Theory Group

Theory Group

Established: February 3, 1997

We work on fundamental problems in mathematics and theoretical computer science, interact extensively with the academic community and collaborate with other researchers at MSR on challenging applied problems. Among our areas of expertise are probability, algorithms, statistical learning, optimization, algorithmic game theory, error-correcting codes, combinatorics, statistical physics, and fractals. We host an amazing array of researchers in these areas, see below for a list of recent and upcoming visitors.

See the Theory Seminar for a list of upcoming and recent talks (often recorded on video).

The group reports to Chris Meek.

Applying for Positions

  • Applications for a Postdoctoral Researcher position for 2017 received by December 1, 2016 will receive full consideration. Apply here, and in addition, have your application material (including references) sent to theoryap@microsoft.com.
  • Apply here for a summer internship and inform us that you have applied by emailing theoryap@microsoft.com.

Members

 Sebastien Bubeck

 Sebastien Bubeck

Interests: machine learning, convex optimization, multi-armed bandits, random graphs and random matrices, combinatorial statistics, information theory

 Ofer Dekel

 Ofer Dekel

Interests: machine learning and algorithms, multi-armed bandits, online learning, optimization

 Nikhil Devanur

 Nikhil Devanur

Interests: Fundamental algorithmic problems such as graph partitioning and network design. Algorithmic challenges in economics and game theory, such as computing market equilibrium and auction design

 Alexander Holroyd

Alexander Holroyd

Interests: Probability theory, with emphasis on discrete spatial models, including cellular automata, percolation, matching, coupling

 Kostya Makarychev

Kostya Makarychev

Interests: Approximation algorithms and combinatorial optimization, in particular, semidefinite programming and questions related to functional analysis and metric geometry

 Yuval Peres

Yuval Peres

Interests: Random walks, Percolation, Mixing times of Markov chains, Brownian motion, Determinantal point processes, Fractals and Hausdorff dimension, Phase transitions, Ergodic theory, Game theory

 Mohit Singh

Mohit Singh

Interests: Approximation Algorithms, Combinatorial Optimization with applications in network design. Also interested in models and problems dealing with uncertainty in data

 David B. Wilson

David B. Wilson

Interests: Probability theory, including statistical physics, SLE, Markov chains, and randomized algorithms

 Sergey Yekhanin

Sergey Yekhanin

Interests: Error-correcting codes, Combinatorics, Complexity Theory

Postdocs

 Janardhan Kulkarni

Janardhan Kulkarni

Interests: Approximation algorithms, Online algorithms, Online learning, Game theory, Differential privacy and Data-analytics

 Yin Tat Lee

Yin Tat Lee

Interests: convex optimization, spectral graph theory, online learning and approximation algorithms

 Miklos Z. Racz

Miklos Z. Racz

Interests: statistical inference problems on random graphs and in genomics; applied probability, combinatorial statistics, information theory

 

Gireeja Ranade

Interests: information theory, control theory, wireless communication, crowdsourcing and other related areas

Visitors

Recent and Upcoming Visitors

Anna KarlinOne day per week
James LeeOne day per week
Ryokichi Tanaka(2/1/2016 – 2/28/2017)
David Levin(9/12/2016 – 9/16/2016)
Tianyi Zheng(9/12/2016 – 9/16/2016)
Alex Zhai(9/12/2016 – 9/23/2016)
Jonathan Hermon(9/19/2016 – 9/24/2016)
Robin Pemantle(9/25/2016 – 9/29/2016)
Victoria Kostina(10/10/2016 – 10/14/2016)
Oanh Nguyen(10/10/2016 – 10/14/2016)
Marta Lewicka(10/18/2016 – 10/23/2016)
Lionel Levine(10/31/2016 – 11/4/2016)
Yuval Rabani(10/31/2016 – 11/11/2016)
Costis Daskalakis(11/15/2016 – 11/23/2016)
Matt Weinberg(11/29/2016 – 12/9/2016)
Russell Lyons(12/5/2016 – 12/13/2016)
Izabella Stuhl(12/6/2016 – 12/10/2016)
David Levin(12/11/2016 – 12/16/2016)
Alex Zhai(12/11/2016 – 12/16/2016)
Nina Holden(1/4/2017 – 1/27/2017)
Bob Hough(1/9/2017 – 1/13/2017)
Lisa Hartung(1/15/2017 – 1/20/2017)
Marta Lewicka(1/15/2017 – 1/20/2017)
Ronen Eldan(1/20/2017 – 2/15/2017)
Claire Mathieu(1/30/2017 – 2/24/2017)

