Karthyek R. A. Murthy

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
Optimal transport-based distributionally robust optimization: structural properties and iterative schemes Mathematics of Operations Research	2022-06-27	Paper
Confidence regions in Wasserstein distributionally robust estimation Biometrika	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 Mathematical Programming. Series A. Series B	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 Extremes	2020-06-24	Paper
Quantifying distributional model risk via optimal transport Mathematics of Operations Research	2020-03-12	Paper
Robust Wasserstein profile inference and applications to machine learning Journal of Applied Probability	2019-10-07	Paper
Confidence Regions in Wasserstein Distributionally Robust Estimation (available as arXiv preprint)	2019-06-04	Paper
Incorporating views on marginal distributions in the calibration of risk models Operations Research Letters	2018-09-28	Paper
Exact simulation of multidimensional reflected Brownian motion Journal of Applied Probability	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 Queueing Systems	2016-01-14	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

Research outcomes over time

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