Chang-Han Rhee

1. Eliminating Sharp Minima from SGD with Truncated Heavy-tailed Noise
   2021/02/08 by Xingyu Wang, Sewoong Oh, Wang, Xingyu +3 · 8 citations
   Computer Science · #Advanced Neural Network Applications #Adversarial Robustness in Machine Learning #Domain Adaptation and Few-Shot Learning #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Probability (math.PR)
2. Sample Path Large Deviations for L 'evy Processes and Random Walks with\n Regularly Varying Increments
   2016/06/08 by Chang-Han Rhee, Rhee, Chang-Han, José Blanchet +3 · 2 citations
   Decision Sciences · Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
3. A new approach to unbiased estimation for SDE's
   2012/07/10 by Chang-han Rhee, Chang-Han Rhee, Peter W. Glynn +2 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Monetary Policy and Economic Impact #Probability (math.PR) #Statistical Methods and Inference #Stochastic processes and financial applications #math.PR #q-fin.CP