| Publication | Date of Publication | Type |
|---|
| Delay-Adaptive Learning in Generalized Linear Contextual Bandits | 2024-03-05 | Paper |
| Unbiased optimal stopping via the MUSE | 2024-01-29 | Paper |
| Approximations for the distribution of perpetuities with small discount rates | 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 | 2023-01-23 | Paper |
| Asymptotically Optimal Control of a Centralized Dynamic Matching Market with General Utilities | 2023-01-10 | Paper |
| Optimal Transport-Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes | 2022-06-27 | Paper |
| Efficient Steady-State Simulation of High-Dimensional Stochastic Networks | 2022-06-24 | Paper |
| Confidence regions in Wasserstein distributionally robust estimation | 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 |
| Sample path large deviations for Lévy processes and random walks with Weibull increments | 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 | 2021-08-04 | Paper |
| Sample Out-of-Sample Inference Based on Wasserstein Distance | 2021-07-29 | Paper |
| Rates of Convergence to Stationarity for Reflected Brownian Motion | 2020-09-01 | Paper |
| On distributionally robust extreme value analysis | 2020-06-24 | Paper |
| Sample path large deviations for Lévy processes and random walks with regularly varying increments | 2020-06-15 | Paper |
| Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes | 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 | 2020-03-12 | Paper |
| Perfect Sampling of Generalized Jackson Networks | 2020-03-12 | Paper |
| Queue length asymptotics for the multiple-server queue with heavy-tailed Weibull service times | 2020-02-20 | Paper |
| Optimal uncertainty size in distributionally robust inverse covariance estimation | 2020-02-10 | Paper |
| Exact sampling for some multi-dimensional queueing models with renewal input | 2019-12-09 | Paper |
| Robust Wasserstein profile inference and applications to machine learning | 2019-10-07 | Paper |
| On logarithmically optimal exact simulation of max-stable and related random fields on a compact set | 2019-09-25 | Paper |
| Perfect sampling of GI/GI/\(c\) queues | 2019-07-31 | Paper |
| Exact sampling of the infinite horizon maximum of a random walk over a nonlinear boundary | 2019-07-15 | Paper |
| Confidence Regions in Wasserstein Distributionally Robust Estimation | 2019-06-04 | Paper |
| Multivariate Distributionally Robust Convex Regression under Absolute Error Loss | 2019-05-29 | Paper |
| Robust Actuarial Risk Analysis | 2019-05-08 | Paper |
| Malliavin-based multilevel Monte Carlo estimators for densities of max-stable processes | 2019-02-18 | Paper |
| Rates of convergence and CLTs for subcanonical debiased MLMC | 2019-02-18 | Paper |
| Exact simulation of multidimensional reflected Brownian motion | 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 | 2018-04-16 | Paper |
| Efficient rare event simulation for heavy-tailed compound sums | 2018-04-16 | Paper |
| On Lyapunov Inequalities and Subsolutions for Efficient Importance Sampling | 2018-04-16 | Paper |
| Exact Sampling of Stationary and Time-Reversed Queues | 2018-04-16 | Paper |
| Smoothed Variable Sample-size Accelerated Proximal Methods for Nonsmooth Stochastic Convex Programs | 2018-03-01 | Paper |
| Exact Simulation for Multivariate It\^o Diffusions | 2017-06-15 | Paper |
| Distributionally Robust Groupwise Regularization Estimator | 2017-05-11 | Paper |
| \(\varepsilon\)-strong simulation for multidimensional stochastic differential equations via rough path analysis | 2017-05-03 | Paper |
| A Markov Chain Approximation to Choice Modeling | 2016-10-31 | Paper |
| Rare-event simulation for stochastic recurrence equations with heavy-tailed innovations | 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 | 2016-06-09 | Paper |
| Affine Point Processes: Approximation and Efficient Simulation | 2016-01-29 | Paper |
| Perfect Sampling of Generalized Jackson Network | 2016-01-20 | Paper |
