Optimal sampling of overflow paths in Jackson networks

von Blanchet, Jose
Veröffentlicht in Mathematics of operations research (2013)

Sample out-of-sample inference based on Wasserstein distance

von Blanchet, Jose
Veröffentlicht in Operations research (2021)

Efficient rare event simulation for heavy-tailed systems via cross entropy

von Blanchet, Jose
Veröffentlicht in Operations research letters (2013)

Asymptotic expansions of defective renewal equations with applications to perturbed risk models and processor sharing queues

von Blanchet, Jose
Veröffentlicht in Mathematical methods of operations research (2010)

Quantifying distributional model risk via optimal transport

von Blanchet, Jose
Veröffentlicht in Mathematics of operations research (2019)

A heavy traffic approach to modeling large life insurance portfolios

von Blanchet, Jose
Veröffentlicht in Insurance / Mathematics & economics (2013)

Perfect sampling of generalized Jackson networks

von Blanchet, Jose
Veröffentlicht in Mathematics of operations research (2019)

Optimal uncertainty size in distributionally robust inverse covariance estimation

von Blanchet, Jose
Veröffentlicht in Operations research letters (2019)

Rates of convergence to stationarity for reflected brownian motion

von Blanchet, Jose
Veröffentlicht in Mathematics of operations research (2020)

Rare-event simulation for many-server queues

von Blanchet, Jose
Veröffentlicht in Mathematics of operations research (2014)

A Markov chain approximation to choice modeling

von Blanchet, Jose
Veröffentlicht in Operations research (-2016)

SEMI-PARAMETRIC DYNAMIC CONTEXTUAL PRICING

von Shah, Virag
Veröffentlicht in NeurIPS (33. : 2019 : Vancouver, British Columbia) 32nd Conference on Neural Information Processing Systems (NeurIPS 2019) ; Volume 3 of 20 (2020)

Sobolev Acceleration and Statistical Optimality for Learning Elliptic Equations via Gradient Descent

von Lu, Yiping
Veröffentlicht in NeurIPS (36. : 2022 : New Orleans, La.; Online) 36th Conference on Neural Information Processing Systems (NeurIPS 2022 ; Volume 43 of 50 (2023)

Rare-event simulation for distribution networks

von Blanchet, Jose
Veröffentlicht in Operations research (2019)

ROBUST BAYESIAN CLASSIFICATION USING AN OPTIMISTIC SCORE RATIO

von Nguyen, Viet Anh
Veröffentlicht in International Conference on Machine Learning (37. : 2020 : Online) 37th International Conference on Machine Learning (ICML 2020) ; Part 10 of 15 (2021)

DISTRIBUTIONALLY ROBUST POLICY EVALUATION AND LEARNING IN OFFLINE CONTEXTUAL BANDITS

von Si, Nian
Veröffentlicht in International Conference on Machine Learning (37. : 2020 : Online) 37th International Conference on Machine Learning (ICML 2020) ; Part 12 of 15 (2021)

QUANTIFYING THE EMPIRICAL WASSERSTEIN DISTANCE TO A SET OF MEASURES: BEATING THE CURSE OF DIMENSIONALITY

von Si, Nian
Veröffentlicht in NeurIPS (34. : 2020 : Online) 34th Conference on Neural Information Processing Systems (NeurIPS 2020) ; Volume 26 of 27 (2021)

Tikhonov Regularization is Optimal Transport Robust under Martingale Constraints

von Li, Jiajin
Veröffentlicht in NeurIPS (36. : 2022 : New Orleans, La.; Online) 36th Conference on Neural Information Processing Systems (NeurIPS 2022 ; Volume 23 of 50 (2023)

MULTIVARIATE DISTRIBUTIONALLY ROBUST CONVEX REGRESSION UNDER ABSOLUTE ERROR LOSS

von Blanchet, Jose
Veröffentlicht in NeurIPS (33. : 2019 : Vancouver, British Columbia) 32nd Conference on Neural Information Processing Systems (NeurIPS 2019) ; Volume 15 of 20 (2020)

Efficient simulation of tail probabilities of sums of correlated lognormals

Veröffentlicht in Annals of operations research (2011)