Paul Dupuis

According to our database, Paul Dupuis authored at least 40 papers between 1992 and 2023.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2023

Function-space regularized Rényi divergences.

Jeremiah Birrell, Yannis Pantazis, Paul Dupuis, Luc Rey-Bellet, Markos A. Katsoulakis

Proceedings of the Eleventh International Conference on Learning Representations, 2023

2022

Large Deviations for the Single-Server Queue and the Reneging Paradox.

Rami Atar, Amarjit Budhiraja, Paul Dupuis, Ruoyu Wu

Math. Oper. Res., 2022

Analysis and Optimization of Certain Parallel Monte Carlo Methods in the Low Temperature Limit.

Paul Dupuis, Guo-jhen Wu

Multiscale Model. Simul., 2022

(f, Gamma)-Divergences: Interpolating between f-Divergences and Integral Probability Metrics.

Jeremiah Birrell, Paul Dupuis, Markos A. Katsoulakis, Yannis Pantazis, Luc Rey-Bellet

J. Mach. Learn. Res., 2022

2021

Variational Representations and Neural Network Estimation of Rényi Divergences.

Jeremiah Birrell, Paul Dupuis, Markos A. Katsoulakis, Luc Rey-Bellet, Jie Wang

SIAM J. Math. Data Sci., 2021

2020

(f, Γ)-Divergences: Interpolating between f-Divergences and Integral Probability Metrics.

Jeremiah Birrell, Paul Dupuis, Markos A. Katsoulakis, Yannis Pantazis, Luc Rey-Bellet

CoRR, 2020

A Variational Formula for Rényi Divergences.

Jeremiah Birrell, Paul Dupuis, Markos A. Katsoulakis, Luc Rey-Bellet, Jie Wang

CoRR, 2020

2019

Infinite Swapping using IID Samples.

Paul Dupuis, Guo-jhen Wu, Michael Snarski

ACM Trans. Model. Comput. Simul., 2019

Exit time risk-sensitive control for systems of cooperative agents.

Paul Dupuis, Vaios Laschos, Kavita Ramanan

Math. Control. Signals Syst., 2019

2016

Path-Space Information Bounds for Uncertainty Quantification and Sensitivity Analysis of Stochastic Dynamics.

Paul Dupuis, Markos A. Katsoulakis, Yannis Pantazis, Petr Plechác

SIAM/ASA J. Uncertain. Quantification, 2016

2015

Robust Bounds on Risk-Sensitive Functionals via Rényi Divergence.

Rami Atar, Kenny Chowdhary, Paul Dupuis

SIAM/ASA J. Uncertain. Quantification, 2015

2014

Rare event simulation in the neighborhood of a rest point.

Paul Dupuis, Konstantinos Spiliopoulos

Proceedings of the 2014 Winter Simulation Conference, 2014

2013

Analysis of an interacting particle method for rare event estimation.

Yi Cai, Paul Dupuis

Queueing Syst. Theory Appl., 2013

2012

Importance Sampling for Multiscale Diffusions.

Paul Dupuis, Konstantinos Spiliopoulos, Hui Wang

Multiscale Model. Simul., 2012

On the Infinite Swapping Limit for Parallel Tempering.

Paul Dupuis, Yufei Liu, Nuria Plattner, Jimmie D. Doll

Multiscale Model. Simul., 2012

2011

The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation.

Thomas Dean, Paul Dupuis

Ann. Oper. Res., 2011

Rare event simulation for rough energy landscapes.

Paul Dupuis, Konstantinos Spiliopoulos, Hui Wang

Proceedings of the Winter Simulation Conference 2011, 2011

2009

Importance sampling for Jackson networks.

Paul Dupuis, Hui Wang

Queueing Syst. Theory Appl., 2009

Importance Sampling for Weighted-Serve-the-Longest-Queue.

Paul Dupuis, Kevin Leder, Hui Wang

Math. Oper. Res., 2009

2008

Explicit Solutions for a Class of Nonlinear PDEs that Arise in Allocation Problems.

Paul Dupuis, Jim X. Zhang

SIAM J. Math. Anal., 2008

Large-Deviation Approximations for General Occupancy Models.

Jim X. Zhang, Paul Dupuis

Comb. Probab. Comput., 2008

2007

Importance sampling for sums of random variables with regularly varying tails.

Paul Dupuis, Kevin Leder, Hui Wang

ACM Trans. Model. Comput. Simul., 2007

Large deviations and importance sampling for a tandem network with slow-down.

Paul Dupuis, Kevin Leder, Hui Wang

Queueing Syst. Theory Appl., 2007

Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling.

Paul Dupuis, Hui Wang

Math. Oper. Res., 2007

2004

Explicit Solution for a Network Control Problem in the Large Deviation Regime.

Rami Atar, Adam Shwartz, Paul Dupuis

Queueing Syst. Theory Appl., 2004

2003

Explicit Solution to a Robust Queueing Control Problem.

Paul Dupuis

SIAM J. Control. Optim., 2003

An Escape-Time Criterion for Queueing Networks: Asymptotic Risk-Sensitive Control via Differential Games.

Rami Atar, Paul Dupuis, Adam Shwartz

Math. Oper. Res., 2003

2002

Second Order Numerical Methods for First Order Hamilton-Jacobi Equations.

Adam Szpiro, Paul Dupuis

SIAM J. Numer. Anal., 2002

Convergence of numerical optimal feedback policies for deterministic optimal control problems.

Paul Dupuis, Adam Szpiro

Proceedings of the 41st IEEE Conference on Decision and Control, 2002

2001

Convergence of the Optimal Feedback Policies in a Numerical Method for a Class of Deterministic Optimal Control Problems.

Paul Dupuis, Adam Szpiro

SIAM J. Control. Optim., 2001

Risk-Sensitive and Robust Escape Control for Degenerate Diffusion Processes.

Michelle Boué, Paul Dupuis

Math. Control. Signals Syst., 2001

2000

Minimax optimal control of stochastic uncertain systems with relative entropy constraints.

Ian R. Petersen, Matthew R. James, Paul Dupuis

IEEE Trans. Autom. Control., 2000

A Multiclass Feedback Queueing Network with a Regular Skorokhod Problem.

Paul Dupuis, Kavita Ramanan

Queueing Syst. Theory Appl., 2000

Robust Properties of Risk-Sensitive Control.

Paul Dupuis, Matthew R. James, Ian R. Petersen

Math. Control. Signals Syst., 2000

1999

Simple Necessary and Sufficient Conditions for the Stability of Constrained Processes.

Amarjit Budhiraja, Paul Dupuis

SIAM J. Appl. Math., 1999

1998

A Skorokhod Problem formulation and large deviation analysis of a processor sharing model.

Paul Dupuis, Kavita Ramanan

Queueing Syst. Theory Appl., 1998

1994

Shape from Shading: Provably Convergent Algorithms and Uniqueness Results.

Paul Dupuis, John Oliensis

Proceedings of the Computer Vision, 1994

1993

Dynamical systems and variational inequalities.

Paul Dupuis, Anna Nagurney

Ann. Oper. Res., 1993

A global algorithm for shape from shading.

John Oliensis, Paul Dupuis

Proceedings of the Fourth International Conference on Computer Vision, 1993

1992

Direct method for reconstructing shape from shading.

Paul Dupuis, John Oliensis

Proceedings of the IEEE Computer Society Conference on Computer Vision and Pattern Recognition, 1992