The Lehigh ISE Seminar Series is a component of the Spencer C. Schantz Lecture Program.

 Upcoming Events


 ISE Seminar Series Spring 2024


 Time: Tuesday, April 30, 11:00 am - 12:00 pm

 Speaker: Mateo Diaz, Johns Hopkins University

 Title: Clustering a mixture of Gaussians with unknown covariance

 Location: Mohler Lab, Room 453



Clustering is a fundamental data scientific task with broad application. This talk investigates a simple clustering problem with data from a mixture of Gaussians that share a common but unknown, and potentially ill-conditioned, covariance matrix. We start by considering Gaussian mixtures with two equally-sized components and derive a Max-Cut integer program based on maximum likelihood estimation. We show its solutions achieve the optimal misclassification rate when the number of samples grows linearly in the dimension, up to a logarithmic factor. However, solving the Max-cut problem appears to be computationally intractable. To overcome this, we develop an efficient spectral algorithm that attains the optimal rate but requires a quadratic sample size. Although this sample complexity is worse than that of the Max-cut problem, we conjecture that no polynomial-time method can perform better. Furthermore, we present numerical and theoretical evidence that supports the existence of a statistical-computational gap. 



Mateo Díaz is an assistant professor in the Department of Applied Mathematics and Statistics at Johns Hopkins University. His interests encompass continuous optimization, computation, and statistics, with a particular focus on designing and analyzing highly effective, large-scale algorithms for applications in data science, machine learning, operations research, and signal processing. Before joining Johns Hopkins, he spent two years as a postdoctoral scholar at Caltech. He received a PhD in Applied Mathematics and an MSc in Computer Science from Cornell University, advised by Damek Davis. During his doctoral studies, he worked as a student researcher at Google Research. Díaz obtained two undergraduate degrees in Mathematics and in Systems and Computing Engineering from Universidad de los Andes (Colombia).








