Rahul Mazumder
Associate Professor, Operations Research and Statistics
Categories
Rahul Mazumder is the Robert G. James Career Development Professor and associate professor of Operations Research and Statistics at the MIT Sloan School of Management. He is also affiliated with MIT’s Operations Research Center and Center for Statistics and Data Science. His research interests are in statistical machine learning, large scale mathematical optimization; and their applications in recommender systems, computational biology, computational social science and finance. Before joining MIT, Mazumder was an assistant professor at Columbia University. He earned a PhD in statistics from Stanford University.
Publications
- Mazumder, R., Saldana, D. F., Weng, H. (2020). Matrix Completion with Nonconvex Regularization: Spectral Operators and Scalable Algorithms. Journal of Statistics and Computing, 1-26.
- Hazimeh, H. and Mazumder, R. (2020). Learning Hierarchical Interactions at Scale: A Convex Optimization Approach. The 23rd International Conference on Artificial Intelligence and Statistics (AISTATS).
- Hazimeh, H., and Mazumder, R. (2020+). Fast best subset selection: Coordinate descent and local combinatorial optimization algorithms. Operations Research (to appear).
- Mazumder, R. and Weng, H. (2019) Computing the degrees of freedom of rank-regularized estimators and cousins. Electronic Journal of Statistics.
- Bandi, H., Bertsimas, D., Mazumder, R. (2019). Learning a Mixture of Gaussians via Mixed Integer Optimization. Institute for Operations Research and the Management Sciences (INFORMS) Journal on Optimization 1 (3), 221-240.
- Freund, R. M., Grigas, P., and Mazumder, R. (2017). A new perspective on boosting in linear regression via subgradient optimization and relatives. The Annals of Statistics.
- Bertsimas, D., King, A., and Mazumder, R. (2016). Best subset selection via a modern optimization lens. The Annals of Statistics.
Media
- February 24, 2018: IDSS News, Congratulations to SDSC’s Moitra and Mazumder, recipients of Office of Naval Research 2018 Young Investigator Award.
- June 15, 2015: BuzzFeed News, Can An Algorithm Do The Job Of A Historian?