Rahul Mazumder

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Associate Professor

Operations Research and Statistics group

MIT Sloan School of Management

Operations Research Center

MIT Center for Statistics and Data Science

Massachusetts Institute of Technology


I am an Associate Professor in the Operations Research and Statistics group at MIT Sloan School of Management. I am affiliated with the Operations Research Center, MIT Center for Statistics and MIT IBM Watson AI Lab.

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

  • I am currently serving as an Associate Editor for Annals of Statistics, Bernoulli, and an editorial board member of the Journal of Machine Learning Research.
  • I helped form the Machine Learning Special Interest Group within the INFORMS Optimization Society (2021).
  • I am a Program Committee Member (with Damek Davis): "Optimization for Data Science Track" at the INFORMS Optimization Society Conference, 2022.
  • I was a co-organizer (with Roger Koenker and Guillaume Pouliot) of "Optimization-Conscious Econometrics Conference" at Becker Friedman Institute for Economics at University of Chicago, 2019.
  • I was a co-organizer (local committee) of the "Mixed Integer Programming Workshop" at MIT, Cambridge, 2019.


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. 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 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

Administrative Assistant:

    Mark Leonardo II

    Email: mark2@mit.edu | E62-571