University of Santiago
Av. Ecuador 3769 oficina 413, Santiago, RM 9170124, Chile
FONDECYT Postdoctoral Researcher
Universidad Adolfo Ibanez
Av. Diagonal Las Torres 2640, Penalolen, Santiago, RM 7941169, Chile
Contact: guido [dot] lagos [at usach.cl]
Phone+Whatsapp: +56 9 8367 8158
Other profiles: Google Scholar, LinkedIn, Facebook, ResearchGate, Strava
On January 22-24th 2019 with Javiera Barrera we hosted the workshop "Reliability and Resiliency in Network Infrastructure: Optimization, Simulation and Analysis" at Universidad Adolfo Ibanez in Santiago, Chile. Our international invited speakers were Hector Cancela (Universidad de la Republica, Uruguay), Gerardo Rubino (INRIA Rennes, France), Slava Vaisman (U of Queensland, Australia) and Alessandro Zocca (Caltech, USA).
Since Oct 2018 Pancho Jara we're organizing the Industrial & Systems Engineering Seminar at the Industrial Engineering Department at University of Santiago (USACH). Shoot us an email if you'd like to give a talk!
I'm an Assistant Researcher at the Industrial Engineering Department of the University of Santiago (USACH), Chile, and also a FONDECYT postdoctoral researcher at Universidad Adolfo Ibanez (UAI). During all of 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.
Reliability in networks under dependent failures -- Here we're studying certain probability concentration phenomenons that allow to give confidence intervals for the time of system failure, i.e. the time at which the system 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.
Stochastic analysis of MCMC methods for Data Sciences.
Limit distributions of the upper order statistics for the conditionally-iid Marshall-Olkin distribution. [arXiv:1811.06034]
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.
FONDECYT Postdoctoral Research grant with project # 3180767, CONICYT Chile. Will fund my research activities over the period Mar 2018-Mar 2021.
Best Student Paper Award of the INFORMS Applied Probability Society, October 2017. For my paper on discretization of Brownian motion. The authors of the three other finalist papers were Zhengyuan Zhou of Stanford, Andrew Li of MIT, and Thodoris Lykouris and Daniel Freund of Cornell.
Algorithms & Randomness Center (ARC) Student Fellowship, Georgia Tech, Fall 2014.
Kiplinger Fellowship, Georgia Tech, August 2011 and August 2012.
Becas Chile-CONICYT Ph.D. abroad scholarship, Chile, November 2010.
Systemc risk and network reliability: asymptotic analysis and confidence bounds
Science Park Informal Probability Seminar at Centrum Wiskunde & Informatica (CWI) (Amsterdam, The Netherlands, Dec 2018) // Industrial & Systems Engineering Seminar, Industrial Engineering Department, University of Santiago (Chile, Nov 2018) // INFORMS Annual Meeting 2018 (Phoenix, AZ, USA, Nov 2018) // 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) // Science Park Informal Probability Seminar at Centrum Wiskunde & Informatica (CWI) (Amsterdam, The Netherlands, Nov 2017) // 2017 INFORMS Annual Meeting (Houston, TX, USA; Oct 2017) // Institute for Math, Universidad de Valparaiso (Chile, Jul 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
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
Workshop co-organizer, "Reliability and Resiliency in Network Infrastructure: Simulation, Optimization & Analysis" (Jan 2019; Santiago, Chile)
Session organizer at the INFORMS Annual Meeting 2018 conference, in the Applied Probability Society track (Nov 2018; Phoenix, AZ, USA)
Seminar/reading group organizer: Industrial & Systems Engineering Seminar, Industrial Engineering Department, University of Santiago (2018-) // Data Sciences Reading Group at Universidad Adolfo Ibanez (2017-2018) // Student Applied Proability Seminar, at Columbia University on 2016 and at Georgia Tech on 2014-2015.
Reviewer: Journal of Applied Probability, Operations Research
Stochastic Models (Universidad de Santiago, Fall 2019)
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)
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