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Yanan Pei

1 paper hereh-index 579 citations8 works total

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author position
  • last author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • math.ST1

identity via Semantic Scholar / OpenAlex

most citedUnbiased Multilevel Monte Carlo: Stochastic Optimization, Steady-state Simulation, Quantiles, and Other Applications

3 citations · 3 across the 1 of their papers we have counts for

collaborators

1 paper

math.ST2019★ 3 cited

Unbiased Multilevel Monte Carlo: Stochastic Optimization, Steady-state Simulation, Quantiles, and Other Applications

Jose H. Blanchet, Peter W. Glynn, Yanan Pei

We present general principles for the design and analysis of unbiased Monte Carlo estimators in a wide range of settings. Our estimators posses finite work-normalized variance unde…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.