":"2010-02-09 15:00:00","gmt_time_end":"2010-02-09 16:00:00","gmt_time_end_last":"2010-02-09 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"49023":{"#nid":"49023","#data":{"type":"event","title":"A Dynamic Near-Optimal Algorithm for Online Linear Programming","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E A Dynamic Near-Optimal Algorithm for Online Linear Programming\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E Professor Yinyu Ye\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EA natural optimization model that formulates many online \nresource allocation and revenue\n\u003Cbr \/\u003Emanagement problems is the online linear program (LP) where the \nconstraint matrix is revealed\n\u003Cbr \/\u003Ecolumn by column along with the objective function. We provide a \nnear-optimal algorithm for\n\u003Cbr \/\u003Ethis surprisingly general class of online problems under the \nassumption of random order of arrival\nand some mild conditions on the size of the LP right-hand-side input. \nOur learning-based algorithm works by dynamically updating a threshold price vector at \ngeometric time intervals, where\nthe dual prices learned from revealed columns in the previous period \nare used to determine the\nsequential decisions in the current period. Our algorithm has a \nfeature of learning by doing, and the prices are updated at a carefully chosen pace that is neither \ntoo fast nor too slow. In\nparticular, our algorithm doesn\u0027t assume any distribution information \non the input itself, thus\nis robust to data uncertainty and variations due to its dynamic \nlearning capability. Applications\nof our algorithm include many online multi-resource allocation and \nmulti-product revenue management\nproblems such as online routing and packing, online combinatorial \nauctions, adwords\nmatching, inventory control and yield management.\n\u003Cbr \/\u003E\n\u003Cbr \/\u003EJoint work with Shipra Agrawal and Zizhuo Wang.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"A Dynamic Near-Optimal Algorithm for Online Linear Programming","format":"limited_html"}],"field_summary_sentence":[{"value":"A Dynamic Near-Optimal Algorithm for Online Linear Programming"}],"uid":"27187","created_gmt":"2010-01-20 10:00:07","changed_gmt":"2016-10-08 01:49:32","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-02-23T10:00:00-05:00","event_time_end":"2010-02-23T11:00:00-05:00","event_time_end_last":"2010-02-23T11:00:00-05:00","gmt_time_start":"2010-02-23 15:00:00","gmt_time_end":"2010-02-23 16:00:00","gmt_time_end_last":"2010-02-23 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"48919":{"#nid":"48919","#data":{"type":"event","title":"Gerard Cornuejols, Carnegie Mellon Univeristy","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ESpeaker\u003C\/strong\u003E\u003Cbr \/\u003E\nGerard Cornuejols\u003Cbr \/\u003E\nCarnegie Mellon University\n\u003C\/p\u003E\n\u003Cp\u003E\u003Cstrong\u003EAbstract\u003C\/strong\u003E\u003Cbr \/\u003E\n(To be announced)\n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Joint ACO\/OR colloquium\n\n(To be announced)","format":"limited_html"}],"field_summary_sentence":[{"value":"Gerard Cornuejols"}],"uid":"27279","created_gmt":"2010-02-18 14:33:11","changed_gmt":"2016-10-08 01:49:28","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-03-02T10:00:00-05:00","event_time_end":"2010-03-02T11:00:00-05:00","event_time_end_last":"2010-03-02T11:00:00-05:00","gmt_time_start":"2010-03-02 15:00:00","gmt_time_end":"2010-03-02 16:00:00","gmt_time_end_last":"2010-03-02 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[{"id":"8224","name":"OR"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003E\u003Cstrong\u003ERenato  Monteiro\u003C\/strong\u003E\u003Cbr \/\u003EISyE\u003Cbr \/\u003E\u003Ca href=\u0022mailto:renato.monteiro@isye.gatech.edu\u0022\u003EContact Renato  Monteiro\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404-894-2300\u003C\/strong\u003E\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"48912":{"#nid":"48912","#data":{"type":"event","title":"2010 Health and Humanitarian Logistics Conference","body":[{"value":"\u003Cp\u003EThe \u003Cstrong\u003ESecond Annual Conference on Health and Humanitarian Logistisc\u003C\/strong\u003E will be held on \u003Cstrong\u003EMarch 4-5, 2010 \u003C\/strong\u003Eon the campus of the Georgia Institute of Technology in Atlanta, Georgia.\n\u003C\/p\u003E\n\u003Cp\u003EFor program and registration information, visit the conference website at \u003Ca href=\u0022http:\/\/www.scl.gatech.edu\/humlog2010\/\u0022\u003Ewww.scl.gatech.edu\/humlog2010\/\u003C\/a\u003E.\n\u003C\/p\u003E\n\u003Cp\u003EThe conference will bring together speakers and attendees from non-government organizations (NGOs), industry, government, military, and academia focusing on various topics, including planning, preparing, and responding to disasters; recovery and mitigation; addressing major societal problems related to health; and short- and long-term humanitarian response. The main objectives of the conference are to articulate the opportunities and challenges in humanitarian response and world health, both from a humanitarian and a corporate\/economic perspective, to identify important research issues, to create academic awareness for the research opportunities, and to establish priorities for NGOs, corporations, and the government in terms of their strategies, policies, and investments.