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Karthyek Murthy
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Cited by
Year
Quantifying distributional model risk via optimal transport
J Blanchet, K Murthy
Mathematics of Operations Research 44 (2), 565-600, 2019
4352019
Robust Wasserstein profile inference and applications to machine learning
J Blanchet, Y Kang, K Murthy
Journal of Applied Probability 56 (3), 830-857, 2019
3722019
Optimal transport-based distributionally robust optimization: Structural properties and iterative schemes
J Blanchet, K Murthy, F Zhang
Mathematics of Operations Research 47 (2), 1500-1529, 2022
692022
Confidence regions in Wasserstein distributionally robust estimation
J Blanchet, K Murthy, N Si
Biometrika 109 (2), 295-315, 2022
632022
Data-driven optimal transport cost selection for distributionally robust optimization
J Blanchet, Y Kang, K Murthy, F Zhang
2019 winter simulation conference (WSC), 3740-3751, 2019
562019
Statistical analysis of Wasserstein distributionally robust estimators
J Blanchet, K Murthy, VA Nguyen
Tutorials in Operations Research: Emerging Optimization Methods and Modeling …, 2021
402021
On distributionally robust extreme value analysis
J Blanchet, F He, K Murthy
Extremes 23, 317-347, 2020
392020
Testing group fairness via optimal transport projections
N Si, K Murthy, J Blanchet, VA Nguyen
International Conference on Machine Learning, 9649-9659, 2021
252021
State-independent importance sampling for random walks with regularly varying increments
KRA Murthy, S Juneja, J Blanchet
Stochastic Systems 4 (2), 321-374, 2015
132015
Exact simulation of multidimensional reflected Brownian motion
J Blanchet, K Murthy
Journal of Applied Probability 55 (1), 137-156, 2018
122018
Achieving Efficiency in Black-Box Simulation of Distribution Tails with Self-Structuring Importance Samplers
A Deo, K Murthy
Operations Research, 2023
82023
Tail asymptotics for delay in a half-loaded GI/GI/2 queue with heavy-tailed job sizes
J Blanchet, KR A. Murthy
Queueing Systems 81, 301-340, 2015
82015
Exploiting partial correlations in distributionally robust optimization
D Padmanabhan, K Natarajan, K Murthy
Mathematical Programming 186, 209-255, 2021
72021
State-independent importance sampling for estimating large deviation probabilities in heavy-tailed random walks
KR AM, S Juneja
6th International ICST Conference on Performance Evaluation Methodologies …, 2012
72012
Efficient black-box importance sampling for VaR and CVaR estimation
A Deo, K Murthy
2021 Winter Simulation Conference (WSC), 1-12, 2021
62021
Optimizing tail risks using an importance sampling based extrapolation for heavy-tailed objectives
A Deo, K Murthy
2020 59th IEEE Conference on Decision and Control (CDC), 1070-1077, 2020
52020
Exact simulation of multidimensional reflected Brownian motion
J Blanchet, KRA Murthy
arXiv preprint arXiv:1405.6469, 2014
32014
A nonparametric approach with marginals for modeling consumer choice
Y Ruan, X Li, K Murthy, K Natarajan
arXiv preprint arXiv:2208.06115, 2022
22022
The limit of the marginal distribution model in consumer choice
Y Ruan, X Li, K Murthy, K Natarajan
URL http://dx. doi. org/10.48550/ARXIV 2208, 2022
22022
Rare Events in Heavy tailed Stochastic Systems Algorithms and Analysis
KRA Murthy
Mumbai, 2015
22015
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