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20122026
most citedRobust Wasserstein Profile Inference and Applications to Machine Learning

270 citations · 352 across the 19 of their papers we have counts for

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math.PR2012

State-independent Importance Sampling for Random Walks with Regularly Varying Increments

Karthyek R. A. Murthy, Sandeep Juneja, Jose Blanchet

We develop importance sampling based efficient simulation techniques for three commonly encountered rare event probabilities associated with random walks having i.i.d. regularly va…