Karthyek Murthy

According to our database, Karthyek Murthy authored at least 19 papers between 2012 and 2023.

Collaborative distances:

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

2023

Importance Sampling for Minimization of Tail Risks: A Tutorial.

Anand Deo, Karthyek Murthy

Proceedings of the Winter Simulation Conference, 2023

A Nonparametric Approach with Marginals for Modeling Consumer Choice.

Yanqiu Ruan, Xiaobo Li, Karthyek Murthy, Karthik Natarajan

Proceedings of the 24th ACM Conference on Economics and Computation, 2023

2022

Optimal Transport-Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes.

Jose H. Blanchet, Karthyek R. A. Murthy, Fan Zhang

Math. Oper. Res., 2022

Admission Control in the Presence of Arrival Forecasts with Blocking-Based Policy Optimization.

Karthyek Murthy, Divya Padmanabhan, Satyanath Bhat

Proceedings of the Winter Simulation Conference, 2022

Combining Retrospective Approximation with Importance Sampling for Optimising Conditional Value at Risk.

Anand Deo, Karthyek Murthy, Tirtho Sarker

Proceedings of the Winter Simulation Conference, 2022

2021

Exploiting partial correlations in distributionally robust optimization.

Divya Padmanabhan, Karthik Natarajan, Karthyek Murthy

Math. Program., 2021

Statistical Analysis of Wasserstein Distributionally Robust Estimators.

Jose H. Blanchet, Karthyek Murthy, Viet Anh Nguyen

CoRR, 2021

Achieving Efficiency in Black Box Simulation of Distribution Tails with Self-structuring Importance Samplers.

Anand Deo, Karthyek Murthy

CoRR, 2021

Efficient Black-Box Importance Sampling for VaR and CVaR Estimation.

Anand Deo, Karthyek Murthy

Proceedings of the Winter Simulation Conference, 2021

Testing Group Fairness via Optimal Transport Projections.

Nian Si, Karthyek Murthy, Jose H. Blanchet, Viet Anh Nguyen

Proceedings of the 38th International Conference on Machine Learning, 2021

2020

Optimizing tail risks using an importance sampling based extrapolation for heavy-tailed objectives.

Anand Deo, Karthyek Murthy

Proceedings of the 59th IEEE Conference on Decision and Control, 2020

2019

Quantifying Distributional Model Risk via Optimal Transport.

Jose H. Blanchet, Karthyek R. A. Murthy

Math. Oper. Res., 2019

Robust Wasserstein profile inference and applications to machine learning.

Jose H. Blanchet, Yang Kang, Karthyek Rajhaa A. M.

J. Appl. Probab., 2019

Data-Driven Optimal Transport Cost Selection For Distributionally Robust Optimization.

José H. Blanchet, Yang Kang, Karthyek R. A. Murthy, Fan Zhang

Proceedings of the 2019 Winter Simulation Conference, 2019

2018

Exact simulation of multidimensional reflected Brownian motion.

Jose H. Blanchet, Karthyek Rajhaa A. M.

J. Appl. Probab., 2018

2015

Tail asymptotics for delay in a half-loaded GI/GI/2 queue with heavy-tailed job sizes.

Jose H. Blanchet, Karthyek R. A. Murthy

Queueing Syst. Theory Appl., 2015

Incorporating views on marginal distributions in the calibration of risk models.

Santanu Dey, Sandeep Juneja, Karthyek R. A. Murthy

Oper. Res. Lett., 2015

2013

Optimal rare event Monte Carlo for Markov modulated regularly varying random walks.

Karthyek R. A. Murthy, Sandeep Juneja, Jose H. Blanchet

Proceedings of the Winter Simulations Conference: Simulation Making Decisions in a Complex World, 2013

2012

State-independent importance sampling for estimating large deviation probabilities in heavy-tailed random walks.

Karthyek Rajhaa A. M., Sandeep Juneja

Proceedings of the 6th International ICST Conference on Performance Evaluation Methodologies and Tools, 2012