A new approach to unbiased estimation for SDE's. - Chang-han Rhee; Peter W. Glynn (WSC, 2012)

An iterative algorithm for sampling from manifolds. - Chang-han Rhee; Enlu Zhou; Peng Qiu (WSC, 2014)

Exact estimation for Markov chain equilibrium expectations. - Peter W. Glynn; Chang-han Rhee (J. Appl. Probab., 2014)

Unbiased Estimation with Square Root Convergence for SDE Models. - Chang-han Rhee; Peter W. Glynn (Oper. Res., 2015)

Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes. - Bohan Chen; Jose H. Blanchet; Chang-han Rhee; Bert Zwart (Math. Oper. Res., 2019)

Queue length asymptotics for the multiple-server queue with heavy-tailed Weibull service times. - Mihail Bazhba; Jose H. Blanchet; Chang-han Rhee; Bert Zwart (Queueing Syst. Theory Appl., 2019)

Rare-Event Simulation for Multiple Jump Events in Heavy-Tailed Lévy Processes with Infinite Activities. - Xingyu Wang; Chang-Han Rhee (WSC, 2020)

Eliminating Sharp Minima from SGD with Truncated Heavy-tailed Noise. - Xingyu Wang; Sewoong Oh; Chang-Han Rhee (ICLR, 2022)

Large deviations for stochastic fluid networks with Weibullian tails. - Mihail Bazhba; Chang-Han Rhee; Bert Zwart (Queueing Syst. Theory Appl., 2022)

Importance Sampling Strategy for Heavy-Tailed Systems with Catastrophe Principle. - Xingyu Wang; Chang-Han Rhee (WSC, 2023)

Lyapunov Conditions for Differentiability of Markov Chain Expectations. - Chang-Han Rhee; Peter W. Glynn (Math. Oper. Res., 2023)

Sample-Path Large Deviations for Unbounded Additive Functionals of the Reflected Random Walk. - Mihail Bazhba; Jose H. Blanchet; Chang-Han Rhee; Bert Zwart (Math. Oper. Res., 2025)