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January 22, 2015

Zhaoran Wang, a PhD student in the StatLab, was awarded a distinguished 2015 Microsoft Research PhD Fellowship. Out of the 169 applicants in north America, Zhaoran is one of only 12 winners.

The Microsoft Research fellowship honors the best young minds in Computer Science, Electrical Engineering, and Mathematics. Zhaoran, under the supervision of Professor Han Liu, is developing fundamental theoretical guarantees (both computational and statistical) for solving large-scale nonconvex learning problems. The two-year fellowship includes tuition, fees, and a yearly stipend.

November 11, 2014

Ramon van Handel has been selected to receive the Erlang Prize. This prize is awarded biannually by the Applied Probability Society of INFORMS to a young researcher who has made a significant contribution to applied probability. The citation reads as follows:

"This award is being given in recognition of Ramon van Handel's deep and creative research in applied probability. He is an independent and prolific researcher combining techniques from applied probability, control and statistical physics in innovative ways. Particularly notable are his contributions to the theory of non-linear filtering, where he demonstrated great technical skill in the resolution of a longstanding open problem related to stability of nonlinear filters. In more recent work, he has shown great originality in applying techniques from statistical physics to the study of particle filters. This work has the potential to lead to novel algorithms for computationally challenging problems, which currently suffer from the curse of dimensionality."

October 24, 2014

Yield Planet has just awarded an initial project of $510,000 to Warren Powell in the Department of Operations Research and Financial Engineering to develop online adaptive learning algorithms to dynamically optimize prices for hotel rooms for over 4,000 hotels around the world (a number that is growing quickly). The project will provide access to data for over 100,000 hotels to study consumer demand patterns, allowing us to study how people around the world respond to a range of controllable (prices) and uncontrollable (e.g. weather reports) factors. The project will provide a tremendous source of data to drive new research in statistical machine learning. The focus of the research is the development of online stochastic optimization algorithms that handle both the dynamics of the customer booking process and the uncertainty of the market response, enabling hotels to maximize the use of their resources.

October 7, 2014

Amir Ali Ahmadi has received the 2014 Air Force Office of Scientific Research (AFOSR) Young Investigator Program (YIP) Award. The YIP program is the Department of Defense version of the NSF CAREER awards and is open to scientists and engineers at research institutions across the United States who received Ph.D. or equivalent degrees in the last five years and who show exceptional ability and promise for conducting basic research.

The award will support Amir Ali's research at the interface of optimization and control and was given for his proposal titled: "Scalable Algorithms with Formal Guarantees for Lyapunov Analysis of Control Systems via Algebraic Optimization."

September 5, 2014

ORFE Major, Max Kaplan, Class of 2016, used linear programming in order to find the optimal NFL road trip as described in the article that was recently published on titled “32 Teams in 47 days: Planning the perfect NFL road trip in 2014”.

April 3, 2014

The first DataFest at Princeton was held on March 28-30, 2014 in Sherrerd Hall. DataFest is a data analysis competition where teams of up to five undergraduates have a weekend to attack a large and complex dataset. This year’s event consisted of 46 participants with 13 teams competing. The competition was sponsored by the Operations Research & Financial Engineering department, along with the Princeton Statistics Laboratory, the Computational Stochastic Optimization and Learning Department of Operations Research, RJMetrics, and the IBM Academic Initiative. It was organized Professors Philippe Rigollet, Han Liu, and Deborah Nolan.