Past Events

Spring 2024
Tuesday, April 16, 2024, 11:00am
Weijun Xie, Georgia Tech
"Distributionally Fair Stochastic Optimization using Wasserstein Distance"
Tuesday, April 9, 2024, 11:00am
Rebekah Ann Herrman, University of Tennessee, Knoxville
"Combinatorics techniques in variational quantum algorithms"
Tuesday, March 26, 2024, 11:00am
INFORMS Student Chapter Distinguished Speaker: Mark E. Lewis, Cornell University
"A stochastic model for when to invoke telemedicine visits in a minute clinic"
Tuesday, March 19, 2024, 11:00am
Lu Lu, Yale University
"Accurate, efficient, and reliable learning of deep neural operators for multiphysics and multiscale problems"
Tuesday, February 27, 2024, 11:00am
David E. Bernal Neira, Purdue University
"Discrete nonlinear optimization: Modeling and solutions via novel hardware and decomposition algorithms"
Tuesday, February 20, 2024, 11:00am
Alberto Del Pia, University of Wisconsin-Madison
"Minimizing quadratics over integers"
Thursday, February 8, 2024, 11:00am
Osman Ozaltin, North Carolina State University
"Knowledge Discovery in EHRs: Septic Shock Prediction through Temporal Pattern Mining"
Tuesday, February 6, 2024, 11:00am
Liyan Xie, the Chinese University of Hong Kong, Shenzhen
"Navigating Online Data: Bridging Efficiency and Robustness in Change Monitoring"
Tuesday, January 30, 2024, 11:00am
Edgar Solomonik, University of Illinois at Urbana-Champaign
"Optimization methods for tensor decomposition"
Fall 2023
Tuesday, November 28, 2023, 11:00am
Phebe Vayanos, University of Southern California
"Learning Optimal and Fair Policies for Allocating Scarce Housing Resources to People Experiencing Homelessness"
Tuesday, November 14, 2023, 11:00am
Sara Shashaani, North Carolina State University
"Adaptive Sampling with Trust-region Methods for Simulation"
Tuesday, November 7, 2023, 11:00am
Kaizheng Wang, University of Columbia
"A Stability Principle for Learning under Non-Stationarity"
Tuesday, October 31, 2023, 11:00am
Marcos Medeiros Raimundo, Institute of Computing at the University of Campinas
"Multi-Objective Learning - Using Conflicts to Learn"
Tuesday, October 24, 2023, 11:00am
Tianyi Chen, Rensselaer Polytechnic Institute (RPI)
"On Computational and Statistical Challenges of Learning with Multiple Objectives"
Tuesday, September 26, 2023, 11:00am
Dong An, University of Maryland
"Quantum algorithms for linear differential equations beyond Hamiltonian simulation"
Tuesday, September 19, 2023, 11:00am
Bao Wang, University of Utah
"Implicity Methods for Deep Learning on Graphs"
Spring 2023
Tuesday, May 2, 2023, 11:00am
Kristin Bennett, RPI
"AI for Health Equity"
Tuesday, April 25, 2023, 11:00am
Mahyar Eftekhar, Arizona State University
"Improving the Quality of In-Kind Donations: A Field Experiment"
Tuesday, April 18, 2023, 11:00am
Victor Blanco, Universidad de Granada, Spain
"Math Optimization and Data Science: A Facility Location Perspective to Supervised Learning"
Tuesday, April 4, 2023, 11:00am
INFORMS Chapter Distinguished Speaker Series - Sridhar Tayur, Tepper School of Business at Carnegie Mellon University
"Quantum Operations Research Applications, Hardware, Algorithms (QOR:AHA)"
Tuesday, March 21, 2023, 11:00am
Antonio DeRosa, University of Maryland
"Solutions to two conjectures in branched transport: stability and regularity of optimal networks"
Tuesday, March 7, 2023, 11:00am
Yangyang Xu, Rensselaer Polytechnic Institute
"Decentralized gradient methods for composite minimax problems"
Tuesday, February 21, 2023, 11:00am
Bo Shen, New Jersey Institute of Technology
"Advanced Data Analytics for Smart Additive Manufacturing"
Tuesday, February 7, 2023, 11:00am
Dmitriy (Tim) Kunisky, Yale University
"What average-case optimization can tell number theory"
Fall 2022
Tuesday, November 29, 2022, 11:00am
Alfredo Garcia, Texas A&M University
"Trading between Electricity Markets: Incentives and Learning"
Tuesday, November 15, 2022, 11:00am
