Soumyadip Ghosh  Soumyadip Ghosh photo         

contact information

Research Staff Member
Thomas J. Watson Research Center, Yorktown Heights, NY USA


Professional Associations

Professional Associations:  IEEE  |  INFORMS  |  Society for Industrial and Applied Mathematics

more information

More information:  BAMS Department


Research Interests:


Stochastic Optimization: data-efficient algorithms to solve stochastic optimization problems; adaptive data sampling techniques for fast learning

Applied Probability: interface of queuing theory with optimization, e.g. optimal capacity planning; large deviations principles

Simulation and Statistics: distributionally-robust estimation; efficient risk analysis; efficient online estimation of tail measures; Bayesian forecasting methods, dynamic linear models; input modeling



Machine Learning: data-efficient online methods for applications that consume large data-streams, e.g. fast inference from EEG / fMRI, voice recognition etc.

Smarter Energy: market mechanism design for Smart Grids; unit commitment, economic dispatching, risk and contingency analysis under uncertainty

Smarter Clouds: large-deviations theory to model computation loads; optimal dynamic balancing of loads; online metrics for SLAs

Supply-Chain: optimal portfolio/assortment management for complex bills-of-material; optimal cross-shipment strategies