Philip Thompson
Assistant Professor of Quantitative Methods
Quantitative Methods
Education
PhD in Mathematics
MS in Mathematics
BS Electronics Engineering
Journal Articles
- 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,
Proceedings (refereed)
- A. Dalalyan, P. Thompson (2019). Outlier-robust estimation of a sparse linear model using l1-penalized Huber's M-estimator, . Advances on Neural Information Processing Systems (NeurIPS),
Working Papers
- R.I. Oliveira, P. Thompson (2020). Sample average approximation with heavier tails I: non-asymptotic bounds with weak assumptions and stochastic constraints.
- R.I. Oliveira, P. Thompson (2020). Sample average approximation with heavier tails II: localization in stochastic convex optimization and persistence results for the Lasso.
- Philip Thompson (2020). Outlier-robust sparse/low-rank least-squares regression and robust matrix completion . https://arxiv.org/abs/2012.06750.
- P. Thompson, A. Dalalyan Restricted eigenvalue property for corrupted Gaussian design.
2019 Dupačová-Prékopa Student Paper Prize
Quantitative Methods Seminar (2021)
Managed the seminar of the Quantitative Methods Area during Fall 2021.
- MGMT 30500 (Spring 2020)
- MGMT 30500 (Spring 2021)
- MGMT 59000 (Summer 2021)
- MGMT 59000 (Summer 2021)
- MGMT 69000 (Spring 2020)
- MGMT 69900 (Fall 2021)
- MGMT 69900 (Summer 2020)