Ryan Cory-Wright, Herman Goldstine postdoctoral fellow at IBM Research
"A New Perspective on Low-Rank Optimization"
Tuesday, November 1, 2022, 11:00am
INFORMS Chapter Distinguished Speaker Series - Yinyu Ye, Stanford University
"DRSOM: A Dimension-Reduced Second-Order Method for Nonconvex Optimization"
Tuesday, October 18, 2022, 11:00am
Yuejie Chi, Carnegie Mellon University
"Coping with Heterogeneity and Privacy in Communication-Efficient Nonconvex Federated Optimization"
Tuesday, October 4, 2022, 11:00am
Carleton Coffrin, Senior Scientist Los Alamos National Laboratory
"On the Emerging Potential of Quantum Annealing Hardware for Combinatorial Optimization"
Tuesday, September 6, 2022, 11:00am
Ashok Viswanathan, Director of Supply Chain Analytics, Best Buy
"Analytics - Key to Supply Chain Digital Transformation"
Spring 2022
Tuesday, April 19, 2022, 11:00am
Ruiwei Jiang, University of Michigan
"Convex Chance-Constrained Programs with Wasserstein Ambiguity"
Tuesday, April 5, 2022, 11:00am
INFORMS Chapter Distinguished Speaker Series - Samuel Burer, University of Iowa
"Convexification for Non-Convex Mixed-Integer Quadratic Programming"
Tuesday, March 22, 2022, 11:00am
Yue Hu, PhD Candidate, Graduate School of Business, Columbia University
"Prediction-Driven Surge Planning with Application in the Emergency Department"
Tuesday, March 1, 2022, 11:00am
Clément W. Royer, Université Paris Dauphine - PSL, France
"Optimization without derivatives in larger dimensions and across networks"
Tuesday, February 15, 2022, 11:00am
René Vidal, Johns Hopkins University
"Learning Dynamics and Implicit Bias of Gradient Flow in Overparameterized Linear Models"
Tuesday, February 8, 2022, 11:00am
Farrah Moazeni and Javad Khazaei, Lehigh University
"Optimization Problems in Modern Water, Energy, and Building Systems"
Fall 2021
Tuesday, November 16, 2021, 11:00am
Kimia Ghobadi, Johns Hopkins University
"COVID-19 Hospital Capacity Management using Math Modeling"
Tuesday, November 9, 2021, 11:00am
INFORMS Chapter Distinguished Speaker Series - Jong-Shi Pang, University of Southern California
"Some Nonsmooth Function Classes and Their Optimization"
Tuesday, November 2, 2021, 11:00am
Nathan Kallus - Cornell Tech
"Smooth Contextual Bandits"
Tuesday, October 19, 2021, 11:00am
Georg Stadler - NYU Courant Institute of Mathematical Sciences
"Optimal control of PDEs under uncertainty with joint chance constraints"
Tuesday, October 12, 2021, 11:00am
Emily Tucker - Clemson University
"Reducing Drug Shortages by Improving Supply Chain Resiliency"
Tuesday, October 5, 2021, 11:00am
Gabor Pataki - UNC Chapel Hill
"How do exponential size solutions arise in Semidefinite Programming?"
Tuesday, September 28, 2021, 11:00am
John Wright - Columbia University
"Deep Networks and the Multiple Manifold Problem"
Spring 2021
Tuesday, May 4, 2021, 11:00am
INFORMS Chapter Distinguished Speaker Series - Amir Beck, Tel-Aviv University
"Dual Randomized Coordinate Descent Method for Solving a Class of Nonconvex Problems"
Tuesday, April 27, 2021, 11:00am
Swati Gupta, Stewart School of Industrial & Systems Engineering, Georgia Tech
"Bridging Classical and Quantum Computing with Warm-starts and Coupling Graphs"
Tuesday, April 20, 2021, 11:00am
Andrés Medaglia, Department of Industrial Engineering, Universidad de los Andes, Columbia
"Exact Bidirectional (pulse) Algorithm for Constrained Shortest Path Extensions"
Monday, April 19, 2021, 12:15pm
Akwum Onwunta, Center for Mathematics and Artificial Intelligence, George Mason University
"Optimization Under Uncertainty: Current Approaches and Beyond"
Monday, April 12, 2021, 12:15pm
Wesley Marrero Colón, Harvard Medical School
"Flexible Treatment Plans and Genetic Testing Strategies for the Management of Cardiovascular Diseases"
Thursday, April 8, 2021, 12:15pm
Anirudh Subramanyam, Argonne National Laboratory
"Mitigating Extreme Failures in Complex Infrastructure Systems"
Tuesday, April 6, 2021, 11:00am
