Mladen Kolar
Professor of Data Sciences and Operations
University of Southern California Marshall School of Business
Mohamed bin Zayed University of Artificial Intelligence
Visiting Professor of Statistics and Data Science
Principal Investigator
Mladen Kolar is a Professor of Data Sciences and Operations at the University of Southern California Marshall School of Business and a Visiting Professor of Statistics and Data Science at Mohamed bin Zayed University of Artificial Intelligence. Before joining USC, he was on the faculty of the University of Chicago Booth School of Business. His research is focused on high-dimensional statistical methods, graphical models, varying-coefficient models and data mining, driven by the need to uncover interesting and scientifically meaningful structures from observational data. He is a Fellow of the Institute of Mathematical Statistics.
Education
PhD in Machine Learning
2013
Carnegie Mellon University
Diploma in Computer Engineering
2006
University of Zagreb, Faculty of Electrical Engineering and Computing
Interests
Statistical machine learning
Probabilistic graphical models
Dynamic networks estimation
High-dimensional estimation and inference
Stochastic optimization with constraints
Distributed optimization and federated learning
Selected Publications
Confidence Sets for Causal Orderings
Journal of the American Statistical Association, 121(553), 690–703
Fast and Consistent Structure Learning in Graphical Models via Approximate Cross-Validation
Advances in Neural Information Processing Systems (NeurIPS)
Simultaneous Inference for Covariance and Precision Matrices of Long-Range Dependent Time Series
IEEE Transactions on Information Theory, 72(6), 4246–4296
Trans-Glasso: A Transfer Learning Approach to Precision Matrix Estimation
Journal of the American Statistical Association
Statistical Inference for Networks of High-Dimensional Point Processes
Journal of the American Statistical Association, 120(550), 1014–1024
Fully Stochastic Trust-Region Sequential Quadratic Programming for Equality-Constrained Optimization Problems
SIAM Journal on Optimization, 34(2), 2007-2037
Latent Multimodal Functional Graphical Model Estimation
Journal of the American Statistical Association, 119(547), 2217–2229
An adaptive stochastic sequential quadratic programming with differentiable exact augmented lagrangians
Mathematical Programming
Two-sample inference for high-dimensional Markov networks
Journal of the Royal Statistical Society. Series B. Statistical Methodology, 83(5)
Estimating differential latent variable graphical models with applications to brain connectivity
Biometrika, 108(2)
Kernel meets sieve: post-regularization confidence bands for sparse additive model
Journal of the American Statistical Association, 115(532)
Post-Regularization Inference for Time-Varying Nonparanormal Graphical Models
Journal of Machine Learning Research
Contact
Email: mkolar@marshall.usc.edu (USC) · Mladen.Kolar@mbzuai.ac.ae (MBZUAI)
Address:
University of Southern California, Marshall School of Business
BRI 306B, 3670 Trousdale Parkway
Los Angeles, CA 90089-0809, United States