11 citations · 49 across the 26 of their papers we have counts for
3 papers · 1 filter
Sample complexity of partition identification using multi-armed bandits
Sandeep Juneja, Subhashini Krishnasamy
Given a vector of probability distributions, or arms, each of which can be sampled independently, we consider the problem of identifying the partition to which this vector belongs…
Random Fixed Points, Limits and Systemic risk
Veeraruna Kavitha, Indrajit Saha, Sandeep Juneja
We consider vector fixed point (FP) equations in large dimensional spaces involving random variables, and study their realization-wise solutions. We have an underlying directed ran…
Path-ZVA: general, efficient and automated importance sampling for highly reliable Markovian systems
Daniel Reijsbergen, Pieter-Tjerk de Boer, Werner Scheinhardt +1
We introduce Path-ZVA: an efficient simulation technique for estimating the probability of reaching a rare goal state before a regeneration state in a (discrete-time) Markov chain.…