Rahul Mazumder

Faculty

Rahul Mazumder

About

Rahul Mazumder is an Assistant Professor of Operations Research and Statistics at the MIT Sloan School of Management.

Prior to joining MIT, he was an Assistant Professor in the Department of Statistics, Columbia University from Fall 2013 through June 2015, and was also affiliated with the Data Science Institute, Columbia University.  Prior to that, Rahul was a PostDoctoral Associate at MIT from 2012 - 2013.

His research interests are in data science, statistical machine learning, large scale optimization, mathematical programming; and in particular, their interplay. He is also interested in "big data" applications in environmental and climate studies, social science, and recommender systems. He has published in a variety of journals:  Journal of Machine Learning Research, Annals of Statistics, Journal of the American Statistical Association,and Annals of Applied Statistics, among others.

Rahul completed his BS and MS in statistics from the Indian Statistical Institute, Kolkata in 2007. He received his PhD in statistics from Stanford University in 2012.

Honors

Mazumder’s research honored by Office of Naval Research

Publications

"A Computational Framework for Multivariate Convex Regression and its Variants."

Mazumder, Rahul, Arkopal Choudhury, Garud Iyengar, and Bodhisattva Sen. Journal of the American Statistical Association. Forthcoming.

"Flexible Low-rank Statistical Modeling with Side Information and Missing Data."

Fithian, William, and Rahul Mazumder. Statistical Science. Forthcoming.

"A New Perspective on Boosting in Linear Regression via Subgradient Optimization and Relatives."

Freund, Robert M., Paul Grigas, and Rahul Mazumder. Annals of Statistics Vol. 45, No. 6 (2017): 2328-2364.

"Certifiably Optimal Low Rank Factor Analysis."

Bertsimas, Dimitris, Martin S. Copenhaver, and Rahul Mazumder. Journal of Machine Learning Research Vol. 18, No. 29 (2017): 1-53.

"An Extended Frank-Wolfe Method with 'In-Face' Directions, and its Application to Low-Rank Matrix Completion."

Freund, Robert M., Paul Grigas, and Rahul Mazumder. SIAM Journal on Optimization Vol. 27, No. 1 (2017): 319-346.

"Best Subset Selection via a Modern Optimization Lens."

Bertsimas, Dimitris, Angela King, and Rahul Mazumder. The Annals of Statistics Vol. 44, No. 2 (2016): 813-852.

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