Soumyadip Ghosh

According to our database1, Soumyadip Ghosh authored at least 64 papers between 2001 and 2024.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

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Bibliography

2024
Regenerative Ulam-von Neumann Algorithm: An Innovative Markov chain Monte Carlo Method for Matrix Inversion.
CoRR, 2024

On Convergence of the Alternating Directions SGHMC Algorithm.
CoRR, 2024

2023
Obtaining Explainable Classification Models using Distributionally Robust Optimization.
CoRR, 2023

2022
Unbiased Gradient Estimation for Robust Optimization.
SIGMETRICS Perform. Evaluation Rev., 2022

EventGraD: Event-triggered communication in parallel machine learning.
Neurocomputing, 2022

On Representations of Mean-Field Variational Inference.
CoRR, 2022

Communication-Efficient Algorithms for Solving Pressure Poisson Equation for Multiphase Flows using Parallel Computers.
CoRR, 2022

Polynomial convergence of iterations of certain random operators in Hilbert space.
CoRR, 2022

On L2 convergence of the Hamiltonian Monte Carlo.
Appl. Math. Lett., 2022

Distributionally Robust Optimization for Input Model Uncertainty in Simulation-Based Decision Making.
Proceedings of the Winter Simulation Conference, 2022

A Class of Geometric Structures in Transfer Learning: Minimax Bounds and Optimality.
Proceedings of the International Conference on Artificial Intelligence and Statistics, 2022

2021
Hamiltonian Monte Carlo with Asymmetrical Momentum Distributions.
CoRR, 2021

HMC, an Algorithms in Data Mining, the Functional Analysis approach.
CoRR, 2021

HMC, an example of Functional Analysis applied to Algorithms in Data Mining. The convergence in L<sup>p</sup>.
CoRR, 2021

On Solving Distributionally Robust Optimization Formulations Efficiently.
Proceedings of the Winter Simulation Conference, 2021

Efficient Generalization with Distributionally Robust Learning.
Proceedings of the Advances in Neural Information Processing Systems 34: Annual Conference on Neural Information Processing Systems 2021, 2021

2020
Unbiased Gradient Estimation for Distributionally Robust Learning.
CoRR, 2020

EventGraD: Event-Triggered Communication in Parallel Stochastic Gradient Descent.
Proceedings of the 6th IEEE/ACM Workshop on Machine Learning in High Performance Computing Environments, 2020

Quantifying the Empirical Wasserstein Distance to a Set of Measures: Beating the Curse of Dimensionality.
Proceedings of the Advances in Neural Information Processing Systems 33: Annual Conference on Neural Information Processing Systems 2020, 2020

2019
Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees.
Oper. Res., 2019

Parallel Computation using Event-Triggered Communication.
Proceedings of the 2019 American Control Conference, 2019

2018
On Min-Max Optimization Over Large Data Sets.
SIGMETRICS Perform. Evaluation Rev., 2018

On Sampling Rates in Simulation-Based Recursions.
SIAM J. Optim., 2018

Efficient Stochastic Gradient Descent for Distributionally Robust Learning.
CoRR, 2018

Fast Parallel Computation using Periodic Synchronization.
Proceedings of the 2018 Annual American Control Conference, 2018

Slow and Stale Gradients Can Win the Race: Error-Runtime Trade-offs in Distributed SGD.
Proceedings of the International Conference on Artificial Intelligence and Statistics, 2018

2017
Optimal Resource Capacity Management for Stochastic Networks.
Oper. Res., 2017

2016
Managing uncertainty in electricity generation and demand forecasting.
IBM J. Res. Dev., 2016

Bi-level stochastic approximation for joint optimization of hydroelectric dispatch and spot-market operations.
Proceedings of the Winter Simulation Conference, 2016

Accelerating splitting algorithms for power grid reliability estimation.
Proceedings of the Winter Simulation Conference, 2016

Predicting and mitigating congestion for an electric power system under load and renewable uncertainty.
Proceedings of the 2016 American Control Conference, 2016

2015
Mirror descent stochastic approximation for computing worst-case stochastic input models.
Proceedings of the 2015 Winter Simulation Conference, 2015

