Raghu Pasupathy

Orcid: 0000-0003-3680-1478

According to our database1, Raghu Pasupathy authored at least 49 papers between 2003 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Bibliography

2023
Overlapping Batch Confidence Intervals on Statistical Functionals Constructed from Time Series: Application to Quantiles, Optimization, and Estimation.
CoRR, 2023

Bootstrapping And Batching For Output Analysis.
Proceedings of the Winter Simulation Conference, 2023

2022
Adaptive Sampling line search for local stochastic optimization with integer variables.
Math. Program., 2022

Sample Average Approximation Over Function Spaces: Statistical Consistency and Rate of Convergence.
Proceedings of the Winter Simulation Conference, 2022

Overlapping Batch Confidence Regions on the Steady-State Quantile Vector.
Proceedings of the Winter Simulation Conference, 2022

Central Limit Theorems for Constructing Confidence Regions in Strictly Convex Multi-Objective Simulation Optimization.
Proceedings of the Winter Simulation Conference, 2022

2021
Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs.
SIAM J. Optim., 2021

2020
Multi-objective ranking and selection: Optimal sampling laws and tractable approximations via SCORE.
J. Simulation, 2020

Adaptive Sequential SAA for Solving Two-stage Stochastic Linear Programs.
CoRR, 2020

Risk-Efficient Sequential Simulation Estimators.
Proceedings of the Winter Simulation Conference, 2020

2019
Astro for Derivative-Based Stochastic Optimization: Algorithm Description & Numerical Experiments.
Proceedings of the 2019 Winter Simulation Conference, 2019

The Number of Random Restarts Required to Identify all Solutions to a Nonlinear System: Applications to Global Stochastic Optimization.
Proceedings of the 2019 Winter Simulation Conference, 2019

Redesigning a Testbed of Simulation-Optimization Problems and Solvers for Experimental Comparisons.
Proceedings of the 2019 Winter Simulation Conference, 2019

2018
ASTRO-DF: A Class of Adaptive Sampling Trust-Region Algorithms for Derivative-Free Stochastic Optimization.
SIAM J. Optim., 2018

On Sampling Rates in Simulation-Based Recursions.
SIAM J. Optim., 2018

Recent Trends in stochastic Gradient Descent for Machine Learning and Big Data.
Proceedings of the 2018 Winter Simulation Conference, 2018

Optimal Allocations for sample Average Approximation.
Proceedings of the 2018 Winter Simulation Conference, 2018

2017
Phantom pareto systems for multi-objective ranking and selection.
Proceedings of the 2017 Winter Simulation Conference, 2017

2016
ASTRO-DF: Adaptive sampling trust-region optimization algorithms, heuristics, and numerical experience.
Proceedings of the Winter Simulation Conference, 2016

2015
A Stochastic Dilemma Zone Protection Algorithm Based on the Vehicles' Trajectories.
J. Intell. Transp. Syst., 2015

Modeling dependence in simulation input: the case for copulas.
Proceedings of the 2015 Winter Simulation Conference, 2015

Multi-objective simulation optimization on finite sets: optimal allocation via scalarization.
Proceedings of the 2015 Winter Simulation Conference, 2015

2014
Stochastically Constrained Ranking and Selection via SCORE.
ACM Trans. Model. Comput. Simul., 2014

On adaptive sampling rules for stochastic recursions.
Proceedings of the 2014 Winter Simulation Conference, 2014

2013
Integer-Ordered Simulation Optimization using R-SPLINE: Retrospective Search with Piecewise-Linear Interpolation and Neighborhood Enumeration.
ACM Trans. Model. Comput. Simul., 2013

Optimal Sampling Laws for Stochastically Constrained Simulation Optimization on Finite Sets.
INFORMS J. Comput., 2013

R-SPLINE for local integer-ordered simulation optimization problems with stochastic constraints.
Proceedings of the Winter Simulations Conference: Simulation Making Decisions in a Complex World, 2013

Low-storage online estimators for quantiles and densities.
Proceedings of the Winter Simulations Conference: Simulation Making Decisions in a Complex World, 2013

2012
C-NORTA: A Rejection Procedure for Sampling from the Tail of Bivariate NORTA Distributions.
INFORMS J. Comput., 2012

Closed-form sampling laws for stochastically constrained simulation optimization on large finite sets.
Proceedings of the Winter Simulation Conference, 2012

Averaging and derivative estimation within stochastic approximation algorithms.
Proceedings of the Winter Simulation Conference, 2012

2011
The stochastic root-finding problem: Overview, solutions, and open questions.
ACM Trans. Model. Comput. Simul., 2011

SimOpt: a library of simulation optimization problems.
Proceedings of the Winter Simulation Conference 2011, 2011

An introspective on the retrospective-approximation paradigm.
Proceedings of the Winter Simulation Conference 2011, 2011

Optimal sampling laws for constrained simulation optimization on finite sets: the bivariate normal case.
Proceedings of the Winter Simulation Conference 2011, 2011

On interior-point based retrospective approximation methods for solving two-stage stochastic linear programs.
Proceedings of the Winter Simulation Conference 2011, 2011

2010
On Choosing Parameters in Retrospective-Approximation Algorithms for Stochastic Root Finding and Simulation Optimization.
Oper. Res., 2010

An Algorithm for Fast Generation of Bivariate Poisson Random Vectors.
INFORMS J. Comput., 2010

Selecting small quantiles.
Proceedings of the 2010 Winter Simulation Conference, 2010

Root finding via DARTS - Dynamic Adaptive Random Target Shooting.
Proceedings of the 2010 Winter Simulation Conference, 2010

The initial transient in steady-state point estimation: Contexts, a bibliography, the mse criterion, and the MSER statistic.
Proceedings of the 2010 Winter Simulation Conference, 2010

Large-deviation sampling laws for constrained simulation optimization on finite sets.
Proceedings of the 2010 Winter Simulation Conference, 2010

2009
Retrospective-approximation algorithms for the multidimensional stochastic root-finding problem.
ACM Trans. Model. Comput. Simul., 2009

2007
Optimal Reconstruction Periods for Stochastically Deteriorating Infrastructures.
Comput. Aided Civ. Infrastructure Eng., 2007

A method for fast generation of bivariate Poisson random vectors.
Proceedings of the Winter Simulation Conference, 2007

2006
A testbed of simulation-optimization problems.
Proceedings of the Winter Simulation Conference WSC 2006, 2006

On choosing parameters in retrospective-approximation algorithms for simulation-optimization.
Proceedings of the Winter Simulation Conference WSC 2006, 2006

2003
Queueing network simulation analysis: queueing-network stability: simulation-based checking.
Proceedings of the 35th Winter Simulation Conference: Driving Innovation, 2003

Issues on simulation and optimization II: some issues in multivariate stochastic root finding.
Proceedings of the 35th Winter Simulation Conference: Driving Innovation, 2003


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