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ORCIDBibTeX records: Karthyek Murthy
@inproceedings{DBLP:conf/sigecom/Ruan0MN23,
author = {Yanqiu Ruan and
Xiaobo Li and
Karthyek Murthy and
Karthik Natarajan},
editor = {Kevin Leyton{-}Brown and
Jason D. Hartline and
Larry Samuelson},
title = {A Nonparametric Approach with Marginals for Modeling Consumer Choice},
booktitle = {Proceedings of the 24th {ACM} Conference on Economics and Computation,
{EC} 2023, London, United Kingdom, July 9-12, 2023},
pages = {1078},
publisher = {{ACM}},
year = {2023},
url = {https://doi.org/10.1145/3580507.3597743},
doi = {10.1145/3580507.3597743},
timestamp = {Fri, 21 Jul 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/sigecom/Ruan0MN23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/wsc/DeoM23,
author = {Anand Deo and
Karthyek Murthy},
title = {Importance Sampling for Minimization of Tail Risks: {A} Tutorial},
booktitle = {Winter Simulation Conference, {WSC} 2023, San Antonio, TX, USA, December
10-13, 2023},
pages = {1433--1447},
publisher = {{IEEE}},
year = {2023},
url = {https://doi.org/10.1109/WSC60868.2023.10408323},
doi = {10.1109/WSC60868.2023.10408323},
timestamp = {Sat, 24 Feb 2024 20:42:44 +0100},
biburl = {https://dblp.org/rec/conf/wsc/DeoM23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mor/BlanchetMZ22,
author = {Jose H. Blanchet and
Karthyek R. A. Murthy and
Fan Zhang},
title = {Optimal Transport-Based Distributionally Robust Optimization: Structural
Properties and Iterative Schemes},
journal = {Math. Oper. Res.},
volume = {47},
number = {2},
pages = {1500--1529},
year = {2022},
url = {https://doi.org/10.1287/moor.2021.1178},
doi = {10.1287/MOOR.2021.1178},
timestamp = {Wed, 23 Nov 2022 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mor/BlanchetMZ22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/wsc/DeoMS22,
author = {Anand Deo and
Karthyek Murthy and
Tirtho Sarker},
title = {Combining Retrospective Approximation with Importance Sampling for
Optimising Conditional Value at Risk},
booktitle = {Winter Simulation Conference, {WSC} 2022, Singapore, December 11-14,
2022},
pages = {891--902},
publisher = {{IEEE}},
year = {2022},
url = {https://doi.org/10.1109/WSC57314.2022.10015306},
doi = {10.1109/WSC57314.2022.10015306},
timestamp = {Sat, 30 Sep 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/wsc/DeoMS22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/wsc/MurthyPB22,
author = {Karthyek Murthy and
Divya Padmanabhan and
Satyanath Bhat},
title = {Admission Control in the Presence of Arrival Forecasts with Blocking-Based
Policy Optimization},
booktitle = {Winter Simulation Conference, {WSC} 2022, Singapore, December 11-14,
2022},
pages = {2270--2281},
publisher = {{IEEE}},
year = {2022},
url = {https://doi.org/10.1109/WSC57314.2022.10015468},
doi = {10.1109/WSC57314.2022.10015468},
timestamp = {Sat, 30 Sep 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/wsc/MurthyPB22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mp/PadmanabhanNM21,
author = {Divya Padmanabhan and
Karthik Natarajan and
Karthyek Murthy},
title = {Exploiting partial correlations in distributionally robust optimization},
journal = {Math. Program.},
volume = {186},
number = {1},
pages = {209--255},
year = {2021},
url = {https://doi.org/10.1007/s10107-019-01453-5},
doi = {10.1007/S10107-019-01453-5},
timestamp = {Sun, 06 Aug 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mp/PadmanabhanNM21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icml/SiMBN21,
author = {Nian Si and
Karthyek Murthy and
Jose H. Blanchet and
Viet Anh Nguyen},
editor = {Marina Meila and
Tong Zhang},
title = {Testing Group Fairness via Optimal Transport Projections},
booktitle = {Proceedings of the 38th International Conference on Machine Learning,
{ICML} 2021, 18-24 July 2021, Virtual Event},
