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ORCIDKarthyek Murthy
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- affiliation: Singapore University of Technology and Design, Singapore
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2020 – today
- 2023
[c10]Yanqiu Ruan
, Xiaobo Li, Karthyek Murthy, Karthik Natarajan:
A Nonparametric Approach with Marginals for Modeling Consumer Choice. EC 2023: 1078- [c9]Anand Deo, Karthyek Murthy:
Importance Sampling for Minimization of Tail Risks: A Tutorial. WSC 2023: 1433-1447 - 2022
- [j7]Jose H. Blanchet, Karthyek R. A. Murthy, Fan Zhang:
Optimal Transport-Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes. Math. Oper. Res. 47(2): 1500-1529 (2022) - [c8]Anand Deo, Karthyek Murthy, Tirtho Sarker:
Combining Retrospective Approximation with Importance Sampling for Optimising Conditional Value at Risk. WSC 2022: 891-902 - [c7]Karthyek Murthy, Divya Padmanabhan, Satyanath Bhat:
Admission Control in the Presence of Arrival Forecasts with Blocking-Based Policy Optimization. WSC 2022: 2270-2281 - 2021
- [j6]Divya Padmanabhan, Karthik Natarajan, Karthyek Murthy:
Exploiting partial correlations in distributionally robust optimization. Math. Program. 186(1): 209-255 (2021) - [c6]Nian Si, Karthyek Murthy, Jose H. Blanchet, Viet Anh Nguyen:
Testing Group Fairness via Optimal Transport Projections. ICML 2021: 9649-9659 - [c5]Anand Deo, Karthyek Murthy:
Efficient Black-Box Importance Sampling for VaR and CVaR Estimation. WSC 2021: 1-12 - [i4]Anand Deo, Karthyek Murthy:
Achieving Efficiency in Black Box Simulation of Distribution Tails with Self-structuring Importance Samplers. CoRR abs/2102.07060 (2021) - [i3]Nian Si, Karthyek Murthy, Jose H. Blanchet, Viet Anh Nguyen:
Testing Group Fairness via Optimal Transport Projections. CoRR abs/2106.01070 (2021) - [i2]Anand Deo, Karthyek Murthy:
Efficient Black-Box Importance Sampling for VaR and CVaR Estimation. CoRR abs/2106.10236 (2021) - [i1]Jose H. Blanchet, Karthyek Murthy, Viet Anh Nguyen:
Statistical Analysis of Wasserstein Distributionally Robust Estimators. CoRR abs/2108.02120 (2021) - 2020
- [c4]Anand Deo, Karthyek Murthy:
Optimizing tail risks using an importance sampling based extrapolation for heavy-tailed objectives. CDC 2020: 1070-1077
2010 – 2019
- 2019
- [j5]Jose H. Blanchet, Yang Kang, Karthyek Rajhaa A. M.:
Robust Wasserstein profile inference and applications to machine learning. J. Appl. Probab. 56(3): 830-857 (2019) - [j4]Jose H. Blanchet, Karthyek R. A. Murthy:
Quantifying Distributional Model Risk via Optimal Transport. Math. Oper. Res. 44(2): 565-600 (2019) - [c3]José H. Blanchet, Yang Kang, Karthyek R. A. Murthy, Fan Zhang:
Data-Driven Optimal Transport Cost Selection For Distributionally Robust Optimization. WSC 2019: 3740-3751 - 2018
- [j3]Jose H. Blanchet, Karthyek Rajhaa A. M.:
Exact simulation of multidimensional reflected Brownian motion. J. Appl. Probab. 55(1): 137-156 (2018) - 2015
- [j2]Santanu Dey, Sandeep Juneja, Karthyek R. A. Murthy:
Incorporating views on marginal distributions in the calibration of risk models. Oper. Res. Lett. 43(1): 46-51 (2015) - [j1]Jose H. Blanchet, Karthyek R. A. Murthy:
Tail asymptotics for delay in a half-loaded GI/GI/2 queue with heavy-tailed job sizes. Queueing Syst. Theory Appl. 81(4): 301-340 (2015) - 2013
- [c2]Karthyek R. A. Murthy, Sandeep Juneja, Jose H. Blanchet:
Optimal rare event Monte Carlo for Markov modulated regularly varying random walks. WSC 2013: 564-576 - 2012
- [c1]Karthyek Rajhaa A. M., Sandeep Juneja:
State-independent importance sampling for estimating large deviation probabilities in heavy-tailed random walks. VALUETOOLS 2012: 127-135
Coauthor Index
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