Karthyek  Murthy
Department of IEOR
Columbia University
500 West 120th Street
New York
NY 10027

karthyek [at] gmail [dot] com

               PhD   Tata Institute of Fundamental Research 2015
MS     Tata Institute of Fundamental Research 2012
BEng   College of Engineering, Guindy                2009


I am a Post-doctoral research scientist in the Department of IEORColumbia University. My research interests lie broadly in Applied Probability, with particular emphasis on models that arise in stochastic operations research, insurance and mathematical finance. Specifically, I have been working on topics such as estimation of tail risks / rare event probabilities, robust stochastic modeling, generalization in machine learning, exact sampling of stochastic processes, and so on. To make original research contributions in these topics, I have been using tools from the theories of large deviations, extreme values and optimal transportation of probability measures.

My PhD dissertation on "Rare events in heavy-tailed stochastic systems: Algorithms and Analysis" was awarded with the TIFR-SASKEN Best Thesis Award for the year 2015.

I was a recipient of IBM International PhD Fellowship for the year 2013-14. I have held visiting research positions in
ICERM, Brown University (Sep - Nov, 2012),
Department of IEOR, Columbia University (Sep - Dec, 2012).

Prior to my stint as a grad student in TIFR, I worked for an year in Cisco Systems R & D, Bangalore.

My CV can be accessed here.