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- A. Iusem, A. Jofré, R.I. Oliveira, P. Thompson (2019). Variance-based extragradient methods with line search for stochastic variational inequalities. SIAM Journal on Optimization,
- A. Iusem, A. Jofré, P. Thompson (2019). Incremental constraint projection methods for monotone stochastic variational inequalities. Mathematics of Operations Research,
- A. Jofré, P. Thompson (2019). On variance reduction for stochastic smooth convex optimization with multiplicative noise. Mathematical Programming,
- A. Iusem, A. Jofré, R.I. Oliveira, P. Thompson (2017). Extragradient method with variance reduction for stochastic variational inequalities. SIAM Journal on Optimization,
- A. Dalalyan, P. Thompson (2020). Outlier-robust estimation of a sparse linear model using l1-penalized Huber's M-estimator, . NeurIPS,
- R.I. Oliveira, P. Thompson Sample average approximation with heavier tails I: non-asymptotic bounds with weak assumptions and stochastic constraints.
- R.I. Oliveira, P. Thompson Sample average approximation with heavier tails II: localization in stochastic convex optimization and persistence results for the Lasso.
- P. Thompson, A. Dalalyan Restricted eigenvalue property for corrupted Gaussian design.
2019 Dupačová-Prékopa Student Paper Prize
- MGMT 30500 (Spring)
- MGMT 69000 (Spring)