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Disambiguation of "Juneja, Sandeep"

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Optimal Best-Arm Identification Methods for Tail-Risk Measures.

, , and . NeurIPS, page 25578-25590. (2021)

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Puneet Juneja

Alok Juneja

Manisha Juneja

Sandeep Sadanandan

Sandeep Kumar

 

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Nested Simulation in Portfolio Risk Measurement., and . Manag. Sci., 56 (10): 1833-1848 (2010)Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error.. Queueing Syst. Theory Appl., 57 (2-3): 115-127 (2007)To Lounge or to Queue Up., and . SIGMETRICS Perform. Evaluation Rev., 44 (2): 39-41 (2016)Incorporating views on marginal distributions in the calibration of risk models., , and . Oper. Res. Lett., 43 (1): 46-51 (2015)Combining importance sampling and temporal difference control variates to simulate Markov Chains., and . ACM Trans. Model. Comput. Simul., 14 (1): 1-30 (2004)Chapter 11 Rare-Event Simulation Techniques: An Introduction and Recent Advances., and . Simulation, volume 13 of Handbooks in Operations Research and Management Science, North-Holland, (2006)Optimal $δ$-Correct Best-Arm Selection for Heavy-Tailed Distributions., , and . ALT, volume 117 of Proceedings of Machine Learning Research, page 61-110. PMLR, (2020)Efficient tail estimation for sums of correlated lognormals., , and . WSC, page 607-614. WSC, (2008)Optimal rare event Monte Carlo for Markov modulated regularly varying random walks., , and . WSC, page 564-576. IEEE, (2013)A large deviations view of asymptotic efficiency for simulation estimators., and . WSC, page 396-406. WSC, (2008)