series = {Proceedings of Machine Learning Research},
volume = {139},
pages = {9649--9659},
publisher = {{PMLR}},
year = {2021},
url = {http://proceedings.mlr.press/v139/si21a.html},
timestamp = {Wed, 25 Aug 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icml/SiMBN21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/wsc/DeoM21,
author = {Anand Deo and
Karthyek Murthy},
title = {Efficient Black-Box Importance Sampling for VaR and CVaR Estimation},
booktitle = {Winter Simulation Conference, {WSC} 2021, Phoenix, AZ, USA, December
12-15, 2021},
pages = {1--12},
publisher = {{IEEE}},
year = {2021},
url = {https://doi.org/10.1109/WSC52266.2021.9715385},
doi = {10.1109/WSC52266.2021.9715385},
timestamp = {Sun, 06 Aug 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/wsc/DeoM21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-2102-07060,
author = {Anand Deo and
Karthyek Murthy},
title = {Achieving Efficiency in Black Box Simulation of Distribution Tails
with Self-structuring Importance Samplers},
journal = {CoRR},
volume = {abs/2102.07060},
year = {2021},
url = {https://arxiv.org/abs/2102.07060},
eprinttype = {arXiv},
eprint = {2102.07060},
timestamp = {Fri, 19 Feb 2021 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/corr/abs-2102-07060.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-2106-01070,
author = {Nian Si and
Karthyek Murthy and
Jose H. Blanchet and
Viet Anh Nguyen},
title = {Testing Group Fairness via Optimal Transport Projections},
journal = {CoRR},
volume = {abs/2106.01070},
year = {2021},
url = {https://arxiv.org/abs/2106.01070},
eprinttype = {arXiv},
eprint = {2106.01070},
timestamp = {Fri, 11 Jun 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/corr/abs-2106-01070.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-2106-10236,
author = {Anand Deo and
Karthyek Murthy},
title = {Efficient Black-Box Importance Sampling for VaR and CVaR Estimation},
journal = {CoRR},
volume = {abs/2106.10236},
year = {2021},
url = {https://arxiv.org/abs/2106.10236},
eprinttype = {arXiv},
eprint = {2106.10236},
timestamp = {Thu, 01 Jul 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/corr/abs-2106-10236.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-2108-02120,
author = {Jose H. Blanchet and
Karthyek Murthy and
Viet Anh Nguyen},
title = {Statistical Analysis of Wasserstein Distributionally Robust Estimators},
journal = {CoRR},
volume = {abs/2108.02120},
year = {2021},
url = {https://arxiv.org/abs/2108.02120},
eprinttype = {arXiv},
eprint = {2108.02120},
timestamp = {Thu, 05 Aug 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/corr/abs-2108-02120.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cdc/DeoM20,
author = {Anand Deo and
Karthyek Murthy},
title = {Optimizing tail risks using an importance sampling based extrapolation
for heavy-tailed objectives},
booktitle = {59th {IEEE} Conference on Decision and Control, {CDC} 2020, Jeju Island,
South Korea, December 14-18, 2020},
pages = {1070--1077},
publisher = {{IEEE}},
year = {2020},
url = {https://doi.org/10.1109/CDC42340.2020.9304026},
doi = {10.1109/CDC42340.2020.9304026},
timestamp = {Sun, 06 Aug 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cdc/DeoM20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/jap/BlanchetKM19,
author = {Jose H. Blanchet and
Yang Kang and
Karthyek Rajhaa A. M.},
title = {Robust Wasserstein profile inference and applications to machine learning},
journal = {J. Appl. Probab.},
volume = {56},
number = {3},
pages = {830--857},
year = {2019},
url = {https://doi.org/10.1017/jpr.2019.49},
doi = {10.1017/JPR.2019.49},
timestamp = {Sat, 09 Apr 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/jap/BlanchetKM19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mor/BlanchetM19,
author = {Jose H. Blanchet and
Karthyek R. A. Murthy},
title = {Quantifying Distributional Model Risk via Optimal Transport},
