Murat A. Erdogdu


Postdoctoral Researcher
Microsoft Research - New England


1 Memorial Drive, Cambridge, MA 02142
erdogdu.a at microsoft dot com

I am currently a postdoctoral researcher at Microsoft Research - New England. I will join the departments of Computer Science and Statistical Sciences at University of Toronto as an assistant professor, and Vector Institute as a member in 2018. I did my Ph.D. at Department of Statistics at Stanford University, where I was jointly advised by Mohsen Bayati and Andrea Montanari. I have an M.S. degree in Computer Science from Stanford. I have B.S. degrees in Electrical Engineering and Mathematics, both from Bogazici University.

Research Interests

  • Optimization: Efficient algorithms for machine learning problems

  • Statistics: High-dimensional data analysis, regularization and shrinkage

  • Machine Learning: Graphical models, message passing algorithms

Selected Papers

M.A. Erdogdu, M. Bayati, L.H. Dicker Scaled Least Squares Estimator for GLMs in Large-Scale Problems, NIPS 2016
M.A. Erdogdu, Newton-Stein Method: An optimization method for GLMs via Stein’s lemma, NIPS 2015
M.A. Erdogdu and A. Montanari, Convergence rates of sub-sampled Newton methods, NIPS 2015
M. Bayati, M.A. Erdogdu, A. Montanari, Estimating Lasso risk and noise level, NIPS 2013