VIASM – SoICT Seminar: Estimation and Optimization in High Dimensions

Topic: Estimation and Optimization in High Dimensions

Time: 15h00-16h00, Monday, August 29th, 2022

Speaker: Prof. John Birge, University of Chicago Booth School of Business

📌 Location: Room 404, B1 Building, Hanoi University of Science and Technology


Many decision models involve both parameter estimation and optimization over a set of decision variables.  Asymptotic properties of the estimators are often used to justify a model’s validity, but these results may not be applicable in high dimensions.  This talk will discuss the potential bias that arises in these optimization settings and potential approaches to remove this bias in high-dimensional models.

Speaker Bio:

John Birge is the Hobart W. Williams Distinguished Service Professor of Operations Management at the University of Chicago Booth School of Business.  His work focuses on application, theory, and computation for decision making under uncertainty with applications in the management of operations in finance, energy, health care, manufacturing, public policy, and transportation.  He is an INFORMS Fellow, MSOM Society Distinguished Fellow, member of the US National Academy of Engineering, and Editor-in-Chief of Operations Research.

Slides: soict_hust_opt_estimation_aug2022

Recording:  to be updated …