The following pages link to Jose H. Blanchet (Q433909):
Displayed 45 items.
- Exact simulation of multidimensional reflected Brownian motion (Q4684931) (← links)
- Characterizing optimal sampling of binary contingency tables via the configuration model (Q4909199) (← links)
- UNIFORM CONVERGENCE TO A LAW CONTAINING GAUSSIAN AND CAUCHY DISTRIBUTIONS (Q4911124) (← links)
- Exact sampling of the infinite horizon maximum of a random walk over a nonlinear boundary (Q4968514) (← links)
- Sample Out-of-Sample Inference Based on Wasserstein Distance (Q5003729) (← links)
- Exact simulation for multivariate Itô diffusions (Q5005041) (← links)
- Asymptotically Optimal Control of a Centralized Dynamic Matching Market with General Utilities (Q5060507) (← links)
- Confidence regions in Wasserstein distributionally robust estimation (Q5081554) (← links)
- Efficient Steady-State Simulation of High-Dimensional Stochastic Networks (Q5084487) (← links)
- Optimal Transport-Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes (Q5085150) (← links)
- Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes (Q5108224) (← links)
- Rates of Convergence to Stationarity for Reflected Brownian Motion (Q5119851) (← links)
- Analysis of a Splitting Estimator for Rare Event Probabilities in Jackson Networks (Q5168847) (← links)
- Optimal Sampling of Overflow Paths in Jackson Networks (Q5169686) (← links)
- Exact sampling for some multi-dimensional queueing models with renewal input (Q5203979) (← links)
- Quantifying Distributional Model Risk via Optimal Transport (Q5219730) (← links)
- Perfect Sampling of Generalized Jackson Networks (Q5219735) (← links)
- Robust Wasserstein profile inference and applications to machine learning (Q5235055) (← links)
- State-independent Importance Sampling for Random Walks with Regularly Varying Increments (Q5247112) (← links)
- Rare-Event Simulation for Many-Server Queues (Q5247615) (← links)
- Uniform renewal theory with applications to expansions of random geometric sums (Q5443152) (← links)
- Robust Actuarial Risk Analysis (Q5742897) (← links)
- Smoothed Variable Sample-Size Accelerated Proximal Methods for Nonsmooth Stochastic Convex Programs (Q5870771) (← links)
- Approximations for the distribution of perpetuities with small discount rates (Q6079113) (← links)
- Unbiased optimal stopping via the MUSE (Q6184922) (← links)
- Delay-Adaptive Learning in Generalized Linear Contextual Bandits (Q6189908) (← links)
- Sampling Point Processes on Stable Unbounded Regions and Exam Simulation of Queues (Q6238240) (← links)
- Theoretical analysis of a Stochastic Approximation approach for computing Quasi-Stationary distributions (Q6247783) (← links)
- Theoretical analysis of a Stochastic Approximation approach for computing Quasi-Stationary distributions of general state space Markov chains (Q6259308) (← links)
- On the Limiting Ratio of Current Age to Total Life for Null Recurrent Renewal Processes (Q6260379) (← links)
- Perfect Sampling of Generalized Jackson Network (Q6269517) (← links)
- On Optimal Exact Simulation of Max-Stable and Related Random Fields (Q6277701) (← links)
- Convergence Rate Analysis of a Stochastic Trust Region Method via Submartingales (Q6277859) (← links)
- Distributionally Robust Groupwise Regularization Estimator (Q6286556) (← links)
- Exact Simulation for Multivariate It\^o Diffusions (Q6287912) (← links)
- Smoothed Variable Sample-size Accelerated Proximal Methods for Nonsmooth Stochastic Convex Programs (Q6298469) (← links)
- Unbiased Sampling of Multidimensional Partial Differential Equations with Random Coefficients (Q6302783) (← links)
- Multivariate Distributionally Robust Convex Regression under Absolute Error Loss (Q6319561) (← links)
- Confidence Regions in Wasserstein Distributionally Robust Estimation (Q6319972) (← links)
- Sample-path large deviations for unbounded additive functionals of the reflected random walk (Q6337809) (← links)
- Machine Learning For Elliptic PDEs: Fast Rate Generalization Bound, Neural Scaling Law and Minimax Optimality (Q6380248) (← links)
- Large deviations asymptotics for unbounded additive functionals of diffusion processes (Q6391824) (← links)
- Sobolev Acceleration and Statistical Optimality for Learning Elliptic Equations via Gradient Descent (Q6399209) (← links)
- Distributionally Robust Gaussian Process Regression and Bayesian Inverse Problems (Q6400210) (← links)
- Computable Bounds on Convergence of Markov Chains in Wasserstein Distance (Q6448000) (← links)