\n\u003C\/p\u003E\n\u003Cp\u003EThe Conference is hosted by the Center for Humanitarian Logistics (\u003Ca href=\u0022http:\/\/www.scl.gatech.edu\/research\/humanitarian\/\u0022\u003Ehttp:\/\/www.scl.gatech.edu\/research\/humanitarian\/\u003C\/a\u003E), which is under the umbrella of Georgia Tech\u0027s Supply Chain and Logistics Institute (SCL). \n\u003C\/p\u003E\n\u003Cp\u003ETo access presentation slides, speaker biographies, and other conference information for the 2009 Conference, visit: \u003Ca href=\u0022http:\/\/www2.isye.gatech.edu\/humlog09\/\u0022\u003Ehttp:\/\/www2.isye.gatech.edu\/humlog09\/\u003C\/a\u003E\n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"The Center for Humanitarian Logistics will be hosting the second conference on Health and Humanitarian Logistics on March 4-5, 2010, on the campus of the Georgia Institute of Technology in Atlanta, Georgia.","format":"limited_html"}],"field_summary_sentence":[{"value":"2010 Health and Humanitarian Logistcis Conference"}],"uid":"27328","created_gmt":"2010-02-02 15:56:32","changed_gmt":"2016-10-08 01:49:28","author":"Edie Cohen","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-03-04T08:00:00-05:00","event_time_end":"2010-03-05T17:00:00-05:00","event_time_end_last":"2010-03-05T17:00:00-05:00","gmt_time_start":"2010-03-04 13:00:00","gmt_time_end":"2010-03-05 22:00:00","gmt_time_end_last":"2010-03-05 22:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[{"id":"1270","name":"conference"},{"id":"1240","name":"humanitarian logistics"},{"id":"8217","name":"HumLog"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1789","name":"Conference\/Symposium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003E\u003Cstrong\u003EHumanitarian Logistics Team\u003C\/strong\u003E\u003Cbr \/\u003EISyE\u003Cbr \/\u003E\u003Ca href=\u0022mailto:humlog@isye.gatech.edu\u0022\u003EContact Humanitarian Logistics Team\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404-894-2325\u003C\/strong\u003E\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"48913":{"#nid":"48913","#data":{"type":"event","title":"Jose Blanchet, Columbia University","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ESpeaker\u003C\/strong\u003E\u003Cbr \/\u003E\nJose Blanchet\u003Cbr \/\u003E\nColumbia University\n\u003C\/p\u003E\n\u003Cp\u003E\u003Cstrong\u003EAbstract\u003C\/strong\u003E\u003Cbr \/\u003E\nOur focus is on the development of provably efficient simulation algorithms for estimating large deviations probabilities (such as overflow probabilities) in the context of many server queues. These types of systems, which have been the subject of much investigation in recent years, pose interesting challenges from a rare event simulation standpoint, given their measure valued state descriptor. We shall explain a technique that has the following elements. First, it introduces a pivotal set that is suitable chosen to deal with boundary-type behavior, which is common in the analysis of queueing systems. Second, it takes advantage of Central Limit Theorem approximations that have been developed recently for these types of systems and third it use a novel bridge-sampling approach in order to describe an  symptotically optimal (in certain sense) importance sampling scheme. This work provides the first systematic approach to develop provably efficient rare-event simulation methodology for these types of systems.\n\u003C\/p\u003E\n\u003Cp\u003E\u003Cstrong\u003EBio\u003C\/strong\u003E\u003Cbr \/\u003E\nJose Blanchet is a faculty member of the IEOR at Columbia University. Jose holds a Ph.D. in Management Science and Engineering from Stanford University. Prior to joining Columbia he was a faculty member in the Statistics Department at Harvard University. Jose is a recipient of the 2009 Best Publication Award given by the INFORMS Applied Probability Society and a CAREER award in Operations Research given by NSF in 2008. He worked as an analyst in Protego Financial Advisors, a leading investment bank in Mexico. He has research interests in applied probability and Monte Carlo methods. He serves in the editorial board of Advances in Applied Probability, Journal of Applied Probability, QUESTA and TOMACS.\n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Rare Event Simulation for Many Server Queues\n(Joint work with P. Glynn and H. Lam)","format":"limited_html"}],"field_summary_sentence":[{"value":"Rare Event Simulation for Many Server Queues"}],"uid":"27279","created_gmt":"2010-02-18 14:29:56","changed_gmt":"2016-10-08 01:49:28","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-01-26T10:00:00-05:00","event_time_end":"2010-01-26T11:00:00-05:00","event_time_end_last":"2010-01-26T11:00:00-05:00","gmt_time_start":"2010-01-26 15:00:00","gmt_time_end":"2010-01-26 16:00:00","gmt_time_end_last":"2010-01-26 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[{"id":"8218","name":"rare event simulation"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETon Dieker\u003C\/strong\u003E\u003Cbr \/\u003EISyE\u003Cbr \/\u003E\u003Ca href=\u0022mailto:ton.dieker@isye.gatech.edu\u0022\u003EContact Ton Dieker\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404-385-3140\u003C\/strong\u003E\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"48920":{"#nid":"48920","#data":{"type":"event","title":"Sheldon Ross, University of Southern California","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ESpeaker\u003C\/strong\u003E\u003Cbr \/\u003E\nSheldon Ross\u003Cbr \/\u003E\nEpstein Chair Professor\u003Cbr \/\u003E\nIndustrial and Systems Engineering\u003Cbr \/\u003E\nUniversity of Southern California\n\u003C\/p\u003E\n\u003Cp\u003E\u003Cstrong\u003EAbstract\u003C\/strong\u003E\u003Cbr \/\u003E\n(To be announced)\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003EJoint Statistics\/OR Colloquium\n(To be announced)\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"Sheldon Ross"}],"uid":"27279","created_gmt":"2010-02-18 14:36:57","changed_gmt":"2016-10-08 01:49:28","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-03-16T12:00:00-04:00","event_time_end":"2010-03-16T13:00:00-04:00","event_time_end_last":"2010-03-16T13:00:00-04:00","gmt_time_start":"2010-03-16 16:00:00","gmt_time_end":"2010-03-16 17:00:00","gmt_time_end_last":"2010-03-16 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[{"id":"4136","name":"TBD"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETon Dieker\u003C\/strong\u003E\u003Cbr \/\u003EISyE\u003Cbr \/\u003E\u003Ca href=\u0022mailto:ton.dieker@isye.gatech.edu\u0022\u003EContact Ton Dieker\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404-385-3140\u003C\/strong\u003E\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"48917":{"#nid":"48917","#data":{"type":"event","title":"Ben Van Roy, Stanford University","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ESpeaker\u003C\/strong\u003E\u003Cbr \/\u003E\nBen Van Roy\u003Cbr \/\u003E\nStanford University\n\u003C\/p\u003E\n\u003Cp\u003E\u003Cstrong\u003EAbstract\u003C\/strong\u003E\u003Cbr \/\u003E\nWhen used to guide decisions, linear regression analysis typically involves estimation of regression coefficients via ordinary least squares and their subsequent use in an optimization problem. When features are not chosen perfectly, it can be beneficial to account for the decision objective when computing regression coefficients. Empirical optimization does so but sacrifices performance when  features are well-chosen or training data are insufficient. We propose directed regression, an efficient algorithm that combines merits of ordinary least squares and empirical optimization. We demonstrate through computational studies that directed regression generates performance gains over either alternative. We also develop a theory that motivates the algorithm.\n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Directed Regression","format":"limited_html"}],"field_summary_sentence":[{"value":"Directed Regression"}],"uid":"27279","created_gmt":"2010-02-18 14:31:30","changed_gmt":"2016-10-08 01:49:28","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-02-09T10:00:00-05:00","event_time_end":"2010-02-09T11:00:00-05:00","event_time_end_last":"2010-02-09T11:00:00-05:00","gmt_time_start":"2010-02-09 15:00:00","gmt_time_end":"2010-02-09 16:00:00","gmt_time_end_last":"2010-02-09 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[{"id":"8223","name":"directed regression"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETon Dieker\u003C\/strong\u003E\u003Cbr \/\u003EISyE\u003Cbr \/\u003E\u003Ca href=\u0022mailto:ton.dieker@isye.gatech.edu\u0022\u003EContact Ton Dieker\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404-385-3140\u003C\/strong\u003E\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"48916":{"#nid":"48916","#data":{"type":"event","title":"Mike Harrison, Stanford University","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ESpeaker\u003C\/strong\u003E\u003Cbr \/\u003E\nMichael Harrison\u003Cbr \/\u003E\nAdams Distinguished Professor of Management\u003Cbr \/\u003E\nStanford University\n\u003C\/p\u003E\n\u003Cp\u003E\u003Cstrong\u003EAbstract\u003C\/strong\u003E\u003Cbr \/\u003E\nMotivated by applications in financial services, we consider the following customized pricing problem.  A seller of some good or service (like auto loans or small business loans) confronts a sequence of potential customers numbered 1, 2, \u00e2\u20ac\u00a6 , T.  These customers are drawn at random from a population characterized by a price-response function \u00cf\u0081(p).  That is, if the seller offers price p, then the probability of a successful sale is \u00cf\u0081(p).  The profit realized from a successful sale is \u00cf\u20ac(p) = p \u2212 c, where c \u0026gt; 0 is known.  \n\u003C\/p\u003E\n\u003Cp\u003EIf the price-response function \u00cf\u0081(-) were also known, then the problem of finding a price p* to maximize \u00cf\u0081(p)\u00cf\u20ac(p) would be simple, and the seller would offer price p* to each of the T customers.  We consider the more complicated case where \u00cf\u0081(-) is fixed but initially unknown: roughly speaking, the seller wants to choose prices sequentially so as to maximize the total profit earned from the T potential customers; each successive choice involves a trade-off between refined estimation of the unknown price-response function (learning) and immediate profit (earning).