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September 2016

STOR Colloquium: Alfredo Garcia, ARO and University of Florida

September 12, 2016 @ 3:30 pm - 4:30 pm

Alfredo Garcia, Army Research Office (ARO) and University of Florida   Iterative Mechanisms for Electricity Markets   Abstract: We consider the problem of designing the rules by which dispatch and payment to electricity market participants are gradually adjusted while taking into account network and reliability constraints so as to ensure the market clears with an efficient outcome. Small adjustments (which require minimal information from market participants at each iteration) facilitate the identification of incentives for ensuring truthful reporting of private…

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STOR Colloquium: Bin Hu, University of North Carolina at Chapel Hill

September 19, 2016 @ 3:30 pm - 4:30 pm

Bin Hu University of North Carolina at Chapel Hill, Kenan-Flagler Business School Is Reshoring Better than Offshoring? The Effect of Offshore Supply Dependence In this paper we investigate the effect of offshore supply dependence (OSD) on offshoring-reshoring profit comparisons. We find that OSD hampers a reshoring manufacturer's responsiveness to demand information updates and may significantly affect offshoring-reshoring comparisons, such that reshoring may yield lower profits than offshoring in many cases, including when offshoring has no baseline-cost advantage. We then show…

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October 2016

STOR colloquium: Nelson Antunes, CEMAT/University of Lisbon

October 3, 2016 @ 3:30 pm - 4:30 pm

Nelson Antunes CEMAT/University of Lisbon and University of Algarve Sampling Internet traffic: estimation of flow distributions In this talk, the focus is on recovering the flow (sequence of packets sharing common attributes) size and duration distributions from sampled Internet traffic using a number of previously introduced packet sampling algorithms. Assuming a basic probabilistic flow model, the distribution of flow durations is expressed in terms of the distributions of flow sizes and flow IATs (interarrival times between packets). The available estimation…

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STOR colloquium: Joe Guinness, North Carolina State University

October 10, 2016 @ 3:30 pm - 4:30 pm

Joe Guinness North Carolina State University Permutation methods for sharpening Gaussian process approximations   Vecchia's approximate likelihood for Gaussian process parameters depends on how the observations are ordered, which can be viewed as a deficiency because the exact likelihood is permutation-invariant. I take the alternative standpoint that the ordering of the observations is an aspect that can be tuned to sharpen the approximations. I show that advantageously chosen orderings of the observations can drastically improve the approximations. In addition to…

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STOR colloquium: Dirk Lorenz, Braunschweig Technical University

October 17, 2016 @ 3:30 pm - 4:30 pm

Dirk Lorenz Braunschweig Technical University Probabilistic Image Models and Extensions of the Perona-Malik Filter The Perona-Malik model has been very successful at restoring images from noisy input.  In this paper, we show how the Perona-Malik model can be reinterpreted and extended using the language of Gaussian scale mixtures.  Specifically, we show how the expectation-maximization EM algorithm applied to Gaussian scale mixtures leads to the lagged-diffusivity algorithm for computing stationary points of the Perona-Malik diffusion equations.  Moreover, we show how mean…

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STOR colloquium: Seyed Emadi, University of North Carolina at Chapel Hill

October 31, 2016 @ 3:30 pm - 4:30 pm

Impact of Delay Announcements in Call Centers: An Empirical Approach   We undertake an empirical study of the impact of delay announcements on callers' abandonment behavior and the performance of a call center with two priority classes. A Cox regression analysis reveals that in this call center, callers' abandonment behavior is affected by the announcement messages heard. To account for this, we formulate a structural estimation model of callers' (endogenous) abandonment decisions. In this model, callers are forward-looking utility maximizers…

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November 2016

STOR colloquium: Ivo Adan, Eindhoven University of Technology

November 7, 2016 @ 3:30 pm - 4:30 pm

Ivo Adan Technical University of Eindhoven and EURANDOM The Netherlands   A rate balance principle   We introduce a rate balance principle for general (not necessarily Markovian) stochastic processes, with special attention to birth-death like processes. This principle appears to be useful in deriving well-known, as well as new results for various queueing systems.           Refreshments will be served at 3:00pm in the 3rd floor lounge of Hanes Hall

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STOR colloquium: CANCELLED

November 14, 2016 @ 3:30 pm - 4:30 pm

This colloquium has been cancelled.  We apologize for any inconvenience. STOR colloquium: Vanja Dukic, University of Colorado-Boulder

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STOR colloquium: Stephen Becker, University of Colorado-Boulder

November 21, 2016 @ 3:30 pm - 4:30 pm

Stephen Becker University of Colorado Boulder Efficient robust PCA algorithms for the GPU   We introduce the matrix completion problem and the similar robust PCA (RPCA) problem and discuss their relation to compressed sensing and some of their applications to collaborative filtering, background detection in videos, and neuroscience. We cover some standard algorithms to solve these problems, including proximal gradient descent, Frank-Wolfe/conditional-gradient, and Burer-Monteiro splitting. A natural idea to speed up the algorithms is to run them on the GPU…

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December 2016

STOR colloquium: Elaine McVey, TransLoc/Insightus

December 5, 2016 @ 3:30 pm - 4:30 pm

Title: Commuting, voting, and the off-label use of data   Abstract: The modern practice of data science often involves approaching datasets differently than in traditional statistics.  Two analyses will be presented, both of which use combinations of public datasets in expected and "off-label" ways.  One addresses the need to simulate realistic commuting patterns, and the other evaluates the effects of North Carolina voting site decisions.  In the process of telling the stories of these two data science projects, we'll have…

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