Rahul Mazumder
Associate Professor Operations Research and Statistics group MIT Sloan School of Management MIT Center for Statistics and Data Science Massachusetts Institute of Technology
Before joining MIT, I spent a couple of 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.
Here is a copy of my CV
Service
ResearchI 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. 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).
Contact InformationMIT Sloan School of Management Building E62583 100 Main Street Cambridge, MA 02142 Ph: 6172532652 Email: rahulmaz "at" mit "dot" edu
Administrative Assistant:
Mark Leonardo II
Email: mark2@mit.edu  E62571
