| Publication | Date of Publication | Type |
|---|
Modeling Shortest Paths in Polymeric Networks using Spatial Branching Processes
(available as arXiv preprint) | N/A | Paper |
Empirical martingale projections via the adapted Wasserstein distance
(available as arXiv preprint) | N/A | Paper |
On the First Passage Times of Branching Random Walks in \mathbb R^d
(available as arXiv preprint) | N/A | Paper |
On the first passage times of branching random walks in \(\mathbb{R}^{d}\)
The Annals of Applied Probability | 2026-08-28 | Paper |
Empirical martingale projections via the adapted Wasserstein distance
The Annals of Applied Probability | 2026-03-10 | Paper |
Deep learning for Markov chains: Lyapunov functions, Poisson's equation, and stationary distributions
Queueing Systems | 2026-02-19 | Paper |
Robustifying conditional portfolio decisions via optimal transport
Operations Research | 2025-11-11 | Paper |
Convolution bounds on quantile aggregation
Operations Research | 2025-11-11 | Paper |
Distributionally robust optimization and robust statistics
Statistical Science | 2025-10-29 | Paper |
Large deviations asymptotics for unbounded additive functionals of diffusion processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2025-09-29 | Paper |
Computable bounds on convergence of Markov chains in Wasserstein distance via contractive drift
The Annals of Applied Probability | 2025-09-18 | Paper |
Distributionally robust Gaussian process regression and Bayesian inverse problems
The Annals of Applied Probability | 2025-08-08 | Paper |
Sample-path large deviations for unbounded additive functionals of the reflected random walk
Mathematics of Operations Research | 2025-02-21 | Paper |
Sample complexity of variance-reduced distributionally robust Q-learning
Journal of Machine Learning Research (JMLR) | 2025-02-11 | Paper |
Tail Asymptotics of Cluster Sizes in Multivariate Heavy-Tailed Hawkes Processes
(available as arXiv preprint) | 2025-01-01 | Paper |
Sample Path Large Deviations for Multivariate Heavy-Tailed Hawkes Processes and Related Lévy Processes
(available as arXiv preprint) | 2025-01-01 | Paper |
Large Deviations of First Passage Times of Branching Random Walks in $\mathbb{R}^d$: Asymptotics and Algorithms
(available as arXiv preprint) | 2025-01-01 | Paper |
Towards optimal running timesfor optimal transport
Operations Research Letters | 2024-06-17 | Paper |
Delay-Adaptive Learning in Generalized Linear Contextual Bandits
Mathematics of Operations Research | 2024-03-05 | Paper |
Unbiased optimal stopping via the MUSE
Stochastic Processes and their Applications | 2024-01-29 | Paper |
Deep Learning for Computing Convergence Rates of Markov Chains
(available as arXiv preprint) | 2024-01-01 | Paper |
An Efficient High-Dimensional Gradient Estimator for Stochastic Differential Equations
(available as arXiv preprint) | 2024-01-01 | Paper |
Optimization under rare events: scaling laws for linear chance-constrained programs
(available as arXiv preprint) | 2024-01-01 | Paper |
Bounding adapted Wasserstein metrics
(available as arXiv preprint) | 2024-01-01 | Paper |
Tightness Analysis of First Passage Times of d-Dimensional Branching Random Walk
(available as arXiv preprint) | 2024-01-01 | Paper |
Limit Theorems for Stochastic Gradient Descent with Infinite Variance
(available as arXiv preprint) | 2024-01-01 | Paper |
Approximations for the distribution of perpetuities with small discount rates
Naval Research Logistics | 2023-10-25 | Paper |
| Computable Bounds on Convergence of Markov Chains in Wasserstein Distance | 2023-08-20 | Paper |
Smoothed Variable Sample-Size Accelerated Proximal Methods for Nonsmooth Stochastic Convex Programs
Stochastic Systems | 2023-01-23 | Paper |
Asymptotically Optimal Control of a Centralized Dynamic Matching Market with General Utilities
Operations Research | 2023-01-10 | Paper |
Optimal transport-based distributionally robust optimization: structural properties and iterative schemes
Mathematics of Operations Research | 2022-06-27 | Paper |
Efficient steady-state simulation of high-dimensional stochastic networks
Stochastic Systems | 2022-06-24 | Paper |
Confidence regions in Wasserstein distributionally robust estimation
Biometrika | 2022-06-17 | Paper |
| Distributionally Robust Gaussian Process Regression and Bayesian Inverse Problems | 2022-05-25 | Paper |
| Sobolev Acceleration and Statistical Optimality for Learning Elliptic Equations via Gradient Descent | 2022-05-15 | Paper |
