Peter W. Glynn
- The Asymptotic Validity of Sequential Stopping Rules for Stochastic Simulations
1992/02/01 by Peter W. Glynn, Ward Whitt · 11 citations
Business, Management and Accounting · Decision Sciences · #Advanced Queuing Theory Analysis #Probability and Risk Models #Simulation Techniques and Applications
- Corals' adaptive response to climate change
2004/08/11 by Andrew C. Baker, Craig J. Starger, Tim R. McClanahan +1 · 11 citations
Environmental Science · Earth and Planetary Sciences · Agricultural and Biological Sciences · #Coral and Marine Ecosystems Studies #Marine and coastal plant biology #Cephalopods and Marine Biology
- Adaptive Experimental Design with Temporal Interference: A Maximum\n Likelihood Approach
2020/06/09 by Peter W. Glynn, Glynn, Peter, Ramesh Johari +4 · 3 citations
Business, Management and Accounting · Decision Sciences · Economics, Econometrics and Finance · Mathematics · #Advanced Bandit Algorithms Research #Advanced Causal Inference Techniques #Auction Theory and Applications #Consumer Market Behavior and Pricing #Economic and Environmental Valuation #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)
- The Typical Behavior of Bandit Algorithms
2022/10/11 by Lin Fan, Fan, Lin, Peter W. Glynn +1 · 2 citations
Decision Sciences · Engineering · #Advanced Bandit Algorithms Research #Smart Grid Energy Management #Forecasting Techniques and Applications
- An Accelerated Approach to Safely and Efficiently Test Pre-Production Autonomous Vehicles on Public Streets
2018/05/05 by Mansur Arief, Arief, Mansur, Peter W. Glynn +3 · 1 citation
Engineering · Psychology · #Autonomous Vehicle Technology and Safety #Transportation and Mobility Innovations #Human-Automation Interaction and Safety
- The Fragility of Optimized Bandit Algorithms
2021/09/28 by Lin Fan, Peter W. Glynn, Fan, Lin +1 · 1 citation
Decision Sciences · Computer Science · #Advanced Bandit Algorithms Research #Reinforcement Learning in Robotics #Optimization and Search Problems
- An Efficient High-Dimensional Gradient Estimator for Stochastic Differential Equations
2024/07/14 by Shengbo Wang, Wang, Shengbo, José Blanchet +3 · 2 citations
Computer Science · Mathematics · #Matrix Theory and Algorithms #Neural Networks and Applications #Numerical methods in inverse problems
- Optimal Sample Complexity for Average Reward Markov Decision Processes
2023/10/13 by Shengbo Wang, Wang, Shengbo, José Blanchet +3 · 1 citation
Computer Science · #Bayesian Modeling and Causal Inference #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC)
- Deep Learning for Computing Convergence Rates of Markov Chains
2024/05/30 by Yanlin Qu, José Blanchet, Qu, Yanlin +3 · 2 citations
Computer Science · #Neural Networks and Applications
- Affine Jump-Diffusions: Stochastic Stability and Limit Theorems
2018/10/31 by Xiaowei Zhang, Peter W. Glynn, Zhang, Xiaowei +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #FOS: Economics and business #FOS: Mathematics #Financial Risk and Volatility Modeling #Mathematical Finance (q-fin.MF) #Probability (math.PR) #Statistical Methods and Inference #Stochastic processes and financial applications
- Tightening Causal Bounds via Covariate-Aware Optimal Transport
2025/02/03 by Sirui Lin, Lin, Sirui, Zijun Gao +5 · 1 citation
Computer Science · Engineering · #Adversarial Robustness in Machine Learning #FOS: Computer and information sciences #Fault Detection and Control Systems #Machine Learning and Algorithms #Methodology (stat.ME)