Chang-Han Rhee

15 papers A* 1Misc 5Journal 9
YearRankTypeTitle / Venue / Authors
2025 J jnl
Global Dynamics of Heavy-Tailed SGDs in Nonconvex Loss Landscape: Characterization and Control.
CoRR
Xingyu Wang, Chang-Han Rhee
2025 J jnl
Sample-Path Large Deviations for Unbounded Additive Functionals of the Reflected Random Walk.
Math. Oper. Res.
Mihail Bazhba, Jose H. Blanchet, Chang-Han Rhee, Bert Zwart
2023 Misc conf
Importance Sampling Strategy for Heavy-Tailed Systems with Catastrophe Principle.
WSC
Xingyu Wang, Chang-Han Rhee
2023 J jnl
Lyapunov Conditions for Differentiability of Markov Chain Expectations.
Math. Oper. Res.
Chang-Han Rhee, Peter W. Glynn
2022 A* conf
Eliminating Sharp Minima from SGD with Truncated Heavy-tailed Noise.
ICLR
Xingyu Wang, Sewoong Oh, Chang-Han Rhee
2022 J jnl
Large deviations for stochastic fluid networks with Weibullian tails.
Queueing Syst. Theory Appl.
Mihail Bazhba, Chang-Han Rhee, Bert Zwart
2021 J jnl
Eliminating Sharp Minima from SGD with Truncated Heavy-tailed Noise.
CoRR
Xingyu Wang, Sewoong Oh, Chang-Han Rhee
2020 Misc conf
Rare-Event Simulation for Multiple Jump Events in Heavy-Tailed Lévy Processes with Infinite Activities.
WSC
Xingyu Wang, Chang-Han Rhee
2019 J jnl
Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes.
Math. Oper. Res.
Bohan Chen, Jose H. Blanchet, Chang-Han Rhee, Bert Zwart
2019 J jnl
Queue length asymptotics for the multiple-server queue with heavy-tailed Weibull service times.
Queueing Syst. Theory Appl.
Mihail Bazhba, Jose H. Blanchet, Chang-Han Rhee, Bert Zwart
2015 J jnl
Unbiased Estimation with Square Root Convergence for SDE Models.
Oper. Res.
Chang-Han Rhee, Peter W. Glynn
2014 Misc conf
An iterative algorithm for sampling from manifolds.
WSC
Chang-Han Rhee, Enlu Zhou, Peng Qiu
2014 J jnl
Exact estimation for Markov chain equilibrium expectations.
J. Appl. Probab.
Peter W. Glynn, Chang-Han Rhee
2012 Misc conf
A new approach to unbiased estimation for SDE's.
WSC
Chang-Han Rhee, Peter W. Glynn
2012 Misc conf
A new approach to unbiased estimation for SDE's.
WSC
Chang-Han Rhee, Peter W. Glynn