Conferences, Lectures, & Seminars
Events for October
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Epstein Institute Seminar - ISE 651
Tue, Oct 04, 2016 @ 03:30 PM - 04:50 PM
Daniel J. Epstein Department of Industrial and Systems Engineering
Conferences, Lectures, & Seminars
Speaker: Anton Kleywegt, Ph.D., Associate Professor Georgia Tech
Talk Title: Distributionally Robust Stochastic Optimization Using Wasserstein Distance
Abstract: Distributionally robust stochastic optimization is an approach to optimization under uncertainty in which one hedges against a set of probability distributions, possibly taking into account available data. The talk considers a distributionally robust stochastic optimization problem that hedges against all probability distributions that are within a specified Wasserstein distance of a nominal distribution, for example, an empirical distribution obtained with data. We obtain a strong duality result, and we use it to derive a simple characterization of worst-case distributions in the Wasserstein ball. We use the results to study problems, including an on/off stochastic control problem, that would not make sense if one hedged against only an empirical distribution, but for which distributionally robust stochastic optimization formulations result in reasonable solutions.
Biography: Anton Kleywegt is an associate professor in the Stewart School of Industrial & Systems Engineering at Georgia Tech. Dr. Kleywegt conducts research in optimization and stochastic modeling with applications in transportation, distribution, and logistics, especially in the following areas: vehicle routing and scheduling, inventory routing, distribution operations, fleet assignment, vendor managed inventory, distribution network design, yield management, terminal design and operations, logistics planning and control, multi-modal transportation, and intelligent transportation systems. He has also worked with Praxair, Columbian Chemicals Company, Delta Air Lines, Manhattan Associates, and The Home Depot on SCL projects in addressing logistics research in vendor managed inventory, fleet sizing and allocation, revenue management, scheduling of order picking, and distribution planning. Dr. Kleywegt received a Ph.D. from the School of Industrial Engineering at Purdue University in 1996 and joined the ISyE faculty this same year as an assistant professor.
Host: Dr. John Gunnar Carlsson
Location: Ethel Percy Andrus Gerontology Center (GER) - 206
Audiences: Everyone Is Invited
Contact: Angela Reneau
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ISE 651 Epstein Institute Seminar
Tue, Oct 18, 2016 @ 03:30 PM - 04:50 PM
Daniel J. Epstein Department of Industrial and Systems Engineering
Conferences, Lectures, & Seminars
Speaker: Dr. Matthew Plumlee, Assistant Professor - University of Michigan
Talk Title: Bayesian calibration of complex systems: methods, applications, and lingering issues
Abstract: -“ Bayesian calibration is used to combine collected
experimental or observational data with existing
understanding. The popularity of this method is tied to several
features: it can incorporate unknown parameters, it can function
when the model is imperfect, and it offers both future prediction
and uncertainty quantification. This seminar will discuss the
general methods and some applications of Bayesian calibration
while challenging the current state-of-the-art science on the
topic. Chiefly, this talk will discuss a modeling framework that is
widely adopted but leaves the posterior of the parameter often
sub-optimally broad. There has been no generally accepted
alternatives to date. This presentation will illustrate how using
Bayesian calibration where the prior distribution on the bias
(potential model incorrectness) is orthogonal to the gradient of the
computer model. Problems associated with Bayesian calibration
are shown to be mitigated through analytic results in addition to example.
Biography: Matthew Plumlee received his Ph.D. degree in Industrial and Systems Engineering from the
Georgia Institute of Technology. He is currently an Assistant Professor in the department Industrial and
Operations Engineering at the University of Michigan. His research interests include statistical learning with
special emphasis on model calibration and uncertainty quantification. He received the Georgia Tech Sigma Xi
Best Dissertation Award and the Quality, Reliability and Statisitistic Best Student Paper Award from INFORMS.
His work has appeared in the Journal of the American Statistical Association and Technometrics.
Host: Dr. Jong-Shi Pang & Dr. Qiang Huang
Location: Ethel Percy Andrus Gerontology Center (GER) - 206
Audiences: Everyone Is Invited
Contact: Angela Reneau
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Epstein Institute Seminar
Tue, Oct 25, 2016 @ 03:30 PM - 04:50 PM
Daniel J. Epstein Department of Industrial and Systems Engineering
Conferences, Lectures, & Seminars
Speaker: Dr. Jack Zhou, Drexel University
Talk Title: 4D Printing with Photoactive Shape-Changing Polymer
Host: Dr. Yong Chen
More Information: October 25, 2016_Zhou.pdf
Location: Ethel Percy Andrus Gerontology Center (GER) - 206
Audiences: Everyone Is Invited
Contact: Michele ISE
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USC Decide Fall Symposium
Fri, Oct 28, 2016 @ 12:00 PM - 04:00 PM
Daniel J. Epstein Department of Industrial and Systems Engineering
Conferences, Lectures, & Seminars
Speaker: Ali Abbas, Yannis Yortsos, DECIDE
Talk Title: Next Generation Ethics
Host: Ali Abbas, Stephen Gee
More Information: Next Gen Ethics Symposium.pdf
Location: Ronald Tutor Hall of Engineering (RTH) - 526
Audiences: Everyone Is Invited
Contact: Michele ISE