Sandeep Juneja

84 papers A* 4A 1B 1Misc 27Journal 44Unranked 6

Year	Rank	Type	Title / Venue / Authors
2025	J	`jnl`	Fundamental limits for weighted empirical approximations of tilted distributions. CoRR Sarvesh Ravichandran Iyer, Himadri Mandal, Dhruman Gupta, Rushil Gupta, Agniv Bandhyopadhyay, Achal Bassamboo, Varun Gupta, Sandeep Juneja
2024	Misc	`conf`	A Deep Learning Approach for Rare Event Simulation in Diffusion Processes. WSC Henrik Hult, Aastha Jain, Sandeep Juneja, Pierre Nyquist, Sushant Vijayan
2024	A*	`conf`	Optimal Top-Two Method for Best Arm Identification and Fluid Analysis. NeurIPS Agniv Bandyopadhyay, Sandeep Juneja, Shubhada Agrawal
2024	J	`jnl`	Optimal Top-Two Method for Best Arm Identification and Fluid Analysis. CoRR Agniv Bandyopadhyay, Sandeep Juneja, Shubhada Agrawal
2024	Misc	`conf`	Selecting the Safest Design in Rare Event Settings. WSC Anirban Bhattacharjee, Sandeep Juneja
2023	A	`conf`	Best arm identification in rare events. UAI Anirban Bhattacharjee, Sushant Vijayan, Sandeep Juneja
2023	J	`jnl`	Optimal Best-Arm Identification in Bandits with Access to Offline Data. CoRR Shubhada Agrawal, Sandeep Juneja, Karthikeyan Shanmugam, Arun Sai Suggala
2023	J	`jnl`	Shift, scale and restart smaller models to estimate larger ones: Agent based simulators in epidemiology. SIGMETRICS Perform. Evaluation Rev. Daksh Mittal, Sandeep Juneja, Shubhada Agrawal
2022	Misc	`conf`	Exact Optimal Fixed Width Confidence Interval Estimation for the Mean. WSC Vikas Deep, Achal Bassamboo, Sandeep Juneja, Assaf Zeevi
2022	J	`jnl`	Learning the queue arrivals game equilibrium. Queueing Syst. Theory Appl. Sandeep Juneja
2022	Misc	`conf`	Modelling the Delta Covid-19 Wave in Mumbai. WSC Sandeep Juneja, Daksh Mittal
2021	J	`jnl`	Credit Risk: Simple Closed-Form Approximate Maximum Likelihood Estimator. Oper. Res. Anand Deo, Sandeep Juneja
2021	A*	`conf`	Optimal Best-Arm Identification Methods for Tail-Risk Measures. NeurIPS Shubhada Agrawal, Wouter M. Koolen, Sandeep Juneja
2021	A*	`conf`	Regret Minimization in Heavy-Tailed Bandits. COLT Shubhada Agrawal, Sandeep Juneja, Wouter M. Koolen
2021	J	`jnl`	Regret Minimization in Heavy-Tailed Bandits. CoRR Shubhada Agrawal, Sandeep Juneja, Wouter M. Koolen
2020	J	`jnl`	COVID-19 Epidemic Study II: Phased Emergence From the Lockdown in Mumbai. CoRR Prahladh Harsha, Sandeep Juneja, Preetam Patil, Nihesh Rathod, Ramprasad Saptharishi, A. Y. Sarath, Sharad Shriram, Piyush Srivastava, Rajesh Sundaresan, Nidhin Koshy Vaidhiyan
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	J	`jnl`	Discriminative Learning via Adaptive Questioning. CoRR Achal Bassamboo, Vikas Deep, Sandeep Juneja, Assaf Zeevi
2020	B	`conf`	Optimal $δ$-Correct Best-Arm Selection for Heavy-Tailed Distributions. ALT Shubhada Agrawal, Sandeep Juneja, Peter W. Glynn
2020	J	`jnl`	Optimal Best-Arm Identification Methods for Tail-Risk Measures. CoRR Shubhada Agrawal, Wouter M. Koolen, Sandeep Juneja
2019	Misc	`conf`	Limiting Distributional Fixed Points in Systemic Risk Graph Models. WSC Anand Deo, Sandeep Juneja
2019	J	`jnl`	Optimal best arm selection for general distributions. CoRR Shubhada Agrawal, Sandeep Juneja, Peter W. Glynn
2019	A*	`conf`	Sample complexity of partition identification using multi-armed bandits. COLT Sandeep Juneja, Subhashini Krishnasamy
2019	Misc	`conf`	Unbiased Estimation of The Reciprocal Mean For Non-Negative Random Variables. WSC Sarat Babu Moka, Dirk P. Kroese, Sandeep Juneja
2018	J	`jnl`	Path-ZVA: General, Efficient, and Automated Importance Sampling for Highly Reliable Markovian Systems. ACM Trans. Model. Comput. Simul. Daniël Reijsbergen, Pieter-Tjerk de Boer, Werner R. W. Scheinhardt, Sandeep Juneja
2018	—	`conf`	Random Fixed Points, Limits and Systemic Risk. CDC Veeraruna Kavitha, Indrajit Saha, Sandeep Juneja
2018	J	`jnl`	Sample complexity of partition identification using multi-armed bandits. CoRR Sandeep Juneja, Subhashini Krishnasamy
2017	J	`jnl`	Analysis of Perfect Sampling Methods for Hard-sphere Models. SIGMETRICS Perform. Evaluation Rev. Sarat Babu Moka, Sandeep Juneja, M. R. H. Mandjes
