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:

Click here for more information.

Past Awardees

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