Stephen N. Pallone

About Me

I am currently a Ph.D. student in the School of Operations Research at Cornell University. I completed my undergraduate degree at The Johns Hopkins University.

Coursework

I am currently teaching ORIE 6125: Computational Methods in Operations Research, which presents an overview of computational tools and skills that aid with programming for research in OR and related fields.

Research Interests

My research interests lie at the intersection of optimization and probability, where the goal is to make the best decisions possible while faced with uncertainty.

In recent research, I have used dynamic programming to design algorithms that take computational uncertainty into account. This is applied to a parallel architecture setting, where we are interested in designing a parallelized bisection algorithm that immediately makes use of asynchronous function evaluations across processors.

Currently, I am analyzing a marketing techique used to learn a user's preferences called Conjoint Analysis, using a Bayesian approach. The user is presented with a set of alternatives, and from this set, the user subsequently selects his or her most prefered option. The goal is to design an algorithm to ask questions that will learn the user's preferences in the most efficient manner possible. We approach this using an Active Learning framework, where we parameterize users' preferences, maintaining a prior distribution over all parameterizations.

Outside Interests

I play classical piano, mostly focusing on improvisation. I also sing Bass II with the Cornell University Glee Club and play piano for them as an accompanist.