Links

In memoriam: Oded Schramm

In memoriam

  • Oded Schramm (died in a tragic accident, September 2008):
 

Oded’s interests: 

Percolation, two dimensional random systems, critical systems, SLE, conformal mappings, dynamical random systems, discrete and coarse geometry, mountains

People

Videos

Theory Day Session 3 Link description

Theory Day Session 3

Date

March 30, 2015

Speakers

Yishay Mansour

Affiliation

Microsoft

Graphical Bandits Link description

Graphical Bandits

Date

August 7, 2014

Speakers

Nicolo Cesa-Bianchi

Affiliation

Universita degli Studi di Milano

The Frog Model on Trees Link description

The Frog Model on Trees

Date

July 24, 2014

Speakers

Matthew Junge

Affiliation

University of Washington

Prior Robust Optimization Link description

Prior Robust Optimization

Date

February 7, 2013

Speakers

Balasubramanian Sivan

Affiliation

University of Wisconsin-Madison

The Margulis expanders Link description

The Margulis expanders

Date

August 23, 2012

Speakers

James Lee

Affiliation

University of Washington

Digital Snowflakes Link description

Digital Snowflakes

Date

April 25, 2012

Speakers

Janko Gravner

Affiliation

University of California, Davis

Finding Dense Subgraphs Link description

Finding Dense Subgraphs

Date

February 16, 2012

Speakers

Aditya Bhaskara

Affiliation

Princeton University

Combinatorial Betting Link description

Combinatorial Betting

Date

January 8, 2009

Speakers

David M. Pennock

Affiliation

Yahoo! Research

Mediators Link description

Mediators

Date

July 17, 2007

Speakers

Moshe Tennenholtz

Affiliation

Technion

Events

Northwest Probability Seminar 2016

Microsoft Research 99/1919 | November 2016

We work on fundamental problems in mathematics and theoretical computer science, interact extensively with the academic community and collaborate with other researchers at MSR on challenging applied problems. Among our areas of expertise are probability, algorithms, statistical learning, optimization, algorithmic game theory, error-correcting codes, combinatorics, statistical physics, and fractals. We host an amazing array of researchers in […]

Posts

Maximum Overhang, Optimum Reward

By Janie Chang, Writer, Microsoft Research Yuval Peres, principal researcher at Microsoft Research Redmond and manager of the Theory Group, always advocates both healthy skepticism and an open mind when it comes to problem solving. Even so, Peres was pleasantly…

March 2011

Microsoft Research Blog

Microsoft Research Asia’s Guo Discusses the Future of Graphics

By Rob Knies, Managing Editor, Microsoft Research Microsoft Research Asia, celebrating its 10th anniversary, recently presented its annual Computing in the 21st Century academic symposium, held over two days, Nov. 4 in Beijing and Nov. 7 in Singapore. For the…

December 2008

Microsoft Research Blog

Microsoft Research New England’s Focus: Research Relationships

By Rob Knies, Managing Editor, Microsoft Research On Feb. 4, Microsoft Research unveiled its latest lab, to be called Microsoft Research New England and to be based in Cambridge, Mass., in the midst of the Boston region’s bustling academic environment.…

February 2008

Microsoft Research Blog