John F. Raffensperger, RAND Corp., Santa Monica, CA USA
"A price on warming with a supply chain directed market"
Tuesday, March 30, 2021 11:00am
Siqian Shen, Department of Industrial and Operations Engineering, University of Michigan
"Facilty Location Involving Competition or Decision-dependent Uncertainty: New Models, Solution Approaches and Insights"
Tuesday, March 23, 2021 11:00am
Meisam Razaviyayn, University of Southern California
"Non-convex min-max optimization: challenges and recent advancements"
Tuesday, March 9, 2021 11:00am
Guanghui (George) Lan, Georgia Institute of Technology
"Advancing Stochastic Optimization for Reinforcement Learning"
Tuesday, February 23, 2021 11:00am
Andrea Qualizza, Amazon
"Transportation and Fulfillment Optimization at Amazon"
Tuesday, February 9, 2021 11:00am
Samantha Keppler, University of Michigan Stephen M. Ross School of Business
"On the Use of Operations Management in Public Education Systems"
Fall 2020
Tuesday, December 1, 2020 11:00am
Ilya Safro, University of Delaware
"Multiscale Methods in Action: From Machine Learning and Graphs to Realistic Future for Quantum Computing"
Tuesday, November 17, 2020 11:00am
Raghu Bollapragada, University of Austin (UT)
"Adaptive Sampling Methods for Derivative-Free Stochastic Optimization" 
Tuesday, October 27, 2020 11:00am
Kim-Chuan Toh, National University of Singapore (NUS)
"Exploiting Second Order Sparsity in Big Data Optimization" 
Tuesday, October 20, 2020 11:00am
Albert Del Pia, University of Wisconsin-Madison
"Short Simplex Paths in Lattice Polytopes"
Tuesday, October 13, 2020 11:00am
Coralia Cartis, Oxford University
"Dimensionality Reduction Techniques for Large-Scale Optimization Problems"
Tuesday, October 6, 2020 11:00am
Miles Lubin, Google NYC
"Placement, Provisioning, Packaging"
Tuesday, September 29, 2020 11:00am
Juan C. Vera, Tilburg University
"The Simplex Way to Obtain Non-Negative Certificates Over Compact Semialgebraic Sets"
Tuesday September 8, 2020 11:00am
Jeff Zhang, Carnegie Mellon University
"On Local Minima in Polynomial Optimization"
Spring 2020
Tuesday February 18, 2020 11:00am
Andrew Papanicolaou, New York University
"PCA for Implied Volatility Surfaces"
Tuesday January 30, 2020 4:30pm
Elaheh Fata, Massachusetts Institute of Technology
"Multi-stage and Multi-customer Assortment Optimization with Inventory Constraints"
Thursday January 16, 2020 10:45am
Aida Khajavirad, Rutgers School of Business
"Convexification and Global Optimization of Mixed Integer Nonlinear Optimization Problems"
Fall 2019
Wednesday December 11, 2019 4:30pm
Temitayo Ajayi , Rice University
"Objective Selection for Cancer Treatment: An Inverse Optimization Approach"
Monday December 9, 2019 10:45am
Karmel S. Shehadeh, Carnegie Mellon University
"A Distributionally Robust Optimization Approach for Outpatient Colonoscopy Scheduling"
Tuesday December 3, 2019 4:30pm
Lavanya Marla, University of Illinois at Urbana-Champaign
"Data-driven Greedy Policies and Information-Relaxation Bounds for Ambulance Location and Deployment"
Tuesday, November 12, 2019 - 4:30pm
Kayse Maass, Northeastern University
"A Systems Approach to Disrupting Human Trafficking"
Tuesday, November 5, 2019 - 4:30pm
INFORMS Chapter Distinguished Speaker Series - Robert Vanderbei, Princeton University
"The Parametric Self-Dual Simplex Method — A Modern Perspective"
Tuesday, October 8, 2019 - 4:30pm
Miju Ahn, Southern Methodist University
"Learning with Difference-of-Convex Sparsity Functions"
Tuesday, September 17, 2019 - 4:30pm
Ramteen Sioshansi, The Ohio State University
"Can We Get Market and Regulatory Designs ‘Right’ for Energy Storage?"
Tuesday, September 10, 2019 - 4:30pm
Adam Elmachtoub, Columbia University
"Smart "Predict, then Optimize""
Spring 2019
Tuesday, May 7, 2019 - 4:00pm
Alec Koppel, U.S. Army Research Laboratory
"Policy Search for Reinforcement Learning in Continuous Spaces: Improved Limits and Reduced Variance"
Tuesday, April 9, 2019 - 4:00pm
