270 citations · 352 across the 19 of their papers we have counts for
4 papers · 1 filter
A Nonparametric Approach with Marginals for Modeling Consumer Choice
Yanqiu Ruan, Xiaobo Li, Karthyek Murthy +1
Given data on the choices made by consumers for different offer sets, a key challenge is to develop parsimonious models that describe and predict consumer choice behavior while bei…
Testing Group Fairness via Optimal Transport Projections
Nian Si, Karthyek Murthy, Jose Blanchet +1
We present a statistical testing framework to detect if a given machine learning classifier fails to satisfy a wide range of group fairness notions. The proposed test is a flexible…
Achieving Efficiency in Black Box Simulation of Distribution Tails with Self-structuring Importance Samplers
Anand Deo, Karthyek Murthy
This paper presents a novel Importance Sampling (IS) scheme for estimating distribution tails of performance measures modeled with a rich set of tools such as linear programs, inte…
Data-driven Optimal Cost Selection for Distributionally Robust Optimization
Jose Blanchet, Yang Kang, Fan Zhang +1
Recently, (Blanchet, Kang, and Murhy 2016, and Blanchet, and Kang 2017) showed that several machine learning algorithms, such as square-root Lasso, Support Vector Machines, and reg…