Paul Dupuis

Publication Activity (10 Years)

Years Active: 1992-2023
Publications (10 Years): 11

Top Topics

Class Conditional

Cooperative Agents

Monte Carlo Methods

Large Deviations

Top Venues

SIAM/ASA J. Uncertain. Quantification

SIAM J. Math. Data Sci.

Math. Control. Signals Syst.

Publications

Jeremiah Birrell, Yannis Pantazis, Paul Dupuis, Luc Rey-Bellet, Markos A. Katsoulakis
Function-space regularized Rényi divergences. ICLR (2023)
Jeremiah Birrell, Yannis Pantazis, Paul Dupuis, Markos A. Katsoulakis, Luc Rey-Bellet
Function-space regularized Rényi divergences. CoRR (2022)
Rami Atar, Amarjit Budhiraja, Paul Dupuis, Ruoyu Wu
Large Deviations for the Single-Server Queue and the Reneging Paradox. Math. Oper. Res. 47 (1) (2022)
Jeremiah Birrell, Paul Dupuis, Markos A. Katsoulakis, Yannis Pantazis, Luc Rey-Bellet
(f, Gamma)-Divergences: Interpolating between f-Divergences and Integral Probability Metrics. J. Mach. Learn. Res. 23 (2022)
Paul Dupuis, Guo-jhen Wu
Analysis and Optimization of Certain Parallel Monte Carlo Methods in the Low Temperature Limit. Multiscale Model. Simul. 20 (1) (2022)
Jeremiah Birrell, Paul Dupuis, Markos A. Katsoulakis, Luc Rey-Bellet, Jie Wang
Variational Representations and Neural Network Estimation of Rényi Divergences. SIAM J. Math. Data Sci. 3 (4) (2021)
Jeremiah Birrell, Paul Dupuis, Markos A. Katsoulakis, Luc Rey-Bellet, Jie Wang
A Variational Formula for Rényi Divergences. CoRR (2020)
Jeremiah Birrell, Paul Dupuis, Markos A. Katsoulakis, Yannis Pantazis, Luc Rey-Bellet
(f, Γ)-Divergences: Interpolating between f-Divergences and Integral Probability Metrics. CoRR (2020)
Paul Dupuis, Guo-jhen Wu, Michael Snarski
Infinite Swapping using IID Samples. ACM Trans. Model. Comput. Simul. 29 (3) (2019)
Paul Dupuis, Vaios Laschos, Kavita Ramanan
Exit time risk-sensitive control for systems of cooperative agents. Math. Control. Signals Syst. 31 (3) (2019)
Paul Dupuis, Markos A. Katsoulakis, Yannis Pantazis, Petr Plechác
Path-Space Information Bounds for Uncertainty Quantification and Sensitivity Analysis of Stochastic Dynamics. SIAM/ASA J. Uncertain. Quantification 4 (1) (2016)
Rami Atar, Kenny Chowdhary, Paul Dupuis
Robust Bounds on Risk-Sensitive Functionals via Rényi Divergence. SIAM/ASA J. Uncertain. Quantification 3 (1) (2015)
Paul Dupuis, Konstantinos Spiliopoulos
Rare event simulation in the neighborhood of a rest point. WSC (2014)
Yi Cai, Paul Dupuis
Analysis of an interacting particle method for rare event estimation. Queueing Syst. Theory Appl. 73 (4) (2013)
Paul Dupuis, Yufei Liu, Nuria Plattner, Jimmie D. Doll
On the Infinite Swapping Limit for Parallel Tempering. Multiscale Model. Simul. 10 (3) (2012)
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)
Thomas Dean, Paul Dupuis
The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation. Ann. Oper. Res. 189 (1) (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, Jim X. Zhang
Explicit Solutions for a Class of Nonlinear PDEs that Arise in Allocation Problems. SIAM J. Math. Anal. 39 (5) (2008)
Jim X. Zhang, Paul Dupuis
Large-Deviation Approximations for General Occupancy Models. Comb. Probab. Comput. 17 (3) (2008)
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)
Rami Atar, Adam Shwartz, Paul Dupuis
Explicit Solution for a Network Control Problem in the Large Deviation Regime. Queueing Syst. Theory Appl. 46 (1-2) (2004)
Rami Atar, Paul Dupuis, Adam Shwartz
An Escape-Time Criterion for Queueing Networks: Asymptotic Risk-Sensitive Control via Differential Games. Math. Oper. Res. 28 (4) (2003)
Paul Dupuis
Explicit Solution to a Robust Queueing Control Problem. SIAM J. Control. Optim. 42 (5) (2003)
Adam Szpiro, Paul Dupuis
Second Order Numerical Methods for First Order Hamilton-Jacobi Equations. SIAM J. Numer. Anal. 40 (3) (2002)
Paul Dupuis, Adam Szpiro
Convergence of numerical optimal feedback policies for deterministic optimal control problems. CDC (2002)
Paul Dupuis, Adam Szpiro
Convergence of the Optimal Feedback Policies in a Numerical Method for a Class of Deterministic Optimal Control Problems. SIAM J. Control. Optim. 40 (2) (2001)
Michelle Boué, Paul Dupuis
Risk-Sensitive and Robust Escape Control for Degenerate Diffusion Processes. Math. Control. Signals Syst. 14 (1) (2001)
Ian R. Petersen, Matthew R. James, Paul Dupuis
Minimax optimal control of stochastic uncertain systems with relative entropy constraints. IEEE Trans. Autom. Control. 45 (3) (2000)
Paul Dupuis, Matthew R. James, Ian R. Petersen
Robust Properties of Risk-Sensitive Control. Math. Control. Signals Syst. 13 (4) (2000)
Paul Dupuis, Kavita Ramanan
A Multiclass Feedback Queueing Network with a Regular Skorokhod Problem. Queueing Syst. Theory Appl. 36 (4) (2000)
Amarjit Budhiraja, Paul Dupuis
Simple Necessary and Sufficient Conditions for the Stability of Constrained Processes. SIAM J. Appl. Math. 59 (5) (1999)
Paul Dupuis, Kavita Ramanan
A Skorokhod Problem formulation and large deviation analysis of a processor sharing model. Queueing Syst. Theory Appl. 28 (1-3) (1998)
Paul Dupuis, John Oliensis
Shape from Shading: Provably Convergent Algorithms and Uniqueness Results. ECCV (2) (1994)
John Oliensis, Paul Dupuis
A global algorithm for shape from shading. ICCV (1993)
Paul Dupuis, Anna Nagurney
Dynamical systems and variational inequalities. Ann. Oper. Res. 44 (1) (1993)
Paul Dupuis, John Oliensis
Direct method for reconstructing shape from shading. CVPR (1992)