Hui Wang

Publication Activity (10 Years)

Years Active: 2000-2013
Publications (10 Years): 0

Top Topics

Spiking Neurons

Importance Sampling

Top Venues

Multiscale Model. Simul.

ACM Trans. Model. Comput. Simul.

Publications

Leila Setayeshgar, Hui Wang
Efficient importance sampling schemes for a feed-forward network. ACM Trans. Model. Comput. Simul. 23 (4) (2013)
Paul Dupuis, Konstantinos Spiliopoulos, Hui Wang
Importance Sampling for Multiscale Diffusions. Multiscale Model. Simul. 10 (1) (2012)
Paul Dupuis, Konstantinos Spiliopoulos, Hui Wang
Rare event simulation for rough energy landscapes. WSC (2011)
Paul Dupuis, Konstantinos Spiliopoulos, Hui Wang
Importance Sampling for Multiscale Diffusions CoRR (2011)
Paul Dupuis, Hui Wang
Importance sampling for Jackson networks. Queueing Syst. Theory Appl. 62 (1-2) (2009)
Paul Dupuis, Kevin Leder, Hui Wang
Importance Sampling for Weighted-Serve-the-Longest-Queue. Math. Oper. Res. 34 (3) (2009)
Paul Dupuis, Kevin Leder, Hui Wang
Large deviations and importance sampling for a tandem network with slow-down. Queueing Syst. Theory Appl. 57 (2-3) (2007)
Paul Dupuis, Kevin Leder, Hui Wang
Importance sampling for sums of random variables with regularly varying tails. ACM Trans. Model. Comput. Simul. 17 (3) (2007)
Paul Dupuis, Hui Wang
Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling. Math. Oper. Res. 32 (3) (2007)
Arindam Banerjee, Xin Guo, Hui Wang
On the optimality of conditional expectation as a Bregman predictor. IEEE Trans. Inf. Theory 51 (7) (2005)
Hui Wang
A Sequential Entry Problem with Forced Exits. Math. Oper. Res. 30 (2) (2005)
S. G. Kou, Hui Wang
Option Pricing Under a Double Exponential Jump Diffusion Model. Manag. Sci. 50 (9) (2004)
Arindam Banerjee, Xin Guo, Hui Wang
Optimal Bregman prediction and Jensen's equality. ISIT (2004)
Ioannis Karatzas, Hui Wang
Utility Maximization with Discretionary Stopping. SIAM J. Control. Optim. 39 (1) (2000)