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Uncertainties from deepening penetration of renewable energy resources have posed critical challenges to the secure and reliable operations of future electric grids. Among various approaches for decision making in uncertain environments,…
One of the great pleasures of working with Imre Leader is to experience his infectious delight on encountering a compelling combinatorial problem. This collection of open problems in combinatorics has been put together by a subset of his…
In recent years, the field of statistics has experienced a surge in interest and application, largely due to significant advances in computer technology. This progress has led to remarkable developments in statistics methods and algorithms,…
The aim of this thesis is to determine classes of NP relations for which random generation and approximate counting problems admit an efficient solution. Since efficient rank implies efficient random generation, we first investigate some…
We are interested in solving convex optimization problems with large numbers of constraints. Randomized algorithms, such as random constraint sampling, have been very successful in giving nearly optimal solutions to such problems. In this…
Many key problems in machine learning and data science are routinely modeled as optimization problems and solved via optimization algorithms. With the increase of the volume of data and the size and complexity of the statistical models used…
Can machine learning help discover new mathematical structures? In this article we discuss an approach to doing this which one can call "mathematical data science". In this paradigm, one studies mathematical objects collectively rather than…
Traffic control is at the core of research in transportation engineering because it is one of the best practices for reducing traffic congestion. It has been shown in recent years that the traffic control problem involving…
Chance-constrained programming (CCP) is one of the most difficult classes of optimization problems that has attracted the attention of researchers since the 1950s. In this survey, we focus on cases when only a limited information on the…
The problem of class imbalance is extensive for focusing on numerous applications in the real world. In such a situation, nearly all of the examples are labeled as one class called majority class, while far fewer examples are labeled as the…
This article is an invitation. It is, first, an invitation to consider as a subject worthy of attention the wide range of situations where small discrete elements, either bubbles, droplets or solid particles, are embedded in turbulent…
In recent years, ideas from statistics and scientific computing have begun to interact in increasingly sophisticated and fruitful ways with ideas from computer science and the theory of algorithms to aid in the development of improved…
There is a lot of research on probabilistic transition systems. There are not many studies in probabilistic process models. The lack of investigation into the interactive aspect of probabilistic processes is mainly due to the difficulty…
Network traffic data is huge, varying and imbalanced because various classes are not equally distributed. Machine learning (ML) algorithms for traffic analysis uses the samples from this data to recommend the actions to be taken by the…
Numerical Generalized Randomized Hamiltonian Monte Carlo is introduced, as a robust, easy to use and computationally fast alternative to conventional Markov chain Monte Carlo methods for continuous target distributions. A wide class of…
This work is devoted to a certain class of probabilistic snapshots for elements of the observed data stream. We show you how one can control their probabilistic properties and we show some potential applications. Our solution can be used to…
Big Data is one of the major challenges of statistical science and has numerous consequences from algorithmic and theoretical viewpoints. Big Data always involve massive data but they also often include online data and data heterogeneity.…
Link prediction is a paradigmatic problem in network science, which aims at estimating the existence likelihoods of nonobserved links, based on known topology. After a brief introduction of the standard problem and metrics of link…
We introduce a counting process to model the random occurrence in time of car traffic accidents, taking into account some aspects of the self-excitation typical of this phenomenon. By combining methods from probability and differential…
I present here some results on the statistical behaviour of large random matrices in an ensemble where the probability distribution is not a function of the eigenvalues only. The perturbative expansion can be cast in a closed form and the…