Laurent El Ghaoui

Associate Professor EECS and IEOR Departments Berkeley Center for New Media Coleman Fung Risk Management Research Center UC Berkeley Office hours, Fall 2008: M 11-12, W 1-2 (teaching), and F 9:30-10:30 (research).

Research interests

• Robust optimization.

• Machine learning and statistics, with emphasis on sparsity issues.

• Statistical analysis of online news.

Selected recent publications

• G. Calafiore, L. El Ghaoui, U. Topcu. Parameter Estimation with Expected and Residual-at-Risk Criteria.

• A. d’Aspremont, L. El Ghaoui, M. Jordan, and G. Lanckriet. A Direct Formulation of Sparse PCA using Semidefinite Programming.

Contact

• Internet: elghaoui at berkeley dot edu.

• Address: 402 Cory Hall, Berkeley CA 94720-1770. Directions to my office.

• Office/Fax: (510) 643-8351.

• Administrative assistant: Diane Huong.