My research spans several areas of optimization and learning, including data-driven optimization under partial, uncertain or online inputs, and related concepts in learning, namely multi-armed bandits, online learning, and reinforcement learning. I am also interested in prediction markets and game theory.
I received my PhD from Stanford University in June 2011. For more information about my background, please see my CV.
shipra at microsoft dot com
ashipra at gmail dot com
Program committee member for NIPS Workshop on Bayesian Optimization, BayesOpt 2014
- Program committee member for WWW 2015.
- Shipra Agrawal and Nikhil R. Devanur, Fast algorithms for online stochastic convex programming, in SODA 2015 (ACM-SIAM Symposium on Discrete Algorithms), SIAM – Society for Industrial and Applied Mathematics, January 2015.
- Tomáš Kocák, Michal Valko, Rémi Munos, and Shipra Agrawal, Spectral Thompson Sampling, in 28th AAAI Conference on Artificial Intelligence (AAAI 2014), AAAI - Association for the Advancement of Artificial Intelligence, July 2014.
- Shipra Agrawal and Nikhil R. Devanur, Bandits with concave rewards and convex knapsacks, in EC 2014, ACM conference on Economics and Computation, June 2014.
- S. Agrawal, Z. Wang, and Y. Ye, A Dynamic Near-Optimal Algorithm for Online Linear Programming, in Operations Research, 62:876-890, INFORMS, June 2014.
- Shipra Agrawal and Navin Goyal, Thompson Sampling for contextual bandits with linear payoffs , in 30th International Conference on Machine Learning (ICML) , June 2013.
- Shipra Agrawal and Navin Goyal, Further optimal regret bounds for Thompson Sampling, in Sixteenth International Conference on Artificial Intelligence and Statistics (AISTATS) , April 2013.
- Shipra Agrawal and Navin Goyal, Analysis of Thompson Sampling for the multi-armed bandit problem, in Proceedings of the 25th Annual Conference on Learning Theory (COLT), June 2012.
- S. Agrawal, Y. Ding, A. Saberi, and Y. Ye, Price of Correlations in Stochastic Optimization, in Operations Research 60:243-248, February 2012.
- S. Agrawal, E. Delage, M. Peters, Z. Wang, and Y. Ye, A Unified Framework for Dynamic Pari-mutuel Information Market Design, in Operations Research, vol. 59, no. 3, pp. 550–568, May 2011.
- Shipra Agrawal, Optimization under uncertainty: Bounding the correlation gap, PhD Thesis, Department of Computer Science, Stanford University, March 2011.
- S. Agrawal, N. Megiddo, and B. Ambruster, Equilibrium in Prediction Markets with Buyers and Sellers, in Economic Letters, vol. 109, no. 1, pp. 46–49, October 2010.
- S. Agrawal, Y. Ding, A. Saberi, and Y. Ye, Correlation Robust Stochastic Optimization, in Proceedings of the Twenty-First Annual ACM-SIAM Symposium on Discrete Algorithms (SODA), 2010.
- S. Agrawal, E. Delage, M. Peters, Z. Wang, and Y. Ye, A Unified Framework for Dynamic Pari-mutuel Information Market Design, in Proceedings of the tenth ACM conference on Electronic commerce (EC), 2009.
- S. Agrawal, J. R. Haritsa, and B.A. Prakash, FRAPP: A Framework for High-Accuracy Privacy-Preserving Mining, in Data Mining and Knowledge Discovery Journal, vol. 18, pp. 101–139, 2009.
- S. Agrawal, Z. Wang, and Y. Ye, Parimutuel Betting on Permutations, in Internet and Network Economics (WINE), pp. 126–137, 2008.
- S. Agrawal, K.V.M. Naidu, and R. Rastogi, Diagnosing Link-Level Anomalies Using Passive Probes, in Proceedings of the 26th Annual IEEE Conference on Computer Communications (INFOCOM), 2007.
- S. Agrawal, C. N. Kanthi, K. V. M. Naidu, J. Ramamirtham, R. Rastogi, S. Satkin, and A. Srini- vasan, Monitoring infrastructure for converged networks and services, in Bell Labs Technical Journal, vol. 12, pp. 63–77, 2007.
- S. Agrawal, S. Deb, K.V.M. Naidu, and R. Rastogi, Efficient Detection of Distributed Constraint Violations (Short paper), in Proceedings of the 23rd International Conference on Data Engineering (ICDE), 2007.
- S. Agrawal, P.P.S.Narayan, J. Ramamirtham, R. Rastogi, M. Smith, K. Swanson, and M. Thottan, VoIP service quality monitoring using active and passive probes, in Proceedings of the First International Conference on COMmunication System softWAre and MiddlewaRE (COMSWARE), 2006.
- S. Agrawal and J.R. Haritsa, A Framework for High-Accuracy Privacy-Preserving Mining, in In Proceedings of the 21st International Conference on Data Engineering (ICDE), 2005.
- S. Agrawal, V. Krishnan, and J.R. Haritsa, On Addressing Efficiency Concerns in Privacy-Preserving Mining, in In Proceedings of the 9th International Conference on Database Systems for Advanced Applications (DASFAA), 2004.