3 citations · 7 across the 14 of their papers we have counts for
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stat.CO2026
Two-Loop Stochastic Mirror Langevin Algorithms for Constrained Sampling
Ruiting Tong, Antik Chakraborty, Raghu Pasupathy
We study the problem of sampling from a target distribution supported on a convex set , when the potential is accessible only th…
stat.CO2018
Optimal Allocations for Sample Average Approximation
Prateek Jaiswal, Harsha Honnappa, Raghu Pasupathy
We consider a single stage stochastic program without recourse with a strictly convex loss function. We assume a compact decision space and grid it with a finite set of points. In…
stat.CO2016★ 1 cited
Efficient Estimation in the Tails of Gaussian Copulas
Kalyani Nagaraj, Jie Xu, Raghu Pasupathy +1
We consider the question of efficient estimation in the tails of Gaussian copulas. Our special focus is estimating expectations over multi-dimensional constrained sets that have a…