2017	J	`jnl`	Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement. Oper. Res. L. Jeff Hong, Sandeep Juneja, Guangwu Liu
2017	J	`jnl`	On the Computation of Dynamic User Equilibrium in the Multiclass Transient Fluid Queue. SIGMETRICS Perform. Evaluation Rev. Sandeep Juneja, Nahum Shimkin
2016	J	`jnl`	To Lounge or to Queue Up. SIGMETRICS Perform. Evaluation Rev. Sandeep Juneja, D. Manjunath
2015	J	`jnl`	Incorporating views on marginal distributions in the calibration of risk models. Oper. Res. Lett. Santanu Dey, Sandeep Juneja, Karthyek R. A. Murthy
2015	J	`jnl`	Nearest Neighbor Based Estimation Technique for Pricing Bermudan Options. IGTR Ankush Agarwal, Sandeep Juneja
2015	J	`jnl`	Regenerative Simulation for Queueing Networks with Exponential or Heavier Tail Arrival Distributions. ACM Trans. Model. Comput. Simul. Sarat Babu Moka, Sandeep Juneja
2015	J	`jnl`	Spatial Loss Systems: Exact Simulation and Rare Event Behavior. SIGMETRICS Perform. Evaluation Rev. Sergey Foss, Sandeep Juneja, M. R. H. Mandjes, Sarat Babu Moka
2015	J	`jnl`	The Concert Queueing Game: Fluid Regime with Random Order Service. IGTR Sandeep Juneja, Tushar Raheja
2014	J	`jnl`	Estimating Sensitivities of Portfolio Credit Risk Using Monte Carlo. INFORMS J. Comput. L. Jeff Hong, Sandeep Juneja, Jun Luo
2013	J	`jnl`	Asymptotic Simulation Efficiency Based on Large Deviations. ACM Trans. Model. Comput. Simul. Peter W. Glynn, Sandeep Juneja
2013	Misc	`conf`	Comparing optimal convergence rate of stochastic mesh and least squares method for bermudan option pricing. WSC Ankush Agarwal, Sandeep Juneja
2013	J	`jnl`	Efficient Simulation of Large Deviation Events for Sums of Random Vectors Using Saddle-Point Representations. J. Appl. Probab. Ankush Agarwal, Santanu Dey, Sandeep Juneja
2013	Misc	`conf`	Optimal rare event Monte Carlo for Markov modulated regularly varying random walks. WSC Karthyek R. A. Murthy, Sandeep Juneja, Jose H. Blanchet
2013	Misc	`conf`	Regenerative simulation for multiclass open queueing networks. WSC Sarat Babu Moka, Sandeep Juneja
2013	J	`jnl`	The concert queueing game: strategic arrivals with waiting and tardiness costs. Queueing Syst. Theory Appl. Sandeep Juneja, Nahum Shimkin
2012	—	`conf`	State-independent importance sampling for estimating large deviation probabilities in heavy-tailed random walks. VALUETOOLS Karthyek Rajhaa A. M., Sandeep Juneja
2012	—	`conf`	The concert queueing game with a random volume of arrivals. VALUETOOLS Sandeep Juneja, Tushar Raheja, Nahum Shimkin
2011	Misc	`conf`	Efficient estimation of density and probability of large deviations of sum of IID random variables. WSC Santanu Dey, Sandeep Juneja
2011	J	`jnl`	Efficient simulation of tail probabilities of sums of correlated lognormals. Ann. Oper. Res. Søren Asmussen, Jose H. Blanchet, Sandeep Juneja, Leonardo Rojas-Nandayapa
2011	Misc	`conf`	Ordinal optimization: a nonparametric framework. WSC Peter W. Glynn, Sandeep Juneja
2011	J	`jnl`	Preface. Ann. Oper. Res. Dirk P. Kroese, Nahum Shimkin, Joseph Kreimer, Sandeep Juneja
2011	J	`jnl`	The concert queueing game: to wait or to be late. Discret. Event Dyn. Syst. Rahul Jain, Sandeep Juneja, Nahum Shimkin
2010	Misc	`conf`	Monte Carlo methods in finance: An introductory tutorial. WSC Sandeep Juneja
2010	Misc	`conf`	Multidimensional Fourier inversion using importance sampling with application to option pricing. WSC Santanu Dey, Sandeep Juneja
2010	J	`jnl`	Nested Simulation in Portfolio Risk Measurement. Manag. Sci. Michael B. Gordy, Sandeep Juneja
2009	Misc	`conf`	Estimating the Mean of a Non-linear Function of Conditional Expectation. WSC Sandeep Juneja, L. Jeff Hong
2009	Misc	`conf`	Nested Simulation for Estimating Portfolio Losses within a Time Horizon. WSC Sandeep Juneja, L. Ramprasath
2009	—	`conf`	The concert/cafeteria queueing problem: a game of arrivals. VALUETOOLS Sandeep Juneja, Rahul Jain
2008	Misc	`conf`	A large deviations view of asymptotic efficiency for simulation estimators. WSC Peter W. Glynn, Sandeep Juneja
