“It is not paradox to say that in our most theoretical moods we may be nearest to our most practical applications.”
Alfred North Whitehead (1861-1947)

Ali Eshragh
Associate Professor in Business Analytics and Operations Management

Address:

100 International Drive,
Baltimore, MD, US.

1625 Massachusetts Ave NW, Washington, DC, US.

Email:

Ali.Eshragh-AT-jhu.edu

Phone:

+1 (410) 234-9416

Research Interests and Expertise

Stochastic Operations Research Including:

  • Markov Decision Processes
  • Stochastic Modeling and Optimization
  • Time Series Forecasting and Big Data
  • Randomized Numerical Linear Algebra
  • Reinforcement Learning
  • Supply Chain Optimization

Submitted Journal Articles

1. A. Eshragh, O.D. Pietro and M. Saunders, Toeplitz Least Squares Problems, Fast Algorithms and Big Data, arXiv:2112.12994.

2. A. Eshragh, G. Livingston, T.M. McCann and L. Yerbury, Rollage: Efficient Rolling Average Algorithm to Estimate ARMA Models for Big Time Series Data, arXiv:2103.09175.

3. F. Iravani, S. Alizamir, A. Eshragh and K. Bandara, An Interpretable Machine Learning Approach to Predicting Customer Behavior on JD.Com, Available at SSRN.

4. V. Dewanto, G. Dunn, A. Eshragh, M. Gallagher and F. Roosta, Average-reward Model-free Reinforcement Learning: A Systematic Review and Literature Mapping, arXiv:2010.08920.

5. A.S. Altamiranda, H. Charkhgard, I. Dayarian, Ali Eshragh and S. Javadia, Learning to Project in Multi-Objective Binary Linear Programming, arXiv:1901.10868.

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Published Articles

6. A. Eshragh, F. Roosta, A. Nazari and M.W. Mahoney, LSAR: Efficient Leverage Score Sampling Algorithm for the Analysis of Big Time Series Data, Journal of Machine Learning Research, 23(22):1−36, 2022.

7. A. Eshragh, B. Ganim, T. Perkins, and K. Bandara, The Importance of Environmental Factors in Forecasting Australian Power Demand, Environmental Modeling & Assessment, 27:1–11, 2022.

8. A. Eshragh, S. Alizamir, P. Howley and E. Stojanovski, Modeling the Dynamics of the COVID-19 Population in Australia: A Probabilistic Analysis, PLoS ONE 15(10): e0240153, 2020.

9. M. Abolghasemi, A. Eshragh, J. Hurley and B. Fahimnia, Demand Forecasting in the Presence of Systematic Events: Cases in Capturing Sales Promotions, International Journal of Production Economics, 230:107892, 2020.

10. A. Eshragh, R. Esmaeilbeigi and R. Middleton, An Analytical Bound on the Fleet Size in Vehicle Routing Problems: A Dynamic Programming Approach, Operations Research Letters, 48(3):350-355, 2020.

11. A. Eshragh, J. Filar, T. Kalinowski and S. Mohammadian, Hamiltonian Cycles and Subsets of Discounted Occupational Measures, Mathematics of Operations Research, 45(2):403-795, 2020.

12. H. Charkhgard and A. Eshragh, A New Approach to Select the Best Subset of Predictors in Linear Regression Modeling, ANZIAM Journal, 62(1):64:75, 2019.

13. B. Fahimnia, H. Davarzani and A. Eshragh, Performance Comparison of Three Meta-Heuristic Algorithms for Planning of a Complex Supply Chain, Computers and Operations Research, 89:241-252, 2018.

14. R. Esmaeilbeigi, A. Eshragh, R. Garcia-Flores and M. Heydar, Whey Reverse Logistics Network Design: A Stochastic Hierarchical Facility Location Model, Proceedings of the 22nd International Congress on Modelling and Simulation (MODSIM2017), Hobart, Australia, December 2017.

15. K. Avrachenkov, A. Eshragh and J. Filar, On Transition Matrices of Markov Chains Corresponding to Hamiltonian Cycles, Annals of Operations Research, 243(1):19-35, 2016.

16. N.G. Bean, A. Eshragh and J.V. Ross, Fisher Information for a Partially-Observable Simple Birth Process, Communications in Statistics: Theory and Methods, 45(24):7161-7183, 2016.

17. A. Eshragh, Fisher Information, Stochastic Processes and Generating Functions, Proceedings of the 21st International Congress on Modelling and Simulation (MODSIM2015), Gold Coast, Australia, December 2015.

18. N.G. Bean, R. Elliott, A. Eshragh and J.V. Ross, On Binomial Observation of Continuous-Time Markovian Population Models, Journal of Applied Probability, 52:457-472, 2015.

