Prof. Xiuli Chao
Industrial and Operations Engineering
University of Michigan
Talk:
Concentration Inequalities
Abstract:
Concentration inequalities play a central role in designing and analyzing learning algorithms and near-optimal approximation algorithms for many operations management problems. In this tutorial we discuss fundamental concentration inequalities for several important classes of stochastic processes, including bounded processes, sub-Gaussian processes, sub-exponential random variables, and martingale processes. It aims to help graduate students and young researchers who wish to enter or further this exciting area of operations management research.
Biography:
Xiuli Chao’s research interests include queueing, scheduling, financial engineering, inventory control, and supply chain management. He has also held regular or visiting positions at the University of California at Irvine, Columbia University, North Carolina State University, Hong Kong University of Science and Technology, and National University of Singapore. Dr. Chao is the co-developer of Lekin Scheduling System. He is the co-author of two books, “Operations Scheduling with Applications in Manufacturing and Services” (Irwin/McGraw-Hill, 1998), and “Queueing Networks: Customers, Signals, and Product Form Solutions” (John Wiley & Sons, 1999). Chao received the 1998 Erlang Prize from the Applied Probability Society of Institute for Operations Research and Management Sciences (INFORMS), and the 2005 David Baker Distinguished Research Award from the Institute of Industrial and Systems Engineers (IISE). He has consulted for many companies on logistics, supply chains, and inventory management. Chao is a fellow of both IISE and INFORMS.