2008	Misc	`conf`	Efficient tail estimation for sums of correlated lognormals. WSC Jose H. Blanchet, Sandeep Juneja, Leonardo Rojas-Nandayapa
2008	Misc	`conf`	Optimizing portfolio tail measures: Asymptotics and efficient simulation optimization. WSC Sandeep Juneja
2008	J	`jnl`	Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation. Oper. Res. Achal Bassamboo, Sandeep Juneja, Assaf Zeevi
2008	J	`jnl`	Uniformly Efficient Importance Sampling for the Tail Distribution of Sums of Random Variables. Math. Oper. Res. Paul Glasserman, Sandeep Juneja
2007	J	`jnl`	Asymptotics and fast simulation for tail probabilities of maximum of sums of few random variables. ACM Trans. Model. Comput. Simul. Sandeep Juneja, Rajeeva L. Karandikar, Perwez Shahabuddin
2007	J	`jnl`	Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error. Queueing Syst. Theory Appl. Sandeep Juneja
2007	J	`jnl`	On the inefficiency of state-independent importance sampling in the presence of heavy tails. Oper. Res. Lett. Achal Bassamboo, Sandeep Juneja, Assaf Zeevi
2007	J	`jnl`	Perwez Shahabuddin, 1962-2005: A professional appreciation. ACM Trans. Model. Comput. Simul. Sigrún Andradóttir, Paul Glasserman, Peter W. Glynn, Philip Heidelberger, Sandeep Juneja
2006	—	`ch.`	Chapter 11 Rare-Event Simulation Techniques: An Introduction and Recent Advances. Simulation Sandeep Juneja, Perwez Shahabuddin
2006	Misc	`conf`	Computing worst-case tail probabilities in credit risk. WSC Soumyadip Ghosh, Sandeep Juneja
2006	Misc	`conf`	Efficient simulation for risk measurement in portfolio of CDOS. WSC Michael B. Gordy, Sandeep Juneja
2006	Misc	`conf`	Optimal resource allocation in two stage sampling of input distributions. WSC Achal Bassamboo, Sandeep Juneja
2005	J	`jnl`	Efficient simulation of buffer overflow probabilities in Jackson Networks with feedback. ACM Trans. Model. Comput. Simul. Sandeep Juneja, Victor F. Nicola
2005	Misc	`conf`	Expected shortfall in credit portfolios with extremal dependence. WSC Achal Bassamboo, Sandeep Juneja, Assaf Zeevi
2005	Misc	`conf`	Function-approximation-based perfect control variates for pricing American options. WSC Nomesh Bolia, Sandeep Juneja
2005	Misc	`conf`	Importance sampling simulation in the presence of heavy tails. WSC Achal Bassamboo, Sandeep Juneja, Assaf Zeevi
2004	Misc	`conf`	A Large Deviations Perspective on Ordinal Optimization. WSC Peter W. Glynn, Sandeep Juneja
2004	J	`jnl`	Combining importance sampling and temporal difference control variates to simulate Markov Chains. ACM Trans. Model. Comput. Simul. R. S. Randhawa, Sandeep Juneja
2004	Misc	`conf`	Function-Approximation-Based Importance Sampling for Pricing American Options. WSC Nomesh Bolia, Sandeep Juneja, Paul Glasserman
2002	J	`jnl`	Simulating heavy tailed processes using delayed hazard rate twisting. ACM Trans. Model. Comput. Simul. Sandeep Juneja, Perwez Shahabuddin
2001	—	`conf`	Efficient Winner Determination Techniques for Internet Multi-Unit Auctions. I3E Achal Bassamboo, Manish Gupta, Sandeep Juneja
2001	J	`jnl`	Fast Simulation of Markov Chains with Small Transition Probabilities. Manag. Sci. Sandeep Juneja, Perwez Shahabuddin
2001	J	`jnl`	Splitting-based importance-sampling algorithm for fast simulation of Markov reliability models with general repair-policies. IEEE Trans. Reliab. Sandeep Juneja, Perwez Shahabuddin
1999	J	`jnl`	Simulating heavy tailed processes using delayed hazard rate twisting (extended abstract). SIGMETRICS Perform. Evaluation Rev. Sandeep Juneja, Perwez Shahabuddin
1999	Misc	`conf`	Simulating heavy tailed processes using delayed hazard rate twisting. WSC Sandeep Juneja, Perwez Shahabuddin, Anurag Chandra
1994	J	`jnl`	Effective Bandwidth and Fast Simulation of ATM Intree Networks. Perform. Evaluation Cheng-Shang Chang, Philip Heidelberger, Sandeep Juneja, Perwez Shahabuddin
1992	—	`conf`	Fast Simulation of Markovian Reliability/Availability Models with General Repair Policies. FTCS Sandeep Juneja, Perwez Shahabuddin