Karthyek Murthy

14 papers A* 2Misc 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
2023 A* conf
A Nonparametric Approach with Marginals for Modeling Consumer Choice.
EC
Yanqiu Ruan, Xiaobo Li, Karthyek Murthy, Karthik Natarajan
2023 Misc conf
Importance Sampling for Minimization of Tail Risks: A Tutorial.
WSC
Anand Deo, Karthyek Murthy
2022 Misc conf
Admission Control in the Presence of Arrival Forecasts with Blocking-Based Policy Optimization.
WSC
Karthyek Murthy, Divya Padmanabhan, Satyanath Bhat
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 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
2021 J jnl
Exploiting partial correlations in distributionally robust optimization.
Math. Program.
Divya Padmanabhan, Karthik Natarajan, Karthyek Murthy
2021 J jnl
Statistical Analysis of Wasserstein Distributionally Robust Estimators.
CoRR
Jose H. Blanchet, Karthyek Murthy, Viet Anh Nguyen
2021 A* conf
Testing Group Fairness via Optimal Transport Projections.
ICML
Nian Si, Karthyek Murthy, Jose H. Blanchet, Viet Anh Nguyen
2021 J jnl
Testing Group Fairness via Optimal Transport Projections.
CoRR
Nian Si, Karthyek Murthy, Jose H. Blanchet, Viet Anh Nguyen
2020 — conf
Optimizing tail risks using an importance sampling based extrapolation for heavy-tailed objectives.
CDC
Anand Deo, Karthyek Murthy