2014
Two-stage stochastic optimization for optimal power flow under renewable generation uncertainty.
ACM Trans. Model. Comput. Simul., 2014

On adaptive sampling rules for stochastic recursions.
Proceedings of the 2014 Winter Simulation Conference, 2014

A low cost data acquisition system from digital display instruments employing image processing technique.
Proceedings of the 2014 International Conference on Advances in Computing, 2014

2013
A Framework for the Analysis of Probabilistic Demand Response Schemes.
IEEE Trans. Smart Grid, 2013

Iterative methods for robust estimation under bivariate distributional uncertainty.
Proceedings of the Winter Simulations Conference: Simulation Making Decisions in a Complex World, 2013

Low-storage online estimators for quantiles and densities.
Proceedings of the Winter Simulations Conference: Simulation Making Decisions in a Complex World, 2013

A two-phase approach for stochastic optimization of complex business processes.
Proceedings of the Winter Simulations Conference: Simulation Making Decisions in a Complex World, 2013

Dynamic price optimization models for managing time-of-day electricity usage.
Proceedings of the IEEE Fourth International Conference on Smart Grid Communications, 2013

2012
C-NORTA: A Rejection Procedure for Sampling from the Tail of Bivariate NORTA Distributions.
INFORMS J. Comput., 2012

Optimal scenario tree reductions for the stochastic unit commitment problem.
Proceedings of the Winter Simulation Conference, 2012

Simulation models for evaluation of network design and hierarchical transactive control mechanisms in Smart Grids.
Proceedings of the IEEE PES Innovative Smart Grid Technologies Conference, 2012

A distributed scheme for fair EV charging under transmission constraints.
Proceedings of the American Control Conference, 2012

2011
A two-stage non-linear program for optimal electrical grid power balance under uncertainty.
Proceedings of the Winter Simulation Conference 2011, 2011

On interior-point based retrospective approximation methods for solving two-stage stochastic linear programs.
Proceedings of the Winter Simulation Conference 2011, 2011

Managing Procurement Spend Using Advanced Compliance Analytics.
Proceedings of the IEEE 8th International Conference on e-Business Engineering, 2011

2010
A strong law for the rate of growth of long latency periods in cloud computing service
CoRR, 2010

2009
Corrigendum: Behavior of the NORTA method for correlated random vector generation as the dimension increases.
ACM Trans. Model. Comput. Simul., 2009

Simulating Distribution of Emergency Relief Supplies for Disaster Response Operations.
Proceedings of the 2009 Winter Simulation Conference, 2009

2008
Capacity optimization in feedforward Brownian networks.
SIGMETRICS Perform. Evaluation Rev., 2008

A rate result for simulation optimization with conditional value-at-risk constraints.
Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008

2006
Computing worst-case tail probabilities in credit risk.
Proceedings of the Winter Simulation Conference WSC 2006, 2006

Chapter 5 Multivariate Input Processes.
Proceedings of the Simulation, 2006

2005
Bid Evaluation in Procurement Auctions with Piecewise Linear Supply Curves.
J. Heuristics, 2005

Performance analysis of a configured to order business with a variable product configuration recipe.
Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005, 2005

2004
Analysis and control of correlated web server queues.
Comput. Commun., 2004

Dependence Modeling for Stochastic Simulation.
Proceedings of the 36th conference on Winter simulation, 2004

2003
Behavior of the NORTA method for correlated random vector generation as the dimension increases.
ACM Trans. Model. Comput. Simul., 2003

Revisiting correlations and scheduling in Web servers.
SIGMETRICS Perform. Evaluation Rev., 2003

Polyhedral sampling for multiattribute preference elicitation.
Proceedings of the Proceedings 4th ACM Conference on Electronic Commerce (EC-2003), 2003

2002
Chessboard Distributions and Random Vectors with Specified Marginals and Covariance Matrix.
Oper. Res., 2002

Advanced input modeling: properties of the NORTA method in higher dimensions.
Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, 2002

2001
Chessboard distributions.
Proceedings of the 33nd conference on Winter simulation, 2001


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