Erick Delage

Assistant professor

Department of Management Sciences

HEC Montréal
3000, chemin de la Côte-Sainte-Catherine
Montréal (Québec)
Canada H3T 2A7

Email: erick.delage@hec.ca
Phone: 514 340-7040
Secretary: 514 340-6472
Fax: 514 340-5634
Office: 4.809

Short CV (pdf)

Welcome to my personal web page. This site will eternally be in evolution, but please enjoy what is currently available.

I am an assistant professor at HEC Montreal in the department of Management Sciences. I recently graduated with a Ph.D. in Electrical Engineering from Stanford University. During my stay at Stanford, I had the opportunity to work with Prof. Andrew Y. Ng, Prof. Shie Mannor, and Prof. Yinyu Ye on topics covering the fields of machine learning, computer vision, statistical inference, stochastic modeling and optimization. My thesis was supervised by Prof. Yinyu Ye and presented new optimization models for taking into account parameter and distribution uncertainty in a range of decision problems where the knowledge of some parameters is limited to historical samples.

Overall, I have a strong interest for quantitative methodologies that can help manage the risks related to market, environmental or physical uncertainty that is present in industrial and financial decision problems. Specifically, my research interests span the areas of optimization, decision analysis and applied statistics. Applications that have caught my attention include, but are not limited to, portfolio selection, e-commerce, resource allocation, and machine replacement problems (see pdf for a detailed summary of my most recent research).

Thesis :

Distributionally Robust Optimization in context of Data-driven Problems. (abstract, pdf)

Publications :

B. Armbruster, E. Delage, Decision Making under Uncertainty when Preference Information is Incomplete, working draft. (pdf)

J. G. Carlsson, E. Delage, Robust Partitioning for Stochastic Multi-Vehicle Routing, working draft. (pdf)

S. Agrawal, E. Delage, M. Peters, Z. Wang, Y. Ye, A Unified Framework for Dynamic Prediction Market Design, accepted to Operations Research. (pdf)

S. Agrawal, E. Delage, M. Peters, Z. Wang, Y. Ye, Unified Framework for Dynamic Pari-Mutuel Information Market Design, 10th ACM Electronic Commerce Conference. (extended version)

Delage E. Regret-based Online Ranking for a Growing Digital Library, ACM SIGKDD Conference on Knowledge Discovery and Data Mining 2009. (pdf, extra material)

Delage E., Ye Y. Distributionally Robust Optimization under Moment Uncertainty with Application to Data-Driven Problems, Operations Research, Vol. 58, No. 3, pp. 596-612, 2010. 1^st place Nicholson Award 2008 (pdf)

Delage E., Mannor S. Percentile Optimization in Uncertain MDP with Application to Efficient Exploration, ICML 2007. (pdf)

Delage E., Mannor S. Percentile Optimization for MDP with Parameter Uncertainty, Operations Research, Vol. 58, No.1, pp. 203-213, 2010. Finalist for Nicholson Award 2007. (pdf,appendix)

Delage E., Lee H. , Ng A Y (2006). A dynamic Bayesian network model for autonomous 3d reconstruction from a single indoor image, CVPR 2006. (pdf, experiments)

Delage E., Lee H., Ng A. Y. Automatic Single-Image 3d Reconstructions of Indoor Manhattan World Scenes, ISRR 2005. (pdf, experiments)

Patents :

Labs J., Delage E., Ullman R., Beaton G. (2003) “Synchronizing Method and Apparatus” (Patent CA 2433139).

Labs J., Gagnon S., Delage E. (2003) “Method and apparatus for estimating frequency offsets for an OFDM burst receiver”. (Patent Pending).

Reports :

Delage, E., Mulye G., Munshi V. (2004) “EEG Artifact Cancellation: Adaptive Noise-Cancelling and Component Analysis Based approaches”, term paper in a course on Adaptive Signal Processing.

Presentations :

Delage, E., “Untying the Knot between a Stochastic Program and its Distribution”, presented at University of Toronto, August 2011.

Delage, E., “Distributionally Robust Optimization under Moment Uncertainty with Application to Data-Driven Problems”, presented at INFORMS annual meeting 2008.

Delage, E., “Data-Driven Optimization for Portfolio Selection”, presented at INFORMS annual meeting 2008.

Delage, E., “Robust Partitioning for Stochastic Multi-Vehicle Routing”, presented at INFORMS annual meeting 2008.

Delage, E., “Percentile Optimization for Markov Decision Processes with Parameter Uncertainty”, presented at INFORMS annual meeting 2007.

Delage, E., “Percentile Optimization in Uncertain MDP with Application to Efficient Exploration”. presented at ICML 2007.

Delage, E., “A dynamic Bayesian network model for autonomous 3d reconstruction from a single indoor image”. Poster presented at CVPR 2006.

Delage, E., “Robust Fisher Discriminant Analysis”, presented for the McGill-UdeM-MITACS Machine Learning Seminars, McGill University, Winter 2006.

Castro, P. S., Delage, E., “The Linear Programming Approach to Approximate Dynamic Programming”, presented for the Reasoning and Learning Lab, McGill University, Winter 2006.

Delage, E., “Linear Semi-Infinite Programming”, presented for the Reasoning and Learning Lab, McGill University, Fall 2005.

Delage, E., “A Bayesian Approach For 3D Reconstruction From a Single Image”, presented for the Reasoning and Learning Lab, McGill University, Spring 2005.

Delage, E., “Linear Programming for POMDP”, presented at Stanford for a course on Approximate Dynamic Programming methods, Winter 2005.

Updated: 18/08/11

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