19. B. Fahimnia, J. Sarkis, A. Choudhary and A. Eshragh, Tactical Supply Chain Planning Under a Carbon Tax Policy Scheme: A Case Study, International Journal of Production Economics, 164:206-215, 2015.

20. B. Fahimnia, J. Sarkis and A. Eshragh, A Tradeoff Model for Green Supply Chain Planning: A Leanness-Versus-Greenness Analysis, OMEGA, 54:173-190, 2015.

21. A. Eshragh and J. Filar, Hamiltonian Cycles, Random Walks and the Geometry of the Space of Discounted Occupational Measures, Mathematics of Operations Research, 36(2):258-270, 2011.

22. A. Eshragh, J. Filar and M. Haythorpe, A Hybrid Simulation-Optimization Algorithm for the Hamiltonian Cycle Problem, Annals of Operations Research, 189:103–125, 2011.

23. K. Avrachenkov, A. Eshragh and J. Filar, Markov Chains and Hamiltonian Transition Matrices, Proceedings of the 5th International ICST Conference on Performance Evaluation Methodologies and Tools, Paris, France, 2011.

24. A. Eshragh, J. Filar and A. Nazari, A Projection-Adapted Cross Entropy (PACE) Method for Transmission Network Planning, Energy Systems, 2(2):189–208, 2011.

25. A. Eshragh and M. Modarres, A New Approach to Distribution Fitting: Decision on Beliefs, Journal of Industrial and Systems Engineering, 3(1):56-71, 2009.

26. H. Mahlooji, A. Eshragh, H. Abouee Mehrizi and N. Izady, Uniform Fractional Part: A Simple Fast Method for Generating Continuous Random Variates, International Journal of Science & Technology, 15(5):613-622, 2008.

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Working Papers

27. A. Eshragh, F. Roosta, M. Mahoney and Y. Ye, A New Approximation Algorithm for Large Markov Decision Processes, To be Submitted to Mathematics of Operations Research, 2021.

28. A. Eshragh and M. Sounders, A New Random Walk Algorithm for Hamiltonian Cycle Problem: An Empirical Study, To be Submitted to Random Structures and Algorithms, 2021.

29. A. Eshragh, T. McCallum, J.V. Ross, B. Salvy and M. Skerritt, Optimal Experimental Design for a Simple Birth Process with Incomplete Information, To be Submitted to Computational Statistics & Data Analysis, 2021.

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Articles in Persian Scientific Journals (Authorship : Sole)

1. Statistical Thinking: The Success Key in 21st Century, Sanayeh Magazine, Vol. 38.

2. Simulated Annealing: A Simple Proof on its Convergence, Sanayeh Magazine, Vol. 30.

3. An Introduction to Time Series: Part Two, Sanayeh Magazine, Vol. 21.

4. An Introduction to Time Series: Part On”, Sanayeh Magazine, Vol. 19.

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Talks in Invited Conferences and Workshops

1. Big Time Series Data and Randomized Numerical Linear Algebra, The 20th INFORMS Applied Probability Society Conference , Brisbane, Australia, 2019.

2. Approximating the Fisher Information for a Partially-Observable Growing Population, ICERM Workshop on Challenges in 21st Century Experimental Mathematical Computation, Providence, US, 2014.

3. Random Walks, Polyhedra and Hamiltonian Cycles, CARMA Workshop on Optimization, Nonlinear Analysis, Randomness & Risk, Newcastle, Australia, 2014.

4. Hamiltonian Cycles, Extreme Points and Rapidly Mixing Markov Chains, Flinders Workshop on Hamiltonian Cycle, Traveling Salesman and Related Optimisation Problems, Adelaide, Australia, 2012.

5. Polynomial Limit Control Algorithm to Identify Nearly all Cubic, non-Hamiltonian, Graphs, The 19th Triennial Conference of the IFORS, Melbourne, Australia, 2011.

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Talks in International Conferences

1. Optimal Experimental Design For a Partially Observable Simple Birth Process, The 2018 INFORMS Annual Meeting, Phoenix, USA, 2018.

2. A New Approach to Select the Best Subset of Predictors in Linear Regression Modelling, The 61st Annual AustMS Conference, Sydney, Australia, 2017.

3. Fisher Information, Stochastic Processes and Generating Functions, The 18th INFORMS Applied Probability Conference, Istanbul, Turkey, 2015.

4. The Complexity of Optimal Experimental Design: A Tour from Applied Probability to Experimental Mathematics, The 51st ANZIAM Applied Mathematics Conference, Gold Coast, Australia, 2015.

5. On Binomial Observations of Continuous-Time Markov Chains, The 57th AustMS Conference, Sydney, Australia, 2013.

6. Fisher Information for a Partially-Observable Simple Birth Process, Australia and New Zealand Applied Probability Workshop, Brisbane, Australia, 2013.

