Chang-Han Rhee

Publication Activity (10 Years)

Years Active: 2020-2023
Publications (10 Years): 5

Top Topics

Importance Sampling

Large Deviations

Top Venues

Queueing Syst. Theory Appl.

Publications

Xingyu Wang, Chang-Han Rhee
Importance Sampling Strategy for Heavy-Tailed Systems with Catastrophe Principle. WSC (2023)
Xingyu Wang, Sewoong Oh, Chang-Han Rhee
Eliminating Sharp Minima from SGD with Truncated Heavy-tailed Noise. ICLR (2022)
Mihail Bazhba, Chang-Han Rhee, Bert Zwart
Large deviations for stochastic fluid networks with Weibullian tails. Queueing Syst. Theory Appl. 102 (1-2) (2022)
Xingyu Wang, Sewoong Oh, Chang-Han Rhee
Eliminating Sharp Minima from SGD with Truncated Heavy-tailed Noise. CoRR (2021)
Xingyu Wang, Chang-Han Rhee
Rare-Event Simulation for Multiple Jump Events in Heavy-Tailed Lévy Processes with Infinite Activities. WSC (2020)