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Peter W. Glynn

Publication record assembled from the DBLP archive of ranked conferences.

Papers indexed

86

Venues

12

Active years

1982–2025

Best venue rank

A*

Where they publish

Papers

86 indexed papers, newest first.

YearVenueTitleAuthors
2025ICMLTightening Causal Bounds via Covariate-Aware Optimal Transport.Sirui Lin, Zijun Gao, Jose H. Blanchet, Peter W. Glynn
2025WSCParallel Simulation-Based Prediction in Discrete-Time Discrete-State-Space Markov Chains with GPU Implementation.Yifu Tang, Peter W. Glynn, Zeyu Zheng
2024ICLROptimal Sample Complexity for Average Reward Markov Decision Processes.Shengbo Wang, Jos H. Blanchet, Peter W. Glynn
2024WSCUsing Cosimla Within Policy Iteration for Mdps with Large State Spaces.Yifu Tang, Peter W. Glynn, Zeyu Zheng
2023WSCCosimla with General Regeneration Set to Compute Markov Chain Stationary Expectations.Peter W. Glynn, Zeyu Zheng
2022WSCCombining Numerical Linear Algebra with Simulation to Compute Stationary Distributions.Zeyu Zheng, Alex Infanger, Peter W. Glynn
2021AISTATSFinite-Sample Regret Bound for Distributionally Robust Offline Tabular Reinforcement Learning.Zhengqing Zhou, Qinxun Bai, Zhengyuan Zhou, Linhai Qiu, Jose H. Blanchet, Peter W. Glynn
2021WSCEfficient Computation for Stratified Splitting.Peter W. Glynn, Zeyu Zheng
2020ALTOptimal $δ$-Correct Best-Arm Selection for Heavy-Tailed Distributions.Shubhada Agrawal, Sandeep Juneja, Peter W. Glynn
2020WSCComparing Regenerative-Simulation-Based Estimators of the Distribution of the Hitting Time to a Rarely Visited Set.Peter W. Glynn, Marvin K. Nakayama, Bruno Tuffin
2020WSCA Class of Optimal Transport Regularized Formulations with Applications to Wasserstein GANs.Saied Mahdian, Jose H. Blanchet, Peter W. Glynn
2020WSCJoint Resource Allocation for Input Data Collection and Simulation.Jingxu Xu, Zeyu Zheng, Peter W. Glynn
2019ICMLProbability Functional Descent: A Unifying Perspective on GANs, Variational Inference, and Reinforcement Learning.Casey Chu, Jose H. Blanchet, Peter W. Glynn
2019WSCThe Asymptotic Validity of Sequential Stopping Rules for Confidence Interval Construction Using Standardized Time Series.Jing Dong, Peter W. Glynn
2019WSCEstimation and Inference for Non-Stationary Arrival Models with a Linear Trend.Peter W. Glynn, Zeyu Zheng
2018ICMLDistributed Asynchronous Optimization with Unbounded Delays: How Slow Can You Go?Zhengyuan Zhou, Panayotis Mertikopoulos, Nicholas Bambos, Peter W. Glynn, Yinyu Ye, Li-Jia Li, Li Fei-Fei
2018WSCConstructing simulation output Intervals under input uncertainty via Data sectioning.Peter W. Glynn, Henry Lam
2018WSCUsing Regenerative simulation to Calibrate exponential Approximations to Risk Measures of Hitting times to rarely Visited Sets.Peter W. Glynn, Marvin K. Nakayama, Bruno Tuffin
2017GLOBECOMStable Power Control in Wireless Networks via Dual Averaging.Zhengyuan Zhou, Panayotis Mertikopoulos, Aris L. Moustakas, Saied Mehdian, Nicholas Bambos, Peter W. Glynn
2017WSCOn the estimation of the mean time to failure by simulation.Peter W. Glynn, Marvin K. Nakayama, Bruno Tuffin
2017WSCOn the asymptotic analysis of quantile sensitivity estimation by Monte Carlo simulation.Yijie Peng, Michael C. Fu, Peter W. Glynn, Jianqiang Hu
2017WSCFitting continuous piecewise linear poisson intensities via maximum likelihood and least squares.Zeyu Zheng, Peter W. Glynn
2016DSAADetecting Inaccurate Predictions of Pediatric Surgical Durations.Zhengyuan Zhou, Daniel Miller, Neal Master, David Scheinker, Nicholas Bambos, Peter W. Glynn
2016GLOBECOMA Stochastic Stability Characterization of the Foschini-Miljanic Algorithm in Random Wireless Networks.Zhengyuan Zhou, Daniel Miller, Nicholas Bambos, Peter W. Glynn
