Papers, Publications, and Presentations


Maximum a Posteriori Estimators as a Limit of Bayes Estimators (With Julio Deride).  To Appear in Mathematical Programming

Duality in Log-Concave Estimation and Control (With Roger J.B. Wets and Michael Casey) and Numerical Applications.

Multistage Portfolio Optimization: A Duality Result in Conic Market Models. (With Khoa Le)

A Quantitative Version of the Doignon-Bell-Scarf Theorem. (With I. Aliev, J. De Loera, Q. Louveaux) Combinatorica. May 2016


A presentation I gave on Log-Concave Duality at ICSP 2016 in Buzios, Brazil. June 2016. Link

A presentation I gave on solar-energy forecasting at Électricité de France in Paris, April 2016. Link

A presentation I gave on Duality in Estimation in Control at Journees SMAI-MODE in Toulouse, France in March 2016. Link

A presentation I gave at the SAMPLE seminar at UC Merced. February 2016. Link

A presentation I gave on Duality in Linear Estimation and Control for a Summer Event in Research and Optimization (S.E.R.O.) at UC Davis, September 2015. Link

A presentation I gave on Clarkson’s “Las Vegas Algorithms for Linear and Integer Programming when the Dimension is Small”. C.A.C.A.O. Seminar, Spring 2014. Link

A presentation summarizing the results of a project of mine. I verified the numerical experiments in the paper “Analysis and Design of Optimization Algorithms via Integral Quadratic Constraints” by L. Lessard, B. Recht, A. Packard. Link

A presentation I gave introducing the continuous Hirsch Conjecture. It’s basically just a from-the-hip lecture on interior point methods, the central path, and the curvature of a polytope. A friend of mine followed my presentation with one of his own on this paper, which disproves the continuous Hirsch Conjecture. Link

A presentation I gave on smoothing techniques in Stochastic Gradient Descent. Link

A presentation I gave in Spring 2014 surveying my research interests. Link

A poster I presented at IPCO 2014 in Bonn, Germany. Link