Best Publication Award

2023 Winner(s)

Citation : The award is for publication(s) "Quantifying distributional model risk via optimal transport" appearing in Mathematics of Operations Research 44(2) 565-600 in 2019 (authors Blanchet and Murthy) and "Robust Wasserstein profile inference and applications to machine learning" appearing in Journal of Applied Probability 56(3) 830-857 in 2019 (authors Blanchet, Kang, and Murthy).  These papers by Blanchet, Kang, and Murthy develop foundational tools that use optimal transport to effectively quantify distributional model risk in a broad range of applications, including distributionally robust optimization, diffusion approximations, and adversarially robust machine learning. The papers also reveal how optimal transport based distributionally robust optimization can effectively influence model selection, and provide an alternate explanation for how it leads to solutions offering good out-of-sample performance in high-dimensional settings.

Purpose of the Award

This award recognizes outstanding contributions to applied probability.

Application process:

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Past Awardees

2023
Winner(s)
Jose Blanchet, Columbia University
Karthyek Murthy, Singapore University of Technology and Design
Yang Kang, Columbia University and The D.E. Shaw Group
2021
Winner(s)
Alberto Vera, Cornell University
Alessandro Arlotto, Duke University (Fuqua School of Business)
Daniel Freund, Cornell University
Itai Gurvich, Cornell University
Shrabasta Banerjee, Boston University
2019
Winner(s)
David Goldberg, Cornell University
Dmitriy Katz-Rogozhnikov, Massachusetts Institute of Technology
Linwei Xin, University of Chicago
Mark Squillante, IBM Thomas J. Watson Research Center
Mayank Sharma, IBM Thomas J. Watson Research Center
Yingdong Lu, IBM Thomas J. Watson Research Center
2017
Winner(s)
Anton Braverman, Kellogg School of Management at Northwestern University
Itai Gurvich, Cornell University
Jiekun Feng, Cornell University
Jim Dai, Cornell University
Rayadurgam Srikant, University of Illinois at Urbana-Champaign
Siva Theja Maguluri, Georgia Tech
2015
Winner(s)
Andrea Montanari, Stanford University, Department of Electrical Engineering and Department of Statistics
Marc Lelarge , INRIA-ENS, France
Mohsen Bayati, Stanford University, Graduate School of Business
2013
Winner(s)
Devavrat Shah, Massachusetts Institute of Technology
2011
Winner(s)
David Gamarnik, Massachusetts Institute of Technology, Sloan School of Management
Dmitriy Katz-Rogozhnikov, Massachusetts Institute of Technology
2009
First Place
Jingchen Liu, Columbia University
Jose Blanchet, Columbia University
Peter Glynn, Stanford University
2007
First Place
Amber L. Puha, California State University
H. Chrisitian Gromoll, University of Virginia, Department of Mathematics
Ruth J. Williams, University of California - San Diego
2005
First Place
Ayalvadi Ganesh, Microsoft Research
Damon Wischik, Royal Society Research Fellow, University College London
Neil O'Connell, University of College Cork
2004
First Place
Alexander Stolyar, Bell Laboratories / Alcatel-Lucent
2001
First Place
Anatolii A. Puhalskii, University of Colorado - Boulder
Martin I. Reiman, Columbia University
1999
First Place
Muhammed El-Taha, University of Southern Maine, Dept. of Mathematics & Statistics
Shaler Stidham, Jr., University of North Carolina
1997
First Place
Jim Dai, Cornell University
1995
First Place
Richard Tweedie, Division of Biostatistics, University of Minnesota
Sean Meyn, University of Illinois