2016WSCExact simulation vs exact estimation.Peter W. Glynn
2016WSCExtensions of the regenerative method to new functionals.Zeyu Zheng, Peter W. Glynn
2015WSCUnbiased monte carlo computation of smooth functions of expectations via Taylor expansions.Jose H. Blanchet, Nan Chen, Peter W. Glynn
2015WSCUnbiased Monte Carlo for optimization and functions of expectations via multi-level randomization.Jose H. Blanchet, Peter W. Glynn
2014WSCMeasuring the initial transient: reflected brownian motion.Rob J. Wang, Peter W. Glynn
2012WSCOn simulation of non-Markovian stochastic Petri nets with heavy-tailed firing times.Peter W. Glynn, Peter J. Haas
2012WSCA new approach to unbiased estimation for SDE's.Chang-han Rhee, Peter W. Glynn
2012WSCA new approach to unbiased estimation for SDE's.Chang-han Rhee, Peter W. Glynn
2011WSCOrdinal optimization: a nonparametric framework.Peter W. Glynn, Sandeep Juneja
2011WSCBrownian bridge hypothesis testing for the initial transient problem.Peter W. Glynn, Eunji Lim
2010WSCA regenerative bootstrap approach to estimating the initial transient.Peter W. Glynn, Xiaowei Zhang
2009WSCEfficient Rare Event Simulation of Continuous Time Markovian Perpetuities.Jose H. Blanchet, Peter W. Glynn
2009WSCSimulation-based Computation of the Workload Correlation Function in a Lvy-driven Queue.Peter W. Glynn, Michel Mandjes
2009WSCNew Estimators for Parallel Steady-state Simulations.Minghua Hsieh, Peter W. Glynn
2009WSCRare Event Simulation for a Generalized Hawkes Process.Xiaowei Zhang, Peter W. Glynn, Kay Giesecke, Jose H. Blanchet
2008WSCMonte carlo simulation of diffusions.Peter W. Glynn
2008WSCA large deviations view of asymptotic efficiency for simulation estimators.Peter W. Glynn, Sandeep Juneja
2007WSCStochastic approximation for Monte Carlo optimization (1986).Peter W. Glynn
2007WSCVaraince reduction in mean time to failure simulations (1988).Perwez Shahabuddin, Victor F. Nicola, Philip Heidelberger, Ambuj Goyal, Peter W. Glynn
2007WSCEfficient suboptimal rare-event simulation.Xiaowei Zhang, Jose H. Blanchet, Peter W. Glynn
2006WSCOn an initial transient deletion rule with rigorous theoretical support.Hernan P. Awad, Peter W. Glynn
2006WSCSimulation-based response surface computation in the presence of monotonicity.Eunji Lim, Peter W. Glynn
2005WSCInitial transient problem for steady-state output analysis.Peter W. Glynn
2004GLOBECOMDistributed power and admission control for time varying wireless networks.Tim Holliday, Andrea Goldsmith, Peter W. Glynn, Nick Bambos
2004ISITDistributed power and admission control for time-varying wireless networks.Tim Holliday, Andrea Goldsmith, Nick Bambos, Peter W. Glynn
2004WSCA Large Deviations Perspective on Ordinal Optimization.Peter W. Glynn, Sandeep Juneja
2002GLOBECOMOptimal link adaptation in wideband CDMA systems.Tim Holliday, Andrea Goldsmith, Peter W. Glynn
2002WSCRecent advances in simulation optimization: confidence regions for stochastic approximation algorithms.Minghua Hsieh, Peter W. Glynn
2002WSCDifficult queuing simulation problems: rare-event simulation for infinite server queues.Roberto Szechtman, Peter W. Glynn
2001DACDynamic Voltage Scaling and Power Management for Portable Systems.Tajana Simunic, Luca Benini, Andrea Acquaviva, Peter W. Glynn, Giovanni De Micheli
2001WSCSteady state simulation analysis: importance sampling using the semi-regenerative method.James M. Calvin, Peter W. Glynn, Marvin K. Nakayama
2001WSCSimulation in optimization and optimization in simulation: a markov chain perspective on adaptive Monte Carlo algorithms.Paritosh Y. Desai, Peter W. Glynn
2001WSCConstrained Monte Carlo and the method of control variates.Roberto Szechtman, Peter W. Glynn
2000DATEDynamic Power Management of Laptop Hard Disk.Tajana Simunic, