33 citations · 35 across the 13 of their papers we have counts for
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stat.ME2020
Optimizing tail risks using an importance sampling based extrapolation for heavy-tailed objectives
Anand Deo, Karthyek Murthy
Motivated by the prominence of Conditional Value-at-Risk (CVaR) as a measure for tail risk in settings affected by uncertainty, we develop a new formula for approximating CVaR base…
q-bio.PE2020★ 33 cited
City-Scale Agent-Based Simulators for the Study of Non-Pharmaceutical Interventions in the Context of the COVID-19 Epidemic
Shubhada Agrawal, Siddharth Bhandari, Anirban Bhattacharjee +14
We highlight the usefulness of city-scale agent-based simulators in studying various non-pharmaceutical interventions to manage an evolving pandemic. We ground our studies in the c…