Select Publications
Conference Papers
2023, 'Column Subset Selection and Nyström Approximation via Continuous Optimization', in Proceedings - Winter Simulation Conference, pp. 3601 - 3612, http://dx.doi.org/10.1109/WSC60868.2023.10407416
,2021, 'Variance Reduction for Matrix Computations with Applications to Gaussian Processes', in Zhao Q; Xia L (ed.), pp. 243 - 261, http://dx.doi.org/10.1007/978-3-030-92511-6_16
,2021, 'Estimation When Both Covariance and Precision Matrices are Sparse', in Proceedings - Winter Simulation Conference, http://dx.doi.org/10.1109/WSC52266.2021.9715487
,2019, 'Mosaic Style Transfer Using Sparse Autocorrelograms', in Proceedings of the 20th ISMIR Conference, Delft, Netherlands, November 4-8, 2019, Delft, The Netherlands, pp. 886 - 893, presented at 20th annual conference of the International Society for Music Information Retrieval (ISMIR), Delft, The Netherlands, 04 November 2019 - 08 November 2019, http://dx.doi.org/10.26190/unsworks/27458
,2018, 'EXACT POSTERIOR SIMULATION FROM THE LINEAR LASSO REGRESSION', in Proceedings - Winter Simulation Conference, Institute of Electrical and Electronics Engineers (IEEE), Gothenburg, Sweden, pp. 1706 - 1717, presented at 2018 Winter Simulation Conference, Gothenburg, Sweden, 09 December 2018 - 12 December 2018, http://dx.doi.org/10.1109/WSC.2018.8632237
,2018, 'ON A GENERALIZED SPLITTING METHOD FOR SAMPLING FROM A CONDITIONAL DISTRIBUTION', in Proceedings - Winter Simulation Conference, Institute of Electrical and Electronics Engineers (IEEE), Gothenburg, Sweden, Sweden, pp. 1694 - 1705, presented at 2018 Winter Simulation Conference, Gothenburg, Sweden, Sweden, 09 December 2018 - 12 December 2018, http://dx.doi.org/10.1109/WSC.2018.8632422
,2018, 'Importance Sampling Estimator of Outage Probability under Generalized Selection Combining Model', in ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings, Institute of Electrical and Electronics Engineers (IEEE), Calgary, AB, Canada, Canada, pp. 3909 - 3913, presented at 2018 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), Calgary, AB, Canada, Canada, 15 April 2018 - 20 October 2018, http://dx.doi.org/10.1109/ICASSP.2018.8462177
,2017, 'Accurate computation of the right tail of the sum of dependent log-normal variates', in Chan WKV; D’Ambrogio A; Zacharewicz G; Mustafee N; Wainer G; Page E (eds.), 2017 Winter Simulation Conference (WSC), IEEE, Las Vegas, NV, USA, pp. 1880 - 1890, presented at 2017 Winter Simulation Conference (WSC), Las Vegas, NV, USA, 03 December 2017 - 06 December 2017, http://dx.doi.org/10.1109/WSC.2017.8247924
,2017, 'Logarithmically Efficient Estimation of the Tail of the Multivariate Normal Distribution', in Chan WKV; D’Ambrogio A; Zacharewicz G; Mustafee N; Wainer G; Page E (eds.), 2017 Winter Simulation Conference (WSC), IEEE, Las Vegas, NV, USA, pp. 1903 - 1913, presented at 2017 Winter Simulation Conference (WSC), Las Vegas, NV, USA, 03 December 2017 - 06 December 2017, http://dx.doi.org/10.1109/WSC.2017.8247926
,2017, 'Simulation from the Normal Distribution Truncated to an Interval in the Tail', in Puliafito A; Trivedi KS; Tuffin B; Scarpa M; Machida F; Alonso J (eds.), 10th EAI International Conference on Performance Evaluation Methodologies and Tools., ACM, Taormina, Italy, pp. 23 - 29, presented at 10th EAI International Conference on Performance Evaluation Methodologies and Tools., Taormina, Italy, 25 October 2017 - 28 October 2017, http://dx.doi.org/10.4108/eai.25-10-2016.2266879
,2016, 'An M-estimator for rare-event probability estimation', in Proceedings of the 2016 Winter Simulation Conference, IEEE Press Piscataway, NJ, USA ©2016, Arlington, Virginia, USA, pp. 359 - 369, presented at 2016 Winter Simulation Conference, Arlington, Virginia, USA, 11 December 2016 - 11 December 2016, http://dx.doi.org/10.1109/WSC.2016.7822103
,2016, 'Efficient probability estimation and simulation of the truncated multivariate student-t distribution', in Yilmaz L; Chan WKV; Moon I; Roeder TMK; Macal C; Rossetti MD (eds.), Proceedings of the 2015 Winter Simulation Conference, IEEE, Huntington Beach, California , USA, pp. 380 - 391, presented at Winter Simulation Conference, Huntington Beach, California , USA, 06 March 2016 - 09 March 2016, http://dx.doi.org/10.1109/wsc.2015.7408180
,2015, 'Tail distribution of the maximum of correlated Gaussian random variables', in Yilmaz L; Chan WKV; Moon I; Roeder TMK; Macal C; Rossetti MD (eds.), Proceedings of the 2015 Winter Simulation Conference, IEEE, Huntington Beach, CA, pp. 633 - 642, presented at 2015 Winter Simulation Conference (WSC), Huntington Beach, CA, 06 December 2015 - 09 December 2015, http://dx.doi.org/10.1109/wsc.2015.7408202
,2014, 'Reliability of Stochastic Flow Networks with Continuous Link Capacities', in Tolk A; Diallo SY; Ryzhov IO; Yilmaz L; Buckley S; Miller JA (eds.), Proceedings of the 2014 Winter Simulation Conference, IEEE, Savannah, Georgia, USA, pp. 543 - 552, presented at Winter Simulation Conference 2014, Savannah, Georgia, USA, 07 December 2014 - 10 December 2014
,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
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