# Jeremy Staum

According to our database

Collaborative distances:

^{1}, Jeremy Staum authored at least 36 papers between 2001 and 2019.Collaborative distances:

## Timeline

#### Legend:

Book In proceedings Article PhD thesis Other## Links

#### On csauthors.net:

## Bibliography

2019

Gaussian Markov Random Fields for Discrete Optimization via Simulation: Framework and Algorithms.

Oper. Res., 2019

Oper. Res., 2019

2018

A Derivative-Free Trust-Region Algorithm for the Optimization of Functions Smoothed via Gaussian Convolution Using Adaptive Multiple Importance Sampling.

SIAM J. Optim., 2018

Uniform convergence of sample Average Approximation with adaptive Multiple Importance Sampling.

Proceedings of the 2018 Winter Simulation Conference, 2018

2017

ACM Trans. Model. Comput. Simul., 2017

Oper. Res., 2017

2016

Moving Least Squares Regression for High-Dimensional Stochastic Simulation Metamodeling.

ACM Trans. Model. Comput. Simul., 2016

SIAM/ASA J. Uncertain. Quantification, 2016

Proceedings of the Winter Simulation Conference, WSC 2016, 2016

2015

Proceedings of the 2015 Winter Simulation Conference, 2015

Proceedings of the 2015 Winter Simulation Conference, 2015

2014

Proceedings of the 2014 Winter Simulation Conference, 2014

2013

Oper. Res. Lett., 2013

2012

Proceedings of the Winter Simulation Conference, 2012

2011

Efficient Nested Simulation for Estimating the Variance of a Conditional Expectation.

Oper. Res., 2011

2010

Oper. Res. Lett., 2010

A Confidence Interval Procedure for Expected Shortfall Risk Measurement via Two-Level Simulation.

Oper. Res., 2010

Oper. Res., 2010

Proceedings of the 2010 Winter Simulation Conference, 2010

Proceedings of the 2010 Winter Simulation Conference, 2010

Proceedings of the 2010 Winter Simulation Conference, 2010

2009

Proceedings of the 2009 Winter Simulation Conference, 2009

Proceedings of the 2009 Winter Simulation Conference, 2009

2008

Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008

2007

Manag. Sci., 2007

Proceedings of the Winter Simulation Conference, WSC 2007, 2007

2006

ACM Trans. Model. Comput. Simul., 2006

An adaptive procedure for estimating coherent risk measures based on generalized scenarios.

Proceedings of the Winter Simulation Conference WSC 2006, 2006

2004

Proceedings of the 36th conference on Winter simulation, 2004

2003

Oper. Res., 2003

Proceedings of the 35th Winter Simulation Conference: Driving Innovation, 2003

State of the art tutorial II: simulations for financial engineering: efficient simulations for option pricing.

Proceedings of the 35th Winter Simulation Conference: Driving Innovation, 2003

2002

Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, 2002

2001

Oper. Res., 2001

Proceedings of the 33nd conference on Winter simulation, 2001

Proceedings of the 33nd conference on Winter simulation, 2001