\n\u003C\/p\u003E\n\u003Cp\u003E* Joint work with Bora Keskin and Assaf Zeevi\n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Joint Statistics\/OR Colloquium\n\nDynamic policies to learn and earn in a customized pricing context","format":"limited_html"}],"field_summary_sentence":[{"value":"Mike Harrison, Stanford University"}],"uid":"27279","created_gmt":"2010-02-18 14:30:46","changed_gmt":"2016-10-08 01:49:28","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-02-18T10:00:00-05:00","event_time_end":"2010-02-18T11:00:00-05:00","event_time_end_last":"2010-02-18T11:00:00-05:00","gmt_time_start":"2010-02-18 15:00:00","gmt_time_end":"2010-02-18 16:00:00","gmt_time_end_last":"2010-02-18 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[{"id":"8222","name":"customized pricing"},{"id":"8221","name":"Dynamic policies"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETon Dieker\u003C\/strong\u003E\u003Cbr \/\u003EISyE\u003Cbr \/\u003E\u003Ca href=\u0022mailto:ton.dieker@isye.gatech.edu\u0022\u003EContact Ton Dieker\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404-385-3140\u003C\/strong\u003E\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"48921":{"#nid":"48921","#data":{"type":"event","title":"Operations Research Seminar: Adrian Lewis, Cornell University","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ESpeaker\u003C\/strong\u003E\u003Cbr \/\u003E\nAdrian Lewis\u003Cbr \/\u003E\nCornell University\n\u003C\/p\u003E\n\u003Cp\u003E\u003Cstrong\u003EAbstract\u003C\/strong\u003E\u003Cbr \/\u003E\n(To be announced)\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003E(To be announced)\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"Adrian Lewis of Cornell University presents an Operations Research seminar"}],"uid":"27279","created_gmt":"2010-02-18 14:37:39","changed_gmt":"2016-10-08 01:49:28","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-04-06T12:00:00-04:00","event_time_end":"2010-04-06T13:00:00-04:00","event_time_end_last":"2010-04-06T13:00:00-04:00","gmt_time_start":"2010-04-06 16:00:00","gmt_time_end":"2010-04-06 17:00:00","gmt_time_end_last":"2010-04-06 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[{"id":"8909","name":"or-seminars"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003E\u003Cstrong\u003ERenato  Monteiro\u003C\/strong\u003E\u003Cbr \/\u003EISyE\u003Cbr \/\u003E\u003Ca href=\u0022mailto:renato.monteiro@isye.gatech.edu\u0022\u003EContact Renato  Monteiro\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404-894-2300\u003C\/strong\u003E\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"48918":{"#nid":"48918","#data":{"type":"event","title":"Yinyu Ye, Stanford University","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ESpeaker\u003C\/strong\u003E\u003Cbr \/\u003E\nYinyu Ye, Stanford University\n\u003C\/p\u003E\n\u003Cp\u003E\u003Cstrong\u003EAbstract\u003C\/strong\u003E\u003Cbr \/\u003E\n(To be announced)\n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"(To be announced)","format":"limited_html"}],"field_summary_sentence":[{"value":"Yinyu Ye"}],"uid":"27279","created_gmt":"2010-02-18 14:32:19","changed_gmt":"2016-10-08 01:49:28","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-02-23T10:00:00-05:00","event_time_end":"2010-02-23T11:00:00-05:00","event_time_end_last":"2010-02-23T11:00:00-05:00","gmt_time_start":"2010-02-23 15:00:00","gmt_time_end":"2010-02-23 16:00:00","gmt_time_end_last":"2010-02-23 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[{"id":"8224","name":"OR"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003E\u003Cstrong\u003ERenato  Monteiro\u003C\/strong\u003E\u003Cbr \/\u003EISyE\u003Cbr \/\u003E\u003Ca href=\u0022mailto:renato.monteiro@isye.gatech.edu\u0022\u003EContact Renato  Monteiro\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404-894-2300\u003C\/strong\u003E\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"48138":{"#nid":"48138","#data":{"type":"event","title":"ISyE Advisory Board Meeting","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E ISyE Advisory Board Meeting \u003C\/p\u003E\u003Cp\u003EThe H. Milton Stewart Advisory Board is comprised of distinguished professionals and community leaders, and serve as a sounding board for the school chair and assist with the School\u0027s development goals. \u003C\/p\u003E\u003Cp\u003EThe meeting will be held at the Georgia Tech Hotel and Conference Center from 11:00 am - 5:00 pm with a working lunch and dinner to follow\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"ISyE Advisory Board Meeting","format":"limited_html"}],"field_summary_sentence":[{"value":"ISyE Advisory Board Meeting"}],"uid":"27187","created_gmt":"2010-02-23 14:13:48","changed_gmt":"2016-10-08 01:49:23","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-04-22T12:00:00-04:00","event_time_end":"2010-04-22T18:00:00-04:00","event_time_end_last":"2010-04-22T18:00:00-04:00","gmt_time_start":"2010-04-22 16:00:00","gmt_time_end":"2010-04-22 22:00:00","gmt_time_end_last":"2010-04-22 22:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[{"id":"3980","name":"advisory"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1788","name":"Other\/Miscellaneous"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003E\u003Cstrong\u003ELisa Johnson\u003C\/strong\u003E\u003Cbr \/\u003EISyE\u003Cbr \/\u003E\u003Ca href=\u0022mailto:lisa.johnson@isye.gatech.edu\u0022\u003EContact Lisa Johnson\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404-894-2303\u003C\/strong\u003E\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"48190":{"#nid":"48190","#data":{"type":"event","title":"Rare Event Simulation for Many Server Queues","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E\u0026nbsp; Rare Event Simulation for Many Server Queues\n\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER: \u003C\/strong\u003EDr. Jose Blanchet\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EOur focus is on the development of provably efficient simulation \nalgorithms for estimating large deviations probabilities (such as \noverflow probabilities) in the context of many server queues. These \ntypes of systems, which have been the subject of much investigation in \nrecent years, pose interesting challenges from a rare event simulation \nstandpoint, given their measure valued state descriptor. We shall \nexplain a technique that has the following elements. First, it \nintroduces a pivotal set that is suitable chosen to deal with \nboundary-type behavior, which is common in the analysis of queueing \nsystems. Second, it takes advantage of Central Limit Theorem \napproximations that have been developed recently for these types of \nsystems and third it use a novel bridge-sampling approach in order to \ndescribe an asymptotically optimal (in certain sense) importance \nsampling scheme. This work provides the first systematic approach to \ndevelop provably efficient rare-event simulation methodology for these \ntypes of systems.\n\u003C\/p\u003E\u003Cp\u003E(Joint work with P. Glynn and H. Lam)\n\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EBio:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EJose Blanchet is a faculty member of the IEOR at Columbia University. \nJose holds a Ph.D. in Management Science and Engineering from Stanford \nUniversity. Prior to joining Columbia he was a faculty member in the \nStatistics Department at Harvard University. Jose is a recipient of the \n2009 Best Publication Award given by the INFORMS Applied Probability \nSociety and a CAREER award in Operations Research given by NSF in 2008. \nHe worked as an analyst in Protego Financial Advisors, a leading \ninvestment bank in Mexico. He has research interests in applied \nprobability and Monte Carlo methods. He serves in the editorial board of \nAdvances in Applied Probability, Journal of Applied Probability, QUESTA \nand TOMACS.\n\u003Cbr \/\u003E\n\u003Cbr \/\u003E\n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":"","uid":"27187","created_gmt":"2010-01-04 12:47:12","changed_gmt":"2016-10-08 01:49:23","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-01-26T10:00:00-05:00","event_time_end":"2010-01-26T11:00:00-05:00","event_time_end_last":"2010-01-26T11:00:00-05:00","gmt_time_start":"2010-01-26 15:00:00","gmt_time_end":"2010-01-26 16:00:00","gmt_time_end_last":"2010-01-26 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[{"id":"167045","name":"simulation"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003EDr. Ton Dieker\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"48139":{"#nid":"48139","#data":{"type":"event","title":"ISyE Advisory Board Meeting","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E ISyE Advisory Board Meeting\n\u003C\/p\u003E\n\u003Cp\u003EThe H. Milton Stewart Advisory Board is comprised of distinguished professionals and community leaders, and serve as a sounding board for the school chair and assist with the School\u0027s development goals. \u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"ISyE Advisory Board Meeting","format":"limited_html"}],"field_summary_sentence":[{"value":"ISyE Advisory Board Meeting"}],"uid":"27187","created_gmt":"2010-01-11 13:58:21","changed_gmt":"2016-10-08 01:49:23","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-10-22T09:00:00-04:00","event_time_end":"2010-10-22T16:30:00-04:00","event_time_end_last":"2010-10-22T16:30:00-04:00","gmt_time_start":"2010-10-22 13:00:00","gmt_time_end":"2010-10-22 20:30:00","gmt_time_end_last":"2010-10-22 20:30:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[{"id":"3980","name":"advisory"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1788","name":"Other\/Miscellaneous"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003E\u003Cstrong\u003ELisa Johnson\u003C\/strong\u003E\u003Cbr \/\u003EISyE\u003Cbr \/\u003E\u003Ca href=\u0022mailto:lisa.johnson@isye.gatech.edu\u0022\u003EContact Lisa Johnson\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404-894-2303\u003C\/strong\u003E\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"53837":{"#nid":"53837","#data":{"type":"event","title":"Sheldon M. Ross - Some Multiple Player Gambler\u0027s Ruin Problems","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E Some Multiple Player Gambler\u2019s Ruin Problems\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E Sheldon M. Ross\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003ESuppose there are r gamblers, with gambler i initially having a fortune of n\u003Csub\u003Ei\u003C\/sub\u003E.\u0026nbsp; In our first model we suppose that at each stage two of the gamblers are chosen to play a game, equally likely to be won by either player, with the winner of the game receiving 1 from the loser. Any gambler whose fortune becomes 0 leaves, and this continues until there is only a single gambler left.  We are interested in the probability that player i is the one left, and in the the mean number of games played between specified players i and j. In our second model we suppose that all remaining players contribute 1 to a pot, which is equally likely to be won by each of them. The problem here is to determine the expected number of games played until one player has all the\u003Cbr \/\u003Efunds.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003ESome Multiple Player Gambler\u0027s Ruin Problems\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"Some Multiple Player Gambler\u2019s Ruin Problems"}],"uid":"27187","created_gmt":"2010-02-23 12:09:37","changed_gmt":"2016-10-08 01:49:08","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-03-16T13:00:00-04:00","event_time_end":"2010-03-16T14:00:00-04:00","event_time_end_last":"2010-03-16T14:00:00-04:00","gmt_time_start":"2010-03-16 17:00:00","gmt_time_end":"2010-03-16 18:00:00","gmt_time_end_last":"2010-03-16 18:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[{"id":"8778","name":"gambler"},{"id":"8909","name":"or-seminars"},{"id":"167286","name":"statistics-seminars"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"53838":{"#nid":"53838","#data":{"type":"event","title":"Hard Disk Drive Prognostics for Holistic Lifecycle Management of Personal Computers via Embedded Sensors","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E Hard Disk Drive Prognostics for Holistic Lifecycle Management\nof Personal Computers via Embedded Sensors\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E Associate Professor Sagar\nKamarthi\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EThis talk presents a vision for holistic product lifecycle\nmanagement via embedded sensors. The main goal of the proposed product\nmonitoring framework is to cut down the product repair\/service costs, boost the\nrecovery of end-of-life products, and curtail the product disposal rate. The\ntalk focuses on personal computers to demonstrate the approach; however the\nconcepts and methods presented herein are equally applicable to a wide variety\nof consumer products. It is in this context that the talk presents the\ntechnical details of the hard disk drive prognostics and a novel feature\nextraction method through discrete wavelet transforms. \u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Hard Disk Drive Prognostics for Holistic Lifecycle Management of Personal Computers via Embedded Sensors","format":"limited_html"}],"field_summary_sentence":[{"value":"Hard Disk Drive Prognostics for Holistic Lifecycle Management of Personal Computers via Embedded Sensors"}],"uid":"27187","created_gmt":"2010-02-23 15:07:31","changed_gmt":"2016-10-08 01:49:08","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-02-26T11:00:00-05:00","event_time_end":"2010-02-26T12:00:00-05:00","event_time_end_last":"2010-02-26T12:00:00-05:00","gmt_time_start":"2010-02-26 16:00:00","gmt_time_end":"2010-02-26 17:00:00","gmt_time_end_last":"2010-02-26 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":["free_food"],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"53059":{"#nid":"53059","#data":{"type":"event","title":"Ed Kaplan, Yale University","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ESpeaker\u003C\/strong\u003E\u003Cbr \/\u003E\nEdward H. Kaplan\n\u003C\/p\u003E\n\u003Cp\u003EWilliam N and Marie A Professor of Management Sciences,\u003Cbr \/\u003E\nYale School of Management; \n\u003C\/p\u003E\n\u003Cp\u003EProfessor of Public Health,\u003Cbr \/\u003E\nYale School of Public Health; \n\u003C\/p\u003E\n\u003Cp\u003EProfessor of Engineering,\u003Cbr \/\u003E\nYale School of Engineering and Applied Science\n\u003C\/p\u003E\n\u003Cp\u003E\u003Cstrong\u003EAbstract\u003C\/strong\u003E\u003Cbr \/\u003E\nThis article presents the first model developed specifically for understanding the infiltration and interdiction of ongoing terror plots by undercover intelligence agents, and does so via novel application of ideas from queueing theory and Markov population processes. The resulting \u0022terror queue\u0022 models predict the number of undetected terror threats in an area from agent activity\/utilization data, and also estimate the rate with which such threats can be interdicted. The models treat terror plots as customers and intelligence agents as servers. Agents spend all of their time either detecting and infiltrating new terror plots (in which case they are \u0022available\u0022), or interdicting already detected terror plots (in which case they are \u0022busy\u0022). Initially we examine a Markov model assuming that intelligence agents, while unable to detect all plots, never err by falsely detecting fake plots. While this model can be solved numerically, a simpler Ornstein-Uhlenbeck diffusion approximation yields some results in closed form while providing nearly identical numerical performance. The transient behavior of the terror queue model is discussed briefly along with a sample sensitivity analysis to study how model predictions\u003Cbr \/\u003E\ncompare to simulated results when using estimated versus known terror plot arrival rates. The diffusion model is then extended to allow for the false detection of fake plots. Such false detection is a real feature of counterterror intelligence given that intelligence agents or informants can make mistakes, as well as the proclivity of terrorists to deliberately broadcast false information. The false detection model is illustrated using suicide bombing data from Israel.\n\u003C\/p\u003E\n\u003Cp\u003E\u003Cstrong\u003EBio\u003C\/strong\u003E\u003Cbr \/\u003E\nProfessor Kaplan\u0027s research has been reported on the front pages of the \u003Ca href=\u0022http:\/\/www.nytimes.com\/1991\/08\/01\/nyregion\/yale-study-reports-clean-needle-project-helps-check-aids.html?scp=1\u0026amp;sq=Kaplan%20%22needle%20exchange%22\u0026amp;st=cse\u0022\u003ENew York Times\u003C\/a\u003E and the \u003Ca href=\u0022http:\/\/pqasb.pqarchiver.com\/jpost\/access\/140225441.html?dids=140225441:140225441\u0026amp;FMT=ABS\u0026amp;FMTS=ABS:FT\u0026amp;date=Jul+22%2C+2002\u0026amp;author=JUDY+SIEGEL\u0026amp;pub=Jerusalem+Post\u0026amp;edition=\u0026amp;startpage=04\u0026amp;desc=Israel+should+get+smallpox+vaccine+now+-+expert\u0022\u003EJerusalem Post\u003C\/a\u003E, editorialized in the \u003Cem\u003EWall Street Journal\u003C\/em\u003E \u003Ca href=\u0022http:\/\/www.ph.ucla.edu\/epi\/Bioter\/smallpoxscenarios.html\u0022\u003E(article)\u003C\/a\u003E, recognized by the New York Times Magazine\u0027s Year in Ideas, and discussed between the covers of Time \u003Ca href=\u0022http:\/\/www.time.com\/time\/magazine\/article\/0,9171,975586,00.html\u0022\u003E(article)\u003C\/a\u003E, Newsweek \u003Ca href=\u0022http:\/\/www.newsweek.com\/id\/100414\/page\/1\u0022\u003E(see article)\u003C\/a\u003E, US News and World Report, Consumer Reports and the New Yorker, and in person on NBC\u0027s Today Show, the Cronkite Report, and National Public Radio\u003Cbr \/\u003E\n\u003Ca href=\u0022http:\/\/www.npr.org\/programs\/atc\/transcripts\/2002\/nov\/021101.northam.html\u0022\u003E(transcript)\u003C\/a\u003E. \n\u003C\/p\u003E\n\u003Cp\u003EThe author of more than 100 research articles, Professor Kaplan received both the \u003Ca href=\u0022http:\/\/www.informs.org\/Recognize-Excellence\/INFORMS-Prizes-Awards\/Frederick-W.-Lanchester-Prize\u0022\u003ELanchester Prize\u003C\/a\u003E and the \u003Ca href=\u0022http:\/\/www.informs.org\/Recognize-Excellence\/Franz-Edelman-Award\u0022\u003EEdelman Award\u003C\/a\u003E, the two top honors in the operations research field. An elected member of both the National Academy of Engineering and the Institute of Medicine of the US National Academies, he has also twice received the prestigious \u003Ca href=\u0022http:\/\/ldft.huji.ac.il\/\u0022\u003ELady Davis Visiting Professorship\u003C\/a\u003E at the Hebrew University of Jerusalem, where he has investigated AIDS policy issues facing the State of Israel. \n\u003C\/p\u003E\n\u003Cp\u003EKaplan\u2019s current research focuses on the application of operations research to problems in counterterrorism and\u003Cbr \/\u003E\nhomeland security.\n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003EJoint IE\/OR Colloquium\n\nTerror Queues\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"Terror Queues"}],"uid":"27279","created_gmt":"2010-02-18 14:52:48","changed_gmt":"2016-10-08 01:48:39","author":"Barbara Christopher","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-03-03T10:00:00-05:00","event_time_end":"2010-03-03T11:00:00-05:00","event_time_end_last":"2010-03-03T11:00:00-05:00","gmt_time_start":"2010-03-03 15:00:00","gmt_time_end":"2010-03-03 16:00:00","gmt_time_end_last":"2010-03-03 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[{"id":"8543","name":"modeling terror threat"},{"id":"8542","name":"queuing theory"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETon Dieker\u003C\/strong\u003E\u003Cbr \/\u003EISyE\u003Cbr \/\u003E\u003Ca href=\u0022mailto:ton.dieker@isye.gatech.edu\u0022\u003EContact Ton Dieker\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404-385-3140\u003C\/strong\u003E\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"48997":{"#nid":"48997","#data":{"type":"event","title":"ISyE Distinguished Lecture: \u0027Learning from the Experiences of Others\u0027","body":[{"value":"\u003Cp\u003EThe School of Industrial and Systems Engineering welcomes Bradley Efron, Max H. Stein Professor of Statistics and Biostatistics in the School of Humanities and Sciences at Stanford University, as the featured guest for its 2010 Distinguished Lecture.\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EAbstract:\u003Cbr \/\u003E\u003C\/strong\u003EFamiliar statistical estimates such as batting \naverages, political polls, and medical trial results are obtained by \ndirect observation of cases of interest. Sometimes, though, we can \nlearn from the experience of \u0022others\u0022: for instance there may be \ninformation about Player A\u0027s batting ability in the observed averages \nof Players B, C, and D. In his presentation, Professor Efron will \npresent several examples showing how this works in practice, \nindicating some of the surprising theoretical ideas involved. The \ntalk is mainly descriptive in nature, and is intended for a general \nscientific audience.\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EAbout Dr. Efron:\u003C\/strong\u003E\u003Cbr \/\u003EBradley Efron is the Max H. Stein Professor of Statistics and\nBiostatistics at Stanford University\u0027s School of Humanities and \nSciences and the Department of Health Research and Policy with the \nSchool of Medicine. He completed his undergraduate work in \nmathematics at the California Institute of Technology, and earned his \ndoctorate in statistics from Stanford in 1964, joining the Stanford \nfaculty that same year. He was Associate Dean for the School of \nHumanities and Sciences from 1987 to 1990, served a term as Chair of \nthe Faculty Senate as well as three terms as Chair of the Department \nof Statistics, and continues as Chairman of the Mathematical and \nComputational Sciences Program. He has served as president of the \nAmerican Statistical Association and of\nthe Institute of Mathematical Statistics. He is a past editor of the \u003Cem\u003E\u0026nbsp;Journal of the American Statistical Association \u003C\/em\u003Eand is presently \nthe founding editor of the \u003Cem\u003E\u0026nbsp;Annals of Applied Statistics.\u003C\/em\u003E\u003C\/p\u003E\u003Cp\u003E\u003Cem\u003E\u003C\/em\u003EAmong the numerous honors that Efron has received are Fellowships of \nthe American Academy of Arts and Sciences, the American Statistical \nAssociation, the Institute of Mathematical Statistics, the Royal \nStatistical Society, the International Statistical Institute and the \nMacArthur Fellows Program of the John D. and Catherine T. MacArthur \nFoundation. He is a member of the U.S. National Academy of Sciences, \na recipient of the Ford Prize of the Mathematical Association of \nAmerica and of both the Wilks Medal and the Noether Prize of the \nAmerican Statistical Association. Efron was awarded the 1998 Parzen  Prize for Statistical Innovation by Texas A\u0026amp;M University, and the first-ever \nRao Prize for outstanding research in statistics by Pennsylvania \nState University in 2003. He received the 2005 National Medal of \nScience \u0022for his contributions to theoretical and applied statistics, \nespecially the bootstrap sampling technique; for his extraordinary \ngeometric insight into nonlinear statistical problems; and for \napplications in medicine, physics and astronomy.\u0022\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003EThe School of Industrial and Systems Engineering welcomes Bradley Efron, Max H. Stein Professor of Statistics and Biostatistics in the School of Humanities and Sciences at Stanford University, as the featured guest for its 2010 Distinguished Lecture.\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"Stanford University Professor and National Medal of Science recipient Bradley Efron"}],"uid":"27187","created_gmt":"2010-01-19 12:09:44","changed_gmt":"2016-10-08 01:45:44","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-09-23T17:00:00-04:00","event_time_end":"2010-09-23T18:30:00-04:00","event_time_end_last":"2010-09-23T18:30:00-04:00","gmt_time_start":"2010-09-23 21:00:00","gmt_time_end":"2010-09-23 22:30:00","gmt_time_end_last":"2010-09-23 22:30:00","rrule":null,"timezone":"America\/New_York"},"extras":["free_food"],"related_links":[{"url":"http:\/\/www-stat.stanford.edu\/people\/faculty\/efron\/index.html","title":"Dr. Bradley Efron"}],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}},"62541":{"#nid":"62541","#data":{"type":"event","title":"Some recent developments in multi-state and degradation models for reliability inference","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E\u0026nbsp; Some recent developments in multi-state and degradation models for \nreliability \ninference\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E\u0026nbsp; Vijay Nair\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003ETraditional reliability analysis is based on time-to-failure data. In this \ntalk, we discuss two different directions that lead to more informative \nreliability inference. The first is multi-state models. Challenges in \nstatistical inference based on interval-censored data will be described, and \nmethods for doing likelihood-based inference in semi-Markov models will be \ndiscussed. The second part of the talk will provide an overview of degradation \nmodels, describe a class of non-homogeneous Gaussian processes and some \ninference issues. This talk is based on joint work with Yang Yang, Yves Atchade \nand Xiao Wang.\n\u003Cbr \/\u003E\n\u003Cbr \/\u003E\u003Cstrong\u003E*Bio*\u003C\/strong\u003E: Vijay Nair is the Donald A. Darling Professor of Statistics and \nProfessor of Industrial and Operations Engineering at the University of \nMichigan, Ann Arbor. He has been Chair of the Department of Statistics sine \n1998. Previously, he was a Research Scientist in the Mathematical Sciences and \nOperations Research Centers at Bell Laboratories for fifteen years.\n\u003Cbr \/\u003E\n\u003Cbr \/\u003EHis research interests include engineering statistics, information technology, \nquality and process improvement, industrial experiments, reliability and risk \nanalysis, neuro-informatics, and statistical methods in behavioral intervention \nresearch. He also has extensive practical experience in the automotive, \nsemiconductor, and telecommunications industries.\n\u003Cbr \/\u003E\n\u003Cbr \/\u003EVijay has a Bachelor\u2019s degree in Economics from the University of Malaya \n(Malaysia) and a Ph. D. in Statistics from the University of California, \nBerkeley. He has been editor of Technometrtics, International Statistical \nReview, coordinating editor of the Journal of Statistical Planning and \nInference, and has served on the editorial boards of many other leading \nstatistics and quality journals. He is currently Vice President of the \nInternational Statistics Institute, President-elect of the International \nSociety for Business and Industrial Statistics, and Chair of the Statistics \nDivision of the American Society for Quality. He has chaired or co-chaired \nseveral panels of the National Academies and is a former chair of the Board of \nTrustees of the National Institute of Statistical Sciences. He is a Fellow of \nthe American Association for the Advancement of Science, the American \nStatistical Association, the American Society for Quality, and the Institute of \nMathematical Statistics.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"Some recent developments in multi-state and degradation models for reliability inference"}],"uid":"27187","created_gmt":"2010-11-04 13:25:26","changed_gmt":"2016-10-08 01:45:44","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-11-18T10:00:00-05:00","event_time_end":"2010-11-18T11:00:00-05:00","event_time_end_last":"2010-11-18T11:00:00-05:00","gmt_time_start":"2010-11-18 15:00:00","gmt_time_end":"2010-11-18 16:00:00","gmt_time_end_last":"2010-11-18 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}}}