FONDECYT Postdoctoral Researcher
Universidad Adolfo Ibanez
Av. Diagonal Las Torres 2640 oficina D208, Penalolen, Santiago, RM 7941169, Chile
Contact: guido [dot] lagos [dot] barrios [at gmail]
Phone+Whatsapp: +56 9 8367 8158
Other profiles: Google Scholar, LinkedIn, Facebook, ResearchGate, Strava
On January 22-24th 2019 with Javiera Barrera we'll host the workshop "Network reliability: simulation, optimization and analysis" at Universidad Adolfo Ibanez in Santiago, Chile. Some of the invited speakers are: Gerardo Rubino (INRIA Rennes, France), Slava Vaisman (U of Queensland, Australia) and Hector Cancela (Universidad de la Republica, Uruguay). More details coming soon.
During December 2018 I'll be visiting the Center for Research in Mathematics and Computer Science (CWI) at Amsterdam, The Netherlands, and will also attend the Winter Simulation Conference (WSC) 2018 at Gottemburg, Sweden :)
During the upcoming INFORMS Annual Meeting 2018 (Nov 2018 @ Phoenix, AZ, USA) with Pierre L'Ecuyer we'll be chairing a session on reliability in networks in the Applied Probability Society track. Speakers are: Gerardo Rubino (Inria, Rennes), Harsha Honnappa (Purdue), Tomas Lagos (Universidad de Chile) and myself.
Wed Aug 22, 2018 -- Gave a talk at the Instituto de Ingenieria Matematica y Computacional of the Pontificia Universidad de Chile (PUC).
Tue Jul 24, 2018 -- Gave a talk at the seminar of the Industrial Engineering and Operations Research group at Universidad Adolfo Ibanez (UAI).
Thu Jul 12, 2018 -- Gave a talk at the Instituto de Sistemas Complejos de Ingenieria (ISCI) at Universidad de Chile. The talk was about our latest work with Javiera Barrera, on a concentration phenomenon in system risk and reliability in networks.
Mon Jun 18, 2018 -- I've been awarded a FONDECYT Postdoc 2018 grant. This grant will fund my salary and all research activities for a 3 year period.
Thu May 18, 2018 -- Gave a talk at the Math Department of the Universidad Tecnica Federico Santa Maria in Valparaiso, Chile. Thanks Cristopher for the invitation!
Wed Dec 6, 2017 -- Was invited to give a talk at the Industrial Engineering Department at Universidad de Concepcion. Such an awesome place! Very grateful for the invitation Maichel Aguayo! Here's a news post the department made about my visit.
Fri Dec 1, 2017 -- This week I attended the biannual Chilean Operations Research meeting, OPTIMA 2017 at Vina del Mar. It was my first time in this event and my impresion was very positive; it was specially nice to see the diversity in the Chilean OR ecosystem. Here's a group pic of the attendees.
Mon Oct 23, 2017 -- I won the Student Paper Competition of the Applied Probability Society! Much thanks to the competition committee, Jose Blanchet and John Hasenbein. Update -- some pics of the award ceremony: with the prize committee and group picture with the other finalists. Here's a post with news on the prize and here's another post on the prize.
Fri Sep 22, 2017 -- My paper on discretization of Brownian motion has been nominated as one of the four finalists of the INFORMS Applied Probability Society Student Paper Competition! The authors of the three other finalist papers are: Zhengyuan Zhou of Stanford, Andrew Li of MIT, and Thodoris Lykouris and Daniel Freund of Cornell. Winning paper will be announced at APS Business Meeting at the forthcoming INFORMS Annual meeting, and the four finalist papers will be presented at session SC03. Looking forward to it!
Wed Sep 20, 2017 -- I'll be visiting the Stochastics Group at CWI (Amsterdam, The Netherlands) from Mon Nov 6th to Fri Nov 24th 2017. Thanks Bert Zwart for the invitation, and thanks to the Nucleo Milenio Modelos Estocasticos de Sistemas Complejos y Desordenados for the travel funds!
I'm a FONDECYT postdoctoral grantee at Universidad Adolfo Ibanez (UAI), and during all year 2017 I was a postdoc at the Center for Mathematical Modeling, University of Chile. I have a PhD in Operations Research from Georgia Tech, Atlanta, GA, USA. My advisor was prof. Ton Dieker and broadly speaking our work was about mathematical guarantees for efficiency and accuracy of algorithms that simulate stochastic processes and specific events of them. During 2016 I was a visiting student/research staff at IEOR department, Columbia University. In the past I worked with Prof. Alexander Shapiro in multi-stage stochastic programming.
I studied Mathematical Engineering (a Chilean equivalent to a USA Math B.Sc. + Applied Math M.Sc.) at the Mathematical Engineering Dept. of Universidad de Chile, and also have a M.Sc. degree in Operations Management from Industrial Engineering Dept., Universidad de Chile too.
Methodology of Simulation, Stochastic analysis, Rare-event Analysis, Network reliability, Data Sciences, Computational Probability, Stochastic Programming. I really enjoy programming and playing with computers and gadgets. Also bicycling and swimming.
Approximation error for discretized Levy processes about first-passage times and times of extremes.
