Divyanshu Vats


Email: vats (dot) div (at) gmail (dot) com

Quantitative Researcher
Two Sigma Investments
New York City

Bio

I was a Senior Data Science Engineer at Sailthru from 2014 till 2016. Before that, I was a postdoctoral fellow at Rice University, where I worked with Prof. Richard Baraniuk. Before coming to Rice, I spent a year at the Institute for Mathematics and its Applications (IMA) and also worked with Prof. Robert Nowak. Before that, I received my PhD from Carnegie Mellon University in 2011 while working with Prof. José Moura. Even before that, I received my BS in Electrical Engineering and Mathematics from The University of Texas at Austin. My research interests lie at the intersection of machine learning and statistics.

Journal and Highly Selective Conference Papers


Andrew S. Lan, Divyanshu Vats, Andrew E. Waters, and Richard G. Baraniuk, "Mathematical Language Processing: Automatic Grading and Feedback for Open Response Mathematical Questions," in Proceedings of the second ACM conference on Learning @ Scale (L@S'15), March, 2015

Divyanshu Vats, Christoph Studer, Andrew S. Lan, Lawrence Carin, and Richard G. Baraniuk, "Test-size Reduction via Sparse Factor Analysis," Preprint, 2014

Divyanshu Vats and Richard G. Baraniuk, "Swapping Variables for High-Dimensional Sparse Regression with Correlated Measurements," Preprint, 2014

Divyanshu Vats and Richard G. Baraniuk, "Path Thresholding: Asymptotically Tuning-Free High-Dimensional Sparse Regression," in Proceedings of the 17th International Conference on Artificial Intelligence and Statistics (AISTATS), 2014, to appear [pdf] [arxiv] [code]

Divyanshu Vats, Robert D. Nowak, and Richard G. Baraniuk, "Active Learning for Undirected Graphical Model Selection," in Proceedings of the 17th International Conference on Artificial Intelligence and Statistics (AISTATS), 2014, to appear [pdf]

Divyanshu Vats and Richard G. Baraniuk, "When in Doubt, SWAP: High-Dimensional Sparse Recovery from Correlated Measurements," Advances in Neural Information Processing Systems (NIPS), 2013 [pdf] [extended version]

Divyanshu Vats and Robert D. Nowak, "A Junction Tree Framework for Undirected Graphical Model Selection," Journal of Machine Learning Research (JMLR), 2013 (to appear) [arxiv] [webpage]

Divyanshu Vats, "High-Dimensional Screening Using Multiple Grouping of Variables," IEEE Trans. on Signal Processing, vol. 62 , no. 3, pp. 694-702, Feb. 2014. [link] [arxiv] [webpage]

Divyanshu Vats and José M. F. Moura, "Finding Non-overlapping Clusters for Generalized Inference Over Graphical Models," IEEE Trans. on Signal Processing, vol. 60, no. 12, pp. 6368-6381, Dec. 2012. [link][arxiv] [webpage]

Divyanshu Vats and José M. F. Moura, "Telescoping Recursive Representations and Estimation of Gauss-Markov Random Fields," IEEE Trans. on Information Theory , vol. 57, no. 3, pp. 1645-1663, March 2011. [link] [arxiv] [video]


Conference Papers


Divyanshu Vats, Christoph Studer, Andrew S. Lan, Lawrence Carin, and Richard G. Baraniuk, "Test-size Reduction for Concept Estimation," in Proceedings of the 2013 International Conference on Educational Data Mining (EDM), Memphis, Tennesee, July 6-9, 2013 [pdf]

Amirali Aghazadeh, Ali Ayremlou, Daniel D Calderon, Thomas Goldstein, Raajen Patel, Divyanshu Vats, and Richard G Baraniuk, "Adaptive Step Size Selection for Optimization Via the Ski Rental Problem," in Proceedings of the 2013 IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), Vancouver, Canada, May 26-31, 2013 [pdf ]

Divyanshu Vats and José M. F. Moura, "Necessary Conditions for Set-Based Graphical Model Selection," in Proceedings of the 2011 IEEE International Symposium on Information Theory (ISIT), St. Petersburg, Russia, 31 July - 5 August 2011. [link]

Divyanshu Vats, Vishal Monga, Umamahesh Srinivas, and José M. F. Moura, "Scalable Robust Hypothesis Tests Using Graphical Models," in Proceedings of the 2013 IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), Prague, Czech Republic, May 22-27, 2011 [pdf]

Divyanshu Vats and José M. F. Moura, "Reciprocal Fields: A Model for Random Fields Pinned to Two Boundaries," in Proceedings of the 2010 IEEE Conference on Decision and Control (CDC), Atlanta, GA, 15 - 17 December 2010. [link]

Divyanshu Vats and José M. F. Moura, "Telescoping Approach to Recursive Enhancement of Noisy Images," in Proceedings of the 2010 IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), Dallas, Texas, 14-19 March 2010. [link]

Divyanshu Vats and José M. F. Moura, "Recursive Filtering and Smoothing for Gaussian Reciprocal Processes with Continuous Indices," in Proceedings of the 2009 IEEE International Symposium on Information Theory (ISIT), Seoul, Korea, 28 June - 3 July 2009. [link]

Divyanshu Vats and José M. F. Moura, "Recursive Filtering and Smoothing for Discrete Index Gaussian Reciprocal Processes," in Proceedings of the 2009 IEEE Conference on Information Sciences and Systems (CISS), Baltimore, MD, March 18-20, 2009. [link]

Vishal Monga, Divyanshu Vats, and Brian L. Evans, "Image Authentication Under Geometric Attacks Via Structure Matching," in Proceedings of the 2005 IEEE Int. Conf. on Multimedia & Expo (ICME), Jul. 6-8, 2005, Amsterdam, The Netherlands [link]