7. Optimal Observation Times for a Partially-Observable Pure Birth Process, The 26th European Conference on Operational Research, Rome, Italy, 2013.

8. Optimal Experimental Design for a Pure Birth Process with Incomplete Information, The 25th European Conference on Operational Research, Vilnius, Lithuania, 2012.

9. A Modified Cross Entropy Method for the Optimization of an Environmentally Sustainable Supply Chain, The 25th European Conference on Operational Research, Vilnius, Lithuania, 2012.

10. Optimal Observations of a Growing Population, The 48th ANZIAM Applied Mathematics Conference, Warrnambool, Australia, 2012.

11. Optimal Experimental Design for a Growing Population, Australia and New Zealand Applied Probability Workshop, Auckland, New Zealand, 2012.

12. On Random Graphs, Random Walks and the Hamiltonian Cycle Problem, The 54th Annual AustMS Conference, Brisbane, Australia, 2010.

13. A Random Pivoting Algorithm for the Hamiltonian Cycle Problem, The 24th European Conference on Operational Research, Lisbon, Portugal, 2010.

14. Investigating Hamiltonian Cycles through Random Walks, The 46th ANZIAM Applied Mathematics Conference, Queenstown, New Zealand, 2010.

15. A New Random Algorithm for the Hamiltonian Cycle Problem, The 23rd European Conference on Operational Research, Bonn, Germany, 2009.

16. A Hybrid Simulation-Optimization Algorithm for the Hamiltonian Cycle Problem, The 45th ANZIAM Applied Mathematics Conference, Caloundra, Australia, 2009; also presented in The 53rd Annual AustMS Conference, Adelaide, Australia, 2009.

17. A New Approach to Response Surface Methodology, The 5th International Industrial Engineering Conference, Tehran, Iran, 2005.

18. A New Approach to Distribution Fitting: Decision on Beliefs, The 53rd Session of International Statistical Institute, Seoul, South Korea, 2001; also presented in The 1st International Industrial Engineering Conference, Tehran, Iran, 2001.

19. Order Statistics and Their Applications, The 1st Iranian Statistical Student Conference, Tehran, Iran, 1999.

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Miscellaneous Seminars/Presentations

1. Hamiltonian Cycles, Polytopes and RandomWalks, Presented talk at the Colloquium – School of Mathematics and Physics , University of Queensland, Australia, February 18, 2019.

2. Hamiltonian Cycles and Subsets of Discounted Occupational Measures, Linear Algebra and Optimization Seminars–Institute for Computational & Mathematical Engineering, Stanford University, USA, October 25, 2018.

3. Hamiltonian Cycles, Ploytopes and Markov Chains, Presented talk at the Counting Programming Seminar Series, Simons Institute for the Theory of Computing, The University California at Berkeley, USA, February 19, 2016.

4. Fisher Information, Stochastic Processes and Generating Functions, Presented talk at the Colloquium, University of New south Wales, Sydney, Australia, October 8, 2015.

5. Computational Complexity of the Fisher Information, Presented talk at INRIA, Paris, France, October 6, 2014.

6. Binomial Observations, Fisher Information and Optimal Sampling Times, Presented talk at the School of Mathematical and Physical Sciences, University of Newcastle, Newcastle, Australia, November 14, 2013.

7. P or NP: That is the Question, Presented talk in the undergraduate seminar at the School of Mathematical Sciences, The University of Adelaide, Adelaide, Australia, May 22, 2012.

8. Can Hamiltonian Cycle Problem be Solved with High Probability in Polynomial Time?, Presented Talk in the School of Mathematical Sciences, Monash University, Melbourne, Australia, February 29, 2012.

9. Hamiltonian Cycles and Random Walks, Presented talk at the School of Computer Science, The University of Adelaide, Adelaide, Australia, December 7, 2011.

10. Optimal Experimental Design for a Partially-Observable Pure Birth Process, Presented talk in the School of Mathematical Sciences, The University of Adelaide, Adelaide, Australia, August 25, 2011.

11. Hybrid Simulation-Optimization Algorithm for Combinatorial Optimization Problems, Presented talk at the University of South Australia (Divisional Research Day), Adelaide, Australia, September 10, 2010.

12. Hamiltonian Cycles, Random Walks and Discounted Occupational Measures, Presented Talk at the University of Twente, Enschede, The Netherlands, June 22, 2010.

13. Investigating the Hamiltonian Cycle Problem Using Markov Decision Processes, Presented poster at the University of South Australia (Divisional Research Day), Adelaide, Australia, June, 2007.

14. Decision on Beliefs: Concepts and Applications, Presented talk at Indian Statistical Institute, New Delhi, India, March, 2004.

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