3 citations · 7 across the 14 of their papers we have counts for
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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…
math.PR2018★ 3 cited
Dominating Points of Gaussian Extremes
Harsha Honnappa, Raghu Pasupathy, Prateek Jaiswal
We quantify the large deviations of Gaussian extreme value statistics on closed convex sets in d-dimensional Euclidean space. The asymptotics imply that the extreme value distribut…