Chang-Han Rhee

According to our database, Chang-Han Rhee authored at least 10 papers between 2012 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Importance Sampling Strategy for Heavy-Tailed Systems with Catastrophe Principle.

Xingyu Wang, Chang-Han Rhee

Proceedings of the Winter Simulation Conference, 2023

2022

Large deviations for stochastic fluid networks with Weibullian tails.

Mihail Bazhba, Chang-Han Rhee, Bert Zwart

Queueing Syst. Theory Appl., 2022

Eliminating Sharp Minima from SGD with Truncated Heavy-tailed Noise.

Xingyu Wang, Sewoong Oh, Chang-Han Rhee

Proceedings of the Tenth International Conference on Learning Representations, 2022

2020

Rare-Event Simulation for Multiple Jump Events in Heavy-Tailed Lévy Processes with Infinite Activities.

Xingyu Wang, Chang-Han Rhee

Proceedings of the Winter Simulation Conference, 2020

2019

Queue length asymptotics for the multiple-server queue with heavy-tailed Weibull service times.

Mihail Bazhba, Jose H. Blanchet, Chang-han Rhee, Bert Zwart

Queueing Syst. Theory Appl., 2019

Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes.

Bohan Chen, Jose H. Blanchet, Chang-han Rhee, Bert Zwart

Math. Oper. Res., 2019

2015

Unbiased Estimation with Square Root Convergence for SDE Models.

Chang-han Rhee, Peter W. Glynn

Oper. Res., 2015

2014

Exact estimation for Markov chain equilibrium expectations.

Peter W. Glynn, Chang-han Rhee

J. Appl. Probab., 2014

An iterative algorithm for sampling from manifolds.

Chang-han Rhee, Enlu Zhou, Peng Qiu

Proceedings of the 2014 Winter Simulation Conference, 2014

2012

A new approach to unbiased estimation for SDE's.

Chang-han Rhee, Peter W. Glynn

Proceedings of the Winter Simulation Conference, 2012