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Chang-Han Rhee
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Cited by
Year
Unbiased estimation with square root convergence for SDE models
C Rhee, PW Glynn
Operations Research 63 (5), 1026-1043, 2015
2062015
Exact estimation for Markov chain equilibrium expectations
PW Glynn, C Rhee
Journal of Applied Probability 51 (A), 377-389, 2014
1142014
A new approach to unbiased estimation for SDE's
C Rhee, PW Glynn
Proceedings of the 2012 Winter Simulation Conference (WSC), 1-7, 2012
612012
Sample path large deviations for LÚvy processes and random walks with regularly varying increments
CH Rhee, J Blanchet, B Zwart
The Annals of Probability 47 (6), 3551-3605, 2019
192019
Efficient rare-event simulation for multiple jump events in regularly varying random walks and compound Poisson processes
B Chen, J Blanchet, CH Rhee, B Zwart
Mathematics of Operations Research 44 (3), 919-942, 2019
182019
Queue length asymptotics for the multiple-server queue with heavy-tailed Weibull service times
M Bazhba, J Blanchet, CH Rhee, B Zwart
Queueing Systems 93, 195-226, 2019
152019
Sample path large deviations for LÚvy processes and random walks with Weibull increments
M Bazhba, J Blanchet, CH Rhee, B Zwart
102020
Sample path large deviations for heavy-tailed LÚvy processes and random walks
CH Rhee, J Blanchet, B Zwart
arXiv preprint arXiv:1606.02795, 2016
92016
Unbiased estimation with biased samplers
C Rhee
Stanford University, 2013
72013
Eliminating sharp minima from SGD with truncated heavy-tailed noise
X Wang, S Oh, CH Rhee
arXiv preprint arXiv:2102.04297, 2021
52021
An iterative algorithm for sampling from manifolds
C Rhee, E Zhou, P Qiu
Proceedings of the Winter Simulation Conference 2014, 574-585, 2014
42014
Lyapunov conditions for differentiability of Markov chain expectations: the absolutely continuous case
CH Rhee, P Glynn
arXiv preprint arXiv:1707.03870, 2017
32017
Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying L\'evy Processes with Infinite Activities
X Wang, CH Rhee
arXiv preprint arXiv:2007.08080, 2020
12020
Sample-path large deviations for unbounded additive functionals of the reflected random walk
M Bazhba, J Blanchet, CH Rhee, B Zwart
arXiv preprint arXiv:2003.14381, 2020
12020
Importance sampling of heavy-tailed iterated random functions
B Chen, CH Rhee, B Zwart
Advances in Applied Probability 50 (3), 805-832, 2018
12018
Lyapunov Conditions for Differentiability of Markov Chain Expectations
CH Rhee, PW Glynn
Mathematics of Operations Research, 2022
2022
Large deviations for stochastic fluid networks with Weibullian tails
M Bazhba, CH Rhee, B Zwart
Queueing Systems 102 (1-2), 25-52, 2022
2022
Rare-event simulation for multiple jump events in heavy-tailed lÚvy processes with infinite activities
X Wang, CH Rhee
2020 Winter Simulation Conference (WSC), 409-420, 2020
2020
Sample-path large deviations for a class of heavy-tailed Markov additive processes
B Chen, CH Rhee, B Zwart
arXiv preprint arXiv:2010.10751, 2020
2020
Space-filling design for nonlinear models
CH Rhee, E Zhou, P Qiu
arXiv preprint arXiv:1710.11616, 2017
2017
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Articles 1–20