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New Krannert Faculty 2019
Welcome
join Dean Hummels in welcoming our newest faculty

Krannert Faculty

Philip Thompson

Philip Thompson

Assistant Professor of Quantitative Methods

Education

PhD in Mathematics
MS in Mathematics
BS Electronics Engineering

CV

2020- Assistant Professor, Purdue University, Krannert School of Management

2019 Research Associate, University of Cambridge, Center for Mathematical Sciences

2017-2019 Fondation Math. Jacques Hadamard Post-doc Fellow, ENSAE-CREST (under contract with l'École Polytechnique)

2016-2017 Post-doc Fellow, CMM

2011-2015 PhD in Mathematics, IMPA

Journal Articles

  • A. Iusem, A. Jofré, R.I. Oliveira, P. Thompson (2019). Variance-based extragradient methods with line search for stochastic variational inequalities. SIAM Journal on Optimization,
  • A. Iusem, A. Jofré, P. Thompson (2019). Incremental constraint projection methods for monotone stochastic variational inequalities. Mathematics of Operations Research,
  • A. Jofré, P. Thompson (2019). On variance reduction for stochastic smooth convex optimization with multiplicative noise. Mathematical Programming,
  • A. Iusem, A. Jofré, R.I. Oliveira, P. Thompson (2017). Extragradient method with variance reduction for stochastic variational inequalities. SIAM Journal on Optimization,

Proceedings (refereed)

  • A. Dalalyan, P. Thompson (2019). Outlier-robust estimation of a sparse linear model using l1-penalized Huber's M-estimator, . Advances on Neural Information Processing Systems (NeurIPS),

Working Papers

  • R.I. Oliveira, P. Thompson (2020). Sample average approximation with heavier tails I: non-asymptotic bounds with weak assumptions and stochastic constraints.
  • R.I. Oliveira, P. Thompson (2020). Sample average approximation with heavier tails II: localization in stochastic convex optimization and persistence results for the Lasso.
  • Philip Thompson (2020). Outlier-robust sparse/low-rank least-squares regression and robust matrix completion . https://arxiv.org/abs/2012.06750.
  • P. Thompson, A. Dalalyan Restricted eigenvalue property for corrupted Gaussian design.

2019 Dupačová-Prékopa Student Paper Prize

Quantitative Methods Seminar (2021)

Managed the seminar of the Quantitative Methods Area during Fall 2021.

  • MGMT 30500 (Spring 2020)
  • MGMT 30500 (Spring 2021)
  • MGMT 59000 (Summer 2021)
  • MGMT 59000 (Summer 2021)
  • MGMT 69000 (Spring 2020)
  • MGMT 69900 (Fall 2021)
  • MGMT 69900 (Summer 2020)

Contact

thompsp@purdue.edu
Phone: (765) 496-3574
Office: KRAN 406

Quick links

Personal website