Tong, Shanyin

1. Optimization under rare chance constraints
   2020/11/11 by Shanyin Tong, Anirudh Subramanyam, Tong, Shanyin +3 · 2 citations
   Decision Sciences · Mathematics · #Probabilistic and Robust Engineering Design #Forecasting Techniques and Applications #Statistical Distribution Estimation and Applications
2. Large deviation theory-based adaptive importance sampling for rare events in high dimensions
   2022/09/13 by Shanyin Tong, Georg Stadler, Tong, Shanyin +1 · 2 citations
   Decision Sciences · Environmental Science · Economics, Econometrics and Finance · #Probability and Risk Models #Hydrology and Drought Analysis #Financial Risk and Volatility Modeling
3. Extreme event probability estimation using PDE-constrained optimization and large deviation theory, with application to tsunamis
   2020/07/28 by Tong, Shanyin, Vanden-Eijnden, Eric, Stadler, Georg · 1 citation
   #35Q93 #60F10 #60H35 #65K10 #76B15 #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Numerical Analysis (math.NA) #Optimization and Control (math.OC) #Probability (math.PR)