Anand Deo

12 papers Misc 5Journal 6Unranked 1
YearRankTypeTitle / Venue / Authors
2025 J jnl
Achieving Efficiency in Black-Box Simulation of Distribution Tails with Self-Structuring Importance Samplers.
Oper. Res.
Anand Deo, Karthyek Murthy
2024 Misc conf
Importance Sampling for Minimization of Tail Risks: A Tutorial.
WSC
Anand Deo, Karthyek Murthy
2024 J jnl
Reduced Sample Complexity in Scenario-Based Control System Design via Constraint Scaling.
IEEE Control. Syst. Lett.
Jaeseok Choi, Anand Deo, Constantino Lagoa, Anirudh Subramanyam
2023 Misc conf
Importance Sampling for Minimization of Tail Risks: A Tutorial.
WSC
Anand Deo, Karthyek Murthy
2022 Misc conf
Combining Retrospective Approximation with Importance Sampling for Optimising Conditional Value at Risk.
WSC
Anand Deo, Karthyek Murthy, Tirtho Sarker
2021 J jnl
Achieving Efficiency in Black Box Simulation of Distribution Tails with Self-structuring Importance Samplers.
CoRR
Anand Deo, Karthyek Murthy
2021 J jnl
Credit Risk: Simple Closed-Form Approximate Maximum Likelihood Estimator.
Oper. Res.
Anand Deo, Sandeep Juneja
2021 Misc conf
Efficient Black-Box Importance Sampling for VaR and CVaR Estimation.
WSC
Anand Deo, Karthyek Murthy
2021 J jnl
Efficient Black-Box Importance Sampling for VaR and CVaR Estimation.
CoRR
Anand Deo, Karthyek Murthy
2020 J jnl
City-Scale Agent-Based Simulators for the Study of Non-Pharmaceutical Interventions in the Context of the COVID-19 Epidemic.
CoRR
Shubhada Agrawal, Siddharth Bhandari, Anirban Bhattacharjee, Anand Deo, Narendra M. Dixit, Prahladh Harsha, Sandeep Juneja, Poonam Kesarwani, Aditya Krishna Swamy, Preetam Patil, Nihesh Rathod, Ramprasad Saptharishi, Sharad Shriram, Piyush Srivastava, Rajesh Sundaresan, Nidhin Koshy Vaidhiyan, Sarath Yasodharan
2020 — conf
Optimizing tail risks using an importance sampling based extrapolation for heavy-tailed objectives.
CDC
Anand Deo, Karthyek Murthy
2019 Misc conf
Limiting Distributional Fixed Points in Systemic Risk Graph Models.
WSC
Anand Deo, Sandeep Juneja