Karthyek R. A. Murthy

Available identifiers

Publication	Date of Publication	Type
Optimal Transport-Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes	2022-06-27	Paper
Confidence regions in Wasserstein distributionally robust estimation	2022-06-17	Paper
Efficient Black-Box Importance Sampling for VaR and CVaR Estimation	2021-06-15	Paper
Exploiting partial correlations in distributionally robust optimization	2021-02-15	Paper
Achieving Efficiency in Black Box Simulation of Distribution Tails with Self-structuring Importance Samplers	2021-02-13	Paper
On distributionally robust extreme value analysis	2020-06-24	Paper
Quantifying Distributional Model Risk via Optimal Transport	2020-03-12	Paper
Robust Wasserstein profile inference and applications to machine learning	2019-10-07	Paper
Confidence Regions in Wasserstein Distributionally Robust Estimation	2019-06-04	Paper
Incorporating views on marginal distributions in the calibration of risk models	2018-09-28	Paper
Exact simulation of multidimensional reflected Brownian motion	2018-09-26	Paper
Exact and efficient simulation of tail probabilities of heavy-tailed infinite series	2016-09-06	Paper
Tail asymptotics for delay in a half-loaded \(\mathrm{GI}/\mathrm{GI}/2\) queue with heavy-tailed job sizes	2016-01-14	Paper
State-independent Importance Sampling for Random Walks with Regularly Varying Increments	2015-04-23	Paper

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