Karthyek Murthy

Publication Activity (10 Years)

Years Active: 2020-2023
Publications (10 Years): 12

Top Topics

Importance Sampling

Top Venues

Publications

Anand Deo, Karthyek Murthy
Importance Sampling for Minimization of Tail Risks: A Tutorial. WSC (2023)
Yanqiu Ruan, Xiaobo Li, Karthyek Murthy, Karthik Natarajan
A Nonparametric Approach with Marginals for Modeling Consumer Choice. EC (2023)
Karthyek Murthy, Divya Padmanabhan, Satyanath Bhat
Admission Control in the Presence of Arrival Forecasts with Blocking-Based Policy Optimization. WSC (2022)
Anand Deo, Karthyek Murthy, Tirtho Sarker
Combining Retrospective Approximation with Importance Sampling for Optimising Conditional Value at Risk. WSC (2022)
Nian Si, Karthyek Murthy, Jose H. Blanchet, Viet Anh Nguyen
Testing Group Fairness via Optimal Transport Projections. CoRR (2021)
Anand Deo, Karthyek Murthy
Achieving Efficiency in Black Box Simulation of Distribution Tails with Self-structuring Importance Samplers. CoRR (2021)
Anand Deo, Karthyek Murthy
Efficient Black-Box Importance Sampling for VaR and CVaR Estimation. CoRR (2021)
Anand Deo, Karthyek Murthy
Efficient Black-Box Importance Sampling for VaR and CVaR Estimation. WSC (2021)
Nian Si, Karthyek Murthy, Jose H. Blanchet, Viet Anh Nguyen
Testing Group Fairness via Optimal Transport Projections. ICML (2021)
Jose H. Blanchet, Karthyek Murthy, Viet Anh Nguyen
Statistical Analysis of Wasserstein Distributionally Robust Estimators. CoRR (2021)
Divya Padmanabhan, Karthik Natarajan, Karthyek Murthy
Exploiting partial correlations in distributionally robust optimization. Math. Program. 186 (1) (2021)
Anand Deo, Karthyek Murthy
Optimizing tail risks using an importance sampling based extrapolation for heavy-tailed objectives. CDC (2020)