Select Publications
Conference Papers
, 2013, 'Modeling and Estimating Small Unreliabilities for Static Networks with Dependent Components', in Caruge D; Calvin C; Diop CM; Malvagi F; Trama J-C (eds.), SNA + MC 2013 - Joint International Conference on Supercomputing in Nuclear Applications + Monte Carlo, Paris, France, pp. Article 03306, presented at SNA + MC2013 - Joint International Conference on Supecomputing in Nuclear Applications + Montel Carlo, Paris, France, 27 October 2013 - 31 October 2013, http://dx.doi.org/10.1051/snamc/201403306
, 2012, 'Dependent failures in highly reliable static network', in Proceedings of the 2012 Winter Simulation Conference, Winter Simulation Conference, Berlin, Germany, pp. Artcile 39 (12pp), presented at 2012 Winter Simulation Conference, Berlin, Germany, 09 December 2012 - 12 December 2012
, 2011, 'An importance sampling method based on a one-step look-ahead density from a Markov chain', in Proceedings of the 2011 Winter Simulation Conference, presented at Winter Simulation Conference
, 2006, 'Generalized cross-entropy methods', in Proceedings of RESIM, Bamberg, Germany, pp. 1 - 30, presented at RESIM, Bamberg, Germany
, 2004, 'Global Likelihood optimization via cross-entropy method, with and application to mixture models', in Proceedings of the Winter Simulation Conference, Washington, DC, pp. 529 - 535, presented at Winter Simulation Conference, Washington, DC
Preprints
, 2024, Group COMBSS: Group Selection via Continuous Optimization, http://dx.doi.org/10.48550/arxiv.2404.13339
, 2023, Generalized Linear Models via the Lasso: To Scale or Not to Scale?, http://arxiv.org/abs/2311.11236v1
, 2023, Column Subset Selection and Nyström Approximation via Continuous Optimization, http://arxiv.org/abs/2304.09678v1
, 2016, The Normal Law Under Linear Restrictions: Simulation and Estimation via Minimax Tilting, http://dx.doi.org/10.48550/arxiv.1603.04166
, 2013, Semiparametric Cross Entropy for rare-event simulation, http://dx.doi.org/10.48550/arxiv.1310.3596
, 2010, Kernel density estimation via diffusion, http://dx.doi.org/10.48550/arxiv.1011.2602