| Large deviations asymptotics for unbounded additive functionals of diffusion processes | 2022-02-22 | Paper |
Sobolev Acceleration and Statistical Optimality for Learning Elliptic Equations via Gradient Descent
(available as arXiv preprint) | 2022-01-01 | Paper |
Sample path large deviations for Lévy processes and random walks with Weibull increments
The Annals of Applied Probability | 2021-11-04 | Paper |
Sample path large deviations for Lévy processes and random walks with Weibull increments
The Annals of Applied Probability | 2021-11-04 | Paper |
| Machine Learning For Elliptic PDEs: Fast Rate Generalization Bound, Neural Scaling Law and Minimax Optimality | 2021-10-13 | Paper |
Exact simulation for multivariate Itô diffusions
Advances in Applied Probability | 2021-08-04 | Paper |
Sample out-of-sample inference based on Wasserstein distance
Operations Research | 2021-07-29 | Paper |
Machine Learning For Elliptic PDEs: Fast Rate Generalization Bound, Neural Scaling Law and Minimax Optimality
(available as arXiv preprint) | 2021-01-01 | Paper |
Rates of convergence to stationarity for reflected Brownian motion
Mathematics of Operations Research | 2020-09-01 | Paper |
On distributionally robust extreme value analysis
Extremes | 2020-06-24 | Paper |
Sample path large deviations for Lévy processes and random walks with regularly varying increments
The Annals of Probability | 2020-06-15 | Paper |
Sample path large deviations for Lévy processes and random walks with regularly varying increments
The Annals of Probability | 2020-06-15 | Paper |
Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes
Mathematics of Operations Research | 2020-04-30 | Paper |
Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes
Mathematics of Operations Research | 2020-04-30 | Paper |
| Sample-path large deviations for unbounded additive functionals of the reflected random walk | 2020-03-31 | Paper |
Quantifying distributional model risk via optimal transport
Mathematics of Operations Research | 2020-03-12 | Paper |
Perfect Sampling of Generalized Jackson Networks
Mathematics of Operations Research | 2020-03-12 | Paper |
Queue length asymptotics for the multiple-server queue with heavy-tailed Weibull service times
Queueing Systems | 2020-02-20 | Paper |
Optimal uncertainty size in distributionally robust inverse covariance estimation
Operations Research Letters | 2020-02-10 | Paper |
Exact sampling for some multi-dimensional queueing models with renewal input
Advances in Applied Probability | 2019-12-09 | Paper |
Robust Wasserstein profile inference and applications to machine learning
Journal of Applied Probability | 2019-10-07 | Paper |
On logarithmically optimal exact simulation of max-stable and related random fields on a compact set
Bernoulli | 2019-09-25 | Paper |
Perfect sampling of GI/GI/\(c\) queues
Queueing Systems | 2019-07-31 | Paper |
Exact sampling of the infinite horizon maximum of a random walk over a nonlinear boundary
Journal of Applied Probability | 2019-07-15 | Paper |
Confidence Regions in Wasserstein Distributionally Robust Estimation
(available as arXiv preprint) | 2019-06-04 | Paper |
| Multivariate Distributionally Robust Convex Regression under Absolute Error Loss | 2019-05-29 | Paper |
Robust Actuarial Risk Analysis
North American Actuarial Journal | 2019-05-08 | Paper |
Malliavin-based multilevel Monte Carlo estimators for densities of max-stable processes
(available as arXiv preprint) | 2019-02-18 | Paper |
| Rates of convergence and CLTs for subcanonical debiased MLMC | 2019-02-18 | Paper |
Optimal Uncertainty Size in Distributionally Robust Inverse Covariance Estimation
(available as arXiv preprint) | 2019-01-01 | Paper |
Multivariate Distributionally Robust Convex Regression under Absolute Error Loss
(available as arXiv preprint) | 2019-01-01 | Paper |
Exact simulation of multidimensional reflected Brownian motion
Journal of Applied Probability | 2018-09-26 | Paper |
| Unbiased Sampling of Multidimensional Partial Differential Equations with Random Coefficients | 2018-06-08 | Paper |
Asymptotic robustness of estimators in rare-event simulation
ACM Transactions on Modeling and Computer Simulation | 2018-04-16 | Paper |
Efficient rare event simulation for heavy-tailed compound sums
ACM Transactions on Modeling and Computer Simulation | 2018-04-16 | Paper |
On Lyapunov inequalities and subsolutions for efficient importance sampling
ACM Transactions on Modeling and Computer Simulation | 2018-04-16 | Paper |
Exact Sampling of Stationary and Time-Reversed Queues
ACM Transactions on Modeling and Computer Simulation | 2018-04-16 | Paper |
Smoothed Variable Sample-size Accelerated Proximal Methods for Nonsmooth Stochastic Convex Programs
(available as arXiv preprint) | 2018-03-01 | Paper |
Unbiased Sampling of Multidimensional Partial Differential Equations with Random Coefficients
(available as arXiv preprint) | 2018-01-01 | Paper |
Exact Simulation for Multivariate It\^o Diffusions
(available as arXiv preprint) | 2017-06-15 | Paper |
| Distributionally Robust Groupwise Regularization Estimator | 2017-05-11 | Paper |
-strong simulation for multidimensional stochastic differential equations via rough path analysis
The Annals of Applied Probability | 2017-05-03 | Paper |
Distributionally Robust Groupwise Regularization Estimator
(available as arXiv preprint) | 2017-01-01 | Paper |
Analysis of a stochastic approximation algorithm for computing quasi-stationary distributions
Advances in Applied Probability | 2016-11-01 | Paper |
A Markov chain approximation to choice modeling
Operations Research | 2016-10-31 | Paper |
Rare-event simulation for stochastic recurrence equations with heavy-tailed innovations
ACM Transactions on Modeling and Computer Simulation | 2016-10-24 | Paper |
| Convergence Rate Analysis of a Stochastic Trust Region Method via Submartingales | 2016-09-23 | Paper |
| On Optimal Exact Simulation of Max-Stable and Related Random Fields | 2016-09-19 | Paper |
A weak convergence criterion for constructing changes of measure
Stochastic Models | 2016-06-09 | Paper |
Affine point processes: approximation and efficient simulation
Mathematics of Operations Research | 2016-01-29 | Paper |
Perfect Sampling of Generalized Jackson Network
(available as arXiv preprint) | 2016-01-20 | Paper |
Tail asymptotics for delay in a half-loaded \(\mathrm{GI}/\mathrm{GI}/2\) queue with heavy-tailed job sizes
Queueing Systems | 2016-01-14 | Paper |
On Optimal Exact Simulation of Max-Stable and Related Random Fields
(available as arXiv preprint) | 2016-01-01 | Paper |
Convergence Rate Analysis of a Stochastic Trust Region Method via Submartingales
(available as arXiv preprint) | 2016-01-01 | Paper |
Steady-state simulation of reflected Brownian motion and related stochastic networks
The Annals of Applied Probability | 2015-11-24 | Paper |
Steady-state simulation of reflected Brownian motion and related stochastic networks
The Annals of Applied Probability | 2015-11-24 | Paper |
Perfect sampling for infinite server and loss systems
Advances in Applied Probability | 2015-11-06 | Paper |
Rare-event simulation for many-server queues
Mathematics of Operations Research | 2015-04-24 | Paper |
State-independent importance sampling for random walks with regularly varying increments
(available as arXiv preprint) | 2015-04-23 | Paper |
| State-independent importance sampling for random walks with regularly varying increments | 2015-04-23 | Paper |
| On the Limiting Ratio of Current Age to Total Life for Null Recurrent Renewal Processes | 2015-03-28 | Paper |
| Theoretical analysis of a Stochastic Approximation approach for computing Quasi-Stationary distributions of general state space Markov chains | 2015-02-23 | Paper |
WITHDRAWN: Theoretical analysis of a Stochastic Approximation approach for computing Quasi-Stationary distributions of general state space Markov chains
(available as arXiv preprint) | 2015-01-01 | Paper |
On the Limiting Ratio of Current Age to Total Life for Null Recurrent Renewal Processes
(available as arXiv preprint) | 2015-01-01 | Paper |
Two-parameter sample path large deviations for infinite-server queues
Stochastic Systems | 2014-10-07 | Paper |
Two-parameter sample path large deviations for infinite-server queues
Stochastic Systems | 2014-10-07 | Paper |
Uniform large deviations for heavy-tailed queues under heavy traffic
Boletín de la Sociedad Matemática Mexicana. Third Series | 2014-09-09 | Paper |
Analysis of a splitting estimator for rare event probabilities in Jackson networks
(available as arXiv preprint) | 2014-07-21 | Paper |
Optimal sampling of overflow paths in Jackson networks
Mathematics of Operations Research | 2014-07-11 | Paper |
Asymptotics of the area under the graph of a Lévy-driven workload process
Operations Research Letters | 2014-05-15 | Paper |
Efficient rare event simulation for heavy-tailed systems via cross entropy
Operations Research Letters | 2014-05-14 | Paper |