Diffusion approximations of light- and heavy-tailed random walks with Levy processes about first-passage times and times of extremes.
Reliability in power networks under dependent failures -- Here we're studying certain probability concentration phenomenons that allow to give confidence intervals for the time of network failure, i.e. the time at which the network goes down.
Adaptive/Learning schemes for Multistage Stochastic Programming -- Here we're studying applications to, broadly speaking, both "easy" (P class) problems and "difficult" (NP class) problems.
Limit distributions of the upper order statistics for the conditionally-iid Marshall-Olkin distribution. (Manuscript)
J. Barrera and G. Lagos, 2018.
On the Euler discretization error of Brownian motion about random times. [arXiv:1708.04356]
A.B. Dieker and G. Lagos, 2017.
A Dichotomy for Sampling Barrier-Crossing Events of Random Walks with Regularly Varying Tails. [arXiv:1703.00884]
A.B. Dieker and G. Lagos, 2016.
Journal of Applied Probability, Vol 54(4) pp. 1213-1232, December 2017.
Restricted risk measures and robust optimization. [DOI]
G. Lagos, D. Espinoza, E. Moreno and J. P. Vielma, 2014.
European Journal of Operations Research, 241, pp. 771-782.
Risk averse approaches in open-pit production planning under ore grade uncertainty: a Ultimate Pit study. [pdf]
D. Espinoza, G. Lagos, E. Moreno and J. P. Vielma, 2013.
Proceedings of the 36th International Symposium on Application of Computers and Operations Research in The Mineral Industry (APCOM 2013).
Robust Planning for an Open-Pit Mining Problem under Ore-Grade Uncertainty. [DOI]
G. Lagos, D. Espinoza, E. Moreno and J. Amaya, 2011.
In Proceedings of LAGOS 2011--VI Latin-American Algorithms, Graphs and Optimization Symposium, Electronic Notes in Discrete Mathematics, 37, 15-20.
Estudio de metodos de optimizacion robusta para el problema de planificacion de produccion en mineria a cielo abierto. [pdf]
M.Sc. thesis, advisors D. Espinoza and E. Moreno, 2011.
Systemc risk and network reliability: asymptotic analysis and confidence bounds
Seminario Instituto de Ingenieria Matematica y Computational (IMC), Pontificia Universidad Catolica (PUC) (Chile, Aug 2018) // Seminario de Ingenieria Industrial e Investigacion de Operaciones (DIIIO), Universidad Adolfo Ibanez (Chile, Jul 2018) // Seminario Instituto de Sistemas Complejos de Ingenieria (ISCI), Universidad de Chile (Chile, Jul 2018)
Limit distributions and random walk approximations
Seminario Depto. de Ingenieria Matematica, Universidad Tecnica Federico Santa Maria (UTFSM) (Chile, May 2018) // Seminario Depto. de Ingenieria Industrial, Universidad de Concepcion (Chile, Dec 2017) // OPTIMA 2017, XII Chilean conference on Operations Research (Chile, Nov 2017) // 2017 INFORMS Annual Meeting (Houston, TX, USA; Oct 2017) // Industrial Engineering and Operations Research (IEOR) Seminar, Universidad Adolfo Ibanez (Chile, Apr 2017) // Seminario Stochastic Modelos of Complex and Disordered Systems (MESCD) at the Center for Mathematical Modeling, Universidad de Chile (Chile, Mar 2017) // INFORMS Applied Probability Society Conference (Chicago, IL, USA; Jul 2017) [pdf] [gif] // "Applied Probability for Lunch--OR PIC" Seminar at IBM TJ Watson Research Center (Yorktown Heights, NY, USA; Nov 2016)
Sampling rare events of random walks with regularly varying increments: a dichotomy
2014 INFORMS Annual Meeting (San Francisco, CA, USA; Nov 2014) [pdf]
An introduction to Stochastic Dual Dynamic Programming (SDDP) method for multi-stage stochastic programming
Part of a presentation with Wajdi Tekaya for the course ISyE 8813 Stochastic programming, prof. Shabbir Ahmed, 2011 [pdf]
Risk-averse open-pit mining production planning
2012 INFORMS Annual Meeting (Phoenix, AZ, USA; Oct 2012) [pdf] // AGCO seminar, DII, Universidad de Chile, 2011 [pdf] // ALIO-INFORMS Joint International Meeting 2010, Argentina
2145-S-DIO01 Advanced Simulation (Universidad Adolfo Ibanez, Spring 2017)
ISyE 3232 Stochastic manufacturing and service systems (Georgia Tech, Spring 2015)
Graduate Teaching Assistant:
ISYE 3232 Stochastic manufacturing and service systems (Georgia Tech, Summer 2014)
ISyE 6565 Probabilistic models (Georgia Tech, Fall 2012)
ISyE 3133 Engineering optimization (Gergia Tech, Summer 2012)
Javiera Barrera, Krzysztof Bisewski, Rodolfo Carvajal, Xinyun Chen, Ton Dieker, Daniel Espinoza, Cristobal Guzman, Diego Moran, Eduardo Moreno, Karthyek Murthy, Bernardo K. Pagnoncelli, Alexander Shapiro, Tonghoon Suk, Juan Pablo Vielma
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