Philip Thompson
Associate Professor
FGV's EMAp School of Applied Mathematics
Research interests
The mathematical theory and applications of algorithms in stochastic optimization and statistical machine learning, including some aspects of high-dimensional statistics. My focus is on robust high-dimensional estimation and variants of stochastic gradient descent.
Experience & Education
Info
Google Scholar,
LinkedIn,
CV Lattes
Service
Grants
Referee Service
Annals of Statistics
Applied Intelligence (invited)
COLT (Conference on Learning Theory) : 2019
Computational Optimization and Applications
Electronic Journal of Statistics
Journal of Machine Learning Research
Journal of the American Statistical Association
Journal of the Royal Statistical Society - Series B
Journal of Optimization Theory and Applications
IEEE Transactions on Neural Networks and Learning Systems (invited)
Machine Learning (invited)
Management Science
Mathematical Programming
Mathematics of Operations Research (invited)
Numerical Algorithms
Operations Research
Optimization Methods & Software
Set-Valued and Variational Analysis
SIAM Journal on Optimization
Statistical Papers
Statistics and Probability Letters
Contact
Adress: FGV EMAp - Escola de Matemática Aplicada, Edifício Luiz Simões Lopes, Sede - Praia de Botafogo, 190 - 5º Andar - Botafogo, Rio de Janeiro - RJ, 22250-900
Emails: philipthomp AT gmail DOT com, philip DOT thompson AT fgv DOT br
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