Raghu Pasupathy

MaRDI QIDQ2097661zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Overlapping batch confidence intervals on statistical functionals constructed from time series: application to quantiles, optimization, and estimation ACM Transactions on Modeling and Computer Simulation	2024-11-15	Paper
Statistical Inference on Simulation Output: Batching as an Inferential Device	2023-11-07	Paper
Overlapping Batch Confidence Intervals on Statistical Functionals Constructed from Time Series: Application to Quantiles, Optimization, and Estimation	2023-07-17	Paper
Adaptive sampling line search for local stochastic optimization with integer variables Mathematical Programming. Series A. Series B	2022-11-14	Paper
Adaptive sequential sample average approximation for solving two-stage stochastic linear programs SIAM Journal on Optimization	2021-03-31	Paper
Open Problem—Adaptive Constant-Step Stochastic Approximation Stochastic Systems	2020-06-18	Paper
ASTRO-DF: a class of adaptive sampling trust-region algorithms for derivative-free stochastic optimization SIAM Journal on Optimization	2018-12-05	Paper
Dominating Points of Gaussian Extremes	2018-10-29	Paper
Retrospective-approximation algorithms for the multidimensional stochastic root-finding problem ACM Transactions on Modeling and Computer Simulation	2018-06-12	Paper
Integer-ordered simulation optimization using R-SPLINE: retrospective search with piecewise-linear interpolation and neighborhood enumeration ACM Transactions on Modeling and Computer Simulation	2018-04-16	Paper
The stochastic root-finding problem: overview, solutions, and open questions ACM Transactions on Modeling and Computer Simulation	2018-04-16	Paper
On sampling rates in simulation-based recursions SIAM Journal on Optimization	2018-01-17	Paper
Stochastically Constrained Ranking and Selection via SCORE ACM Transactions on Modeling and Computer Simulation	2017-06-30	Paper
C-NORTA: a rejection procedure for sampling from the tail of bivariate NORTA distributions INFORMS Journal on Computing	2016-06-29	Paper
An algorithm for fast generation of bivariate Poisson random vectors INFORMS Journal on Computing	2012-07-28	Paper
On Choosing Parameters in Retrospective-Approximation Algorithms for Stochastic Root Finding and Simulation Optimization Operations Research	2011-11-17	Paper

Research outcomes over time

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