| Tail asymptotics for delay in a half-loaded \(\mathrm{GI}/\mathrm{GI}/2\) queue with heavy-tailed job sizes | 2016-01-14 | Paper |
| Steady-state simulation of reflected Brownian motion and related stochastic networks | 2015-11-24 | Paper |
| Perfect sampling for infinite server and loss systems | 2015-11-06 | Paper |
| Rare-Event Simulation for Many-Server Queues | 2015-04-24 | 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 |
| Two-parameter Sample Path Large Deviations for Infinite Server Queues | 2014-10-07 | Paper |
| Uniform large deviations for heavy-tailed queues under heavy traffic | 2014-09-09 | Paper |
| Analysis of a Splitting Estimator for Rare Event Probabilities in Jackson Networks | 2014-07-21 | Paper |
| Optimal Sampling of Overflow Paths in Jackson Networks | 2014-07-11 | Paper |
| Asymptotics of the area under the graph of a Lévy-driven workload process | 2014-05-15 | Paper |
| Efficient rare event simulation for heavy-tailed systems via cross entropy | 2014-05-14 | Paper |
| Total variation approximations and conditional limit theorems for multivariate regularly varying random walks conditioned on ruin | 2014-05-05 | Paper |
| A heavy traffic approach to modeling large life insurance portfolios | 2014-04-15 | Paper |
| Theoretical analysis of a Stochastic Approximation approach for computing Quasi-Stationary distributions | 2014-01-01 | Paper |
| Large deviations for the empirical mean of an M/M/\(1\) queue | 2013-07-05 | Paper |
| UNIFORM CONVERGENCE TO A LAW CONTAINING GAUSSIAN AND CAUCHY DISTRIBUTIONS | 2013-03-13 | Paper |
| Characterizing optimal sampling of binary contingency tables via the configuration model | 2013-03-12 | Paper |
| Sampling Point Processes on Stable Unbounded Regions and Exam Simulation of Queues | 2012-12-21 | Paper |
| Efficient rare-event simulation for perpetuities | 2012-09-12 | Paper |
| Efficient simulation and conditional functional limit theorems for ruinous heavy-tailed random walks | 2012-07-20 | Paper |
| Efficient Monte Carlo for high excursions of Gaussian random fields | 2012-07-08 | Paper |
| Efficient simulation of tail probabilities of sums of correlated lognormals | 2012-03-08 | Paper |
| Corrections to the central limit theorem for heavy-tailed probability densities | 2012-02-13 | Paper |
| Efficient simulation of tail probabilities of sums of dependent random variables | 2011-10-25 | Paper |
| On exact sampling of stochastic perpetuities | 2011-10-25 | Paper |
| Efficient Simulation for the Maximum of Infinite Horizon Discrete-Time Gaussian Processes | 2011-07-08 | Paper |
| On the transition from heavy traffic to heavy tails for the \(M/G/1\) queue: the regularly varying case | 2011-05-11 | Paper |
| Asymptotic expansions of defective renewal equations with applications to perturbed risk models and processor sharing queues | 2010-11-12 | Paper |
| Efficient importance sampling in ruin problems for multidimensional regularly varying random walks | 2010-07-20 | Paper |
| Rare event simulation for a slotted time M/G/s model | 2010-03-17 | Paper |
| Efficient Simulation of Light-Tailed Sums: an Old-Folk Song Sung to a Faster New Tune... | 2010-02-15 | Paper |
| Efficient importance sampling for binary contingency tables | 2009-07-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3629717 | 2009-06-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3629721 | 2009-06-02 | Paper |
| Efficient rare-event simulation for the maximum of heavy-tailed random walks | 2008-08-20 | Paper |
| Uniform renewal theory with applications to expansions of random geometric sums | 2008-02-20 | Paper |
| Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed \(G/G/1\) queue | 2008-01-07 | Paper |
| Editorial: rare-event simulation for queues | 2008-01-07 | Paper |
| Complete corrected diffusion approximations for the maximum of a random walk | 2007-08-08 | Paper |
| HEAVY TRAFFIC LIMITS VIA BROWNIAN EMBEDDINGS | 2007-02-13 | Paper |