journal = {Math. Oper. Res.},
volume = {44},
number = {2},
pages = {565--600},
year = {2019},
url = {https://doi.org/10.1287/moor.2018.0936},
doi = {10.1287/MOOR.2018.0936},
timestamp = {Sat, 30 May 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mor/BlanchetM19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/wsc/BlanchetKMZ19,
author = {Jos{\'{e}} H. Blanchet and
Yang Kang and
Karthyek R. A. Murthy and
Fan Zhang},
title = {Data-Driven Optimal Transport Cost Selection For Distributionally
Robust Optimization},
booktitle = {2019 Winter Simulation Conference, {WSC} 2019, National Harbor, MD,
USA, December 8-11, 2019},
pages = {3740--3751},
publisher = {{IEEE}},
year = {2019},
url = {https://doi.org/10.1109/WSC40007.2019.9004785},
doi = {10.1109/WSC40007.2019.9004785},
timestamp = {Wed, 23 Nov 2022 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/wsc/BlanchetKMZ19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/jap/BlanchetM18,
author = {Jose H. Blanchet and
Karthyek Rajhaa A. M.},
title = {Exact simulation of multidimensional reflected Brownian motion},
journal = {J. Appl. Probab.},
volume = {55},
number = {1},
pages = {137--156},
year = {2018},
url = {https://doi.org/10.1017/jpr.2018.10},
doi = {10.1017/JPR.2018.10},
timestamp = {Sat, 09 Apr 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/jap/BlanchetM18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/orl/DeyJM15,
author = {Santanu Dey and
Sandeep Juneja and
Karthyek R. A. Murthy},
title = {Incorporating views on marginal distributions in the calibration of
risk models},
journal = {Oper. Res. Lett.},
volume = {43},
number = {1},
pages = {46--51},
year = {2015},
url = {https://doi.org/10.1016/j.orl.2014.11.004},
doi = {10.1016/J.ORL.2014.11.004},
timestamp = {Fri, 29 Apr 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/orl/DeyJM15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/questa/BlanchetM15,
author = {Jose H. Blanchet and
Karthyek R. A. Murthy},
title = {Tail asymptotics for delay in a half-loaded {GI/GI/2} queue with heavy-tailed
job sizes},
journal = {Queueing Syst. Theory Appl.},
volume = {81},
number = {4},
pages = {301--340},
year = {2015},
url = {https://doi.org/10.1007/s11134-015-9451-0},
doi = {10.1007/S11134-015-9451-0},
timestamp = {Sat, 09 Apr 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/questa/BlanchetM15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/wsc/MurthyJB13,
author = {Karthyek R. A. Murthy and
Sandeep Juneja and
Jose H. Blanchet},
title = {Optimal rare event Monte Carlo for Markov modulated regularly varying
random walks},
booktitle = {Winter Simulations Conference: Simulation Making Decisions in a Complex
World, {WSC} 2013, Washington, DC, USA, December 8-11, 2013},
pages = {564--576},
publisher = {{IEEE}},
year = {2013},
url = {https://doi.org/10.1109/WSC.2013.6721451},
doi = {10.1109/WSC.2013.6721451},
timestamp = {Tue, 21 Mar 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/wsc/MurthyJB13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/valuetools/MJ12,
author = {Karthyek Rajhaa A. M. and
Sandeep Juneja},
editor = {Bruno Gaujal and
Alain Jean{-}Marie and
Eduard A. Jorswieck and
Alexandre Seuret},
title = {State-independent importance sampling for estimating large deviation
probabilities in heavy-tailed random walks},
booktitle = {6th International {ICST} Conference on Performance Evaluation Methodologies
and Tools, Cargese, Corsica, France, October 9-12, 2012},
pages = {127--135},
publisher = {{ICST/IEEE}},
year = {2012},
url = {https://doi.org/10.4108/valuetools.2012.250304},
doi = {10.4108/VALUETOOLS.2012.250304},
timestamp = {Thu, 05 May 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/valuetools/MJ12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
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