Abstract: After the 2007-09 financial crisis, there has been a growing interest in measuring systemic risk, broadly defined as the risk of widespread failure of the entire financial system. In a... Read more
Abstract: Optimal transport (OT), and in particular the Wasserstein distance, has seen a surge of interest and applications in machine learning (ML). This popularity is driven by many advantageous... Read more
Abstract: The need to reason about uncertainty in large, complex, and multi-modal datasets has become increasingly common. The ability to transform samples from one distribution P to another... Read more
Abstract: I will present a framework for systematic investigation of multi-agent, multi-option decision making represented as continuous-time transitions in the real-valued state (agent opinions) of a... Read more
Abstract: "Bandits with Knapsacks" (BwK) is a general model for multi-armed bandits under supply/budget constraints, with motivating examples ranging from dynamic pricing to repeated auctions to... Read more
Colloquium will resume on December 6, 2019. Read more
Colloquium to resume on February 28, 2020. Read more
Colloquium to resume on April 10, 2020. Read more
Colloquium to resume on April 10, 2020. Read more
