The stochastic root-finding problem is that of finding a zero of a vector-valued function known only through a stochastic simulation. The simulation-optimization problem is that of locating a ...

Reliable risk measurement is a key problem for financial institutions and regulatory authorities. The current industry standard Value-at-Risk has several deficiencies. Improved risk measures have been ...

This is a graduate topics course on learning in networks, focusing in particular on fundamental statistical and computational limits. Topics include the planted clique problem, community detection, ...