Rahul Mazumder

Photo


NTU Associate Professor

Operations Research and Statistics group

MIT Sloan School of Management

Operations Research Center

LIDS

MIT Center for Statistics and Data Science

Massachusetts Institute of Technology


I am the NTU Associate Professor of Operations Research and Statistics, in the Operations Research and Statistics group at MIT Sloan School of Management. I am affiliated with the Operations Research Center (ORC), Laboratory for Information & Decision Systems (LIDS), MIT Center for Statistics. Outside MIT, I am also an Academic Scholar at LinkedIn AI (Algorithms and Foundations Group).

Before joining MIT, I spent a couple of wonderful years as an Assistant Professor at Columbia University (Dept of Statistics), where I was also affiliated with the Data Science Institute. Prior to Columbia, I was a PostDoctoral Associate at MIT. I completed my PhD in Statistics from Stanford University under the supervision of Trevor Hastie . I completed my BStat, MStat from Indian Statistical Institute, Kolkata.

Service

  • I am currently serving as an Associate Editor/Action Editor for the Annals of Statistics, Bernoulli, Operations Research (Optimization; and Machine Learning and Data Science), and Journal of Machine Learning Research.

Research

I am a statistician working at the interface of statistics and operations research (mathematical optimization). I study problems in computational/algorithmic statistics using tools from mathematical optimization (convex and discrete optimization). I am interested in the applications of statistics/OR tools in problems arising in industry (e.g, computational finance, insurance, recommender systems etc), government (US Census Bureau) and the sciences (biostatistics, biomedical sciences). In the past I have worked on applications of statistics in the social sciences, oceanography, and turbulence.

Principal Fields of Interest

    - Statistics, Machine Learning, Mathematical Optimization (Convex optimization, Mixed Integer optimization), Large Scale Optimization Algorithms.

    - High dimensional statistics and sparsity, combinatorial statistical modeling & computation, nonparametric function estimation (e.g., shape constrained inference).

    - Applications of the above in recommender systems, computational finance, computational biology & healthcare, survey research, insurance pricing, etc. Neural Network Compression/Pruning, conditional computing in neural networks.

I gratefully acknowledge research support from the National Science Foundation, Office of Naval Research (including a Young Investigator Award), IBM, Liberty Mutual Insurance, Google Research, and MIT (JFRAP, RSC).

A list of publications can also be found at: Google Scholar and ArXiv


Contact Information

MIT Sloan School of Management

Building E62-583

100 Main Street

Cambridge, MA 02142

Ph: 617-253-2652

Email: rahulmaz "at" mit "dot" edu

Support Staff: Please see Sloan Website