| Unbiased estimation with square root convergence for SDE models C Rhee, PW Glynn Operations Research 63 (5), 1026-1043, 2015 | 257 | 2015 |
| Exact estimation for Markov chain equilibrium expectations PW Glynn, C Rhee Journal of Applied Probability 51 (A), 377-389, 2014 | 153 | 2014 |
| A new approach to unbiased estimation for SDE's C Rhee, PW Glynn Proceedings of the 2012 Winter Simulation Conference (WSC), 1-7, 2012 | 68 | 2012 |
| Sample path large deviations for Lévy processes and random walks with regularly varying increments CH Rhee, J Blanchet, B Zwart The Annals of Probability 47 (6), 3551-3605, 2019 | 35 | 2019 |
| Efficient rare-event simulation for multiple jump events in regularly varying random walks and compound Poisson processes B Chen, J Blanchet, CH Rhee, B Zwart Mathematics of Operations Research 44 (3), 919-942, 2019 | 29 | 2019 |
| Queue length asymptotics for the multiple-server queue with heavy-tailed Weibull service times M Bazhba, J Blanchet, CH Rhee, B Zwart Queueing Systems 93, 195-226, 2019 | 26 | 2019 |
| Eliminating sharp minima from SGD with truncated heavy-tailed noise X Wang, S Oh, CH Rhee arXiv preprint arXiv:2102.04297, 2021 | 13 | 2021 |
| Sample path large deviations for Lévy processes and random walks with Weibull increments M Bazhba, J Blanchet, CH Rhee, B Zwart | 13 | 2020 |
| Sample path large deviations for heavy-tailed Lévy processes and random walks CH Rhee, J Blanchet, B Zwart arXiv preprint arXiv:1606.02795, 2016 | 10 | 2016 |
| Unbiased estimation with biased samplers C Rhee Stanford University, 2013 | 9 | 2013 |
| Space-filling design for nonlinear models CH Rhee, E Zhou, P Qiu arXiv preprint arXiv:1710.11616, 2017 | 5 | 2017 |
| Lyapunov conditions for differentiability of Markov chain expectations CH Rhee, PW Glynn Mathematics of Operations Research 48 (4), 2019-2042, 2023 | 4 | 2023 |
| Large Deviations and Metastability Analysis for Heavy-Tailed Dynamical Systems X Wang, CH Rhee arXiv preprint arXiv:2307.03479, 2023 | 4 | 2023 |
| An iterative algorithm for sampling from manifolds C Rhee, E Zhou, P Qiu Proceedings of the Winter Simulation Conference 2014, 574-585, 2014 | 4 | 2014 |
| Sample-path large deviations for unbounded additive functionals of the reflected random walk M Bazhba, J Blanchet, CH Rhee, B Zwart Mathematics of Operations Research, 2024 | 3 | 2024 |
| Rare-event simulation for multiple jump events in heavy-tailed lévy processes with infinite activities X Wang, CH Rhee 2020 Winter Simulation Conference (WSC), 409-420, 2020 | 3 | 2020 |
| Lyapunov conditions for differentiability of Markov chain expectations: the absolutely continuous case CH Rhee, P Glynn arXiv preprint arXiv:1707.03870, 2017 | 3 | 2017 |
| Sample-path large deviations for a class of heavy-tailed Markov-additive processes B Chen, CH Rhee, B Zwart Electronic Journal of Probability 29, 1-44, 2024 | 2 | 2024 |
| Importance Sampling Strategy for Heavy-Tailed Systems with Catastrophe Principle X Wang, CH Rhee 2023 Winter Simulation Conference (WSC), 76-90, 2023 | 2 | 2023 |
| Importance sampling of heavy-tailed iterated random functions B Chen, CH Rhee, B Zwart Advances in Applied Probability 50 (3), 805-832, 2018 | 2 | 2018 |