Aida Khajavirad (Rutgers & NYU)
"Novel Polyhedral Relaxations for Mixed-Integer Polynomial Optimization Problems"
Tuesday, April 2, 2018 - 4:00pm
INFORMS Chapter Distinguished Speaker Series - Stefan Wild, Argonne National Laboratory
"Exploiting Structure in Derivative-Free Nonlinear Optimization to Advance Science and Engineering"
Tuesday, March 26, 2019 - 4:00pm
Clément Royer, University of Wisconsin-Madison
"Nonconvex Optimization via Newton-CG Methods with Complexity Guarantees"
Tuesday, March 19, 2019 - 4:00pm
William K. Klimack, Chevron
"Decision Analysis at Chevron"
Tuesday, March 5, 2019 - 4:00pm
James Luedtke, University of Wisconsin-Madison
"Optimizing Truck Dispatching Decisions in Open-pit Mining using Integer Programming"
Tuesday, February 12, 2019 - 4:00pm
J. Cole Smith, Clemson University
"The Maximum Semicontinuous Flow Problem"
Tuesday, January 29, 2019 - 4:00pm
Giacomo Nannicini, IBM T.J. Watson Research Center
"Fully Polynomial-Time Approximation Schemes for Stochastic Dynamic Programs: Theory and Applications"
Fall 2018
Tuesday, December 4, 2018 - 4:00pm
Andreas Wächter, Northwestern University
"Nonlinear Programming Formulations of Chance-Constraints"
Tuesday, November 27, 2018 - 4:00pm
INFORMS Chapter Distinguished Speaker Series - Gerard Cornuejols, Carnegie Mellon University
"Packing and Covering"
Tuesday, November 13, 2018 - 4:00pm
Mert Gürbüzbalaban, Rutgers University
"Momentum Acceleration Under Random Gradient Noise: From Convex to Non-Convex Optimization"
Tuesday, October 30, 2018 - 4:00pm
Michael Katehakis, Rutgers University
"Reinforcement Learning: Connections Between MDPs and MAB Problems"
Tuesday, October 2, 2018 - 4:00pm
Michael L. Overton, Courant Institute of Mathematical Sciences, NYU
"Nonsmooth, Nonconvex Optimization: Algorithms and Examples"
Spring 2018
Tuesday, May 8, 2018 - 4:00pm
Krzysztof Choromanski, Google
"Structure is all that you need - Learning Compressed RL Policies Via Orthogonal Gradient Sensing"
Tuesday, May 1, 2018 - 4:00pm
Henry Lam, Columbia University
"Assessing Solution Quality in Stochastic Optimization with Limited Data"
Tuesday, April 24, 2018 - 4:00pm
INFORMS Chapter Distinguished Speaker Series - James Renegar, Cornell University
"A Simple Nearly-Optimal Restart Scheme for Speeding-Up First Order Methods"
Thursday, April 19, 2018 - 4:00pm
Matthias Walter, RWTH Aachen University
"Investigating Polyhedra by Oracles"
Tuesday, April 10, 2018 - 4:00pm
Stefano Coniglio, University of Southampton
"Network Routing Through the Internet as a Stackelberg Game"
Tuesday, March 6, 2018 - 4:00pm
Bo Zeng, University of Pittsburgh
"Robust and Chance Constrained Optimization in Power and Logistics Systems"
Fall 2017
Tuesday, December 5, 2017 - 4:00pm
Garud Iyengar, Columbia University
"Automatic Event Detection in Basketball"
Tuesday, November 14, 2017 - 4:00pm
Jonathan Eckstein, Rutgers University
"Asynchronous Projective Splitting for Convex Optimization and Monotone Inclusion Problems"
Tuesday, November 7, 2017 - 4:00pm
Osman Y. Ozaltin, North Carolina State University
"A Branch-and-cut Algorithm for Discrete Bilevel Linear Programs"
Tuesday, October 31, 2017 - 4:00pm
Oleg Prokopyev, University of Pittsburgh
"Sequential Max-Min Bilevel Linear Programming with Incomplete Information and Learning"
Tuesday, October 10, 2017 - 4:00pm
Ion Necoara, University Politehnica of Bucharest
"Conditions for Linear Convergence of (Stochastic) First Order Methods"
Thursday, October 5, 2017 - 4:00pm
INFORMS Chapter Distinguished Speaker Series - Nick Trefethen, University of Oxford
Tuesday, September 26, 2017 - 4:00pm
Andrew Dorsett, Wolfram Research
"Mathematica 11 in Education and Research"
Tuesday, September 19, 2017 - 4:00pm
Alejandro Ribeiro, University of Pennsylvania
"High Order Methods in Empirical Risk Minimization"
Tuesday, August 22, 2017 - 4:00pm
Giorgio Fasano, Thales Alenia Space
"Solving Non-Standard Packing Problems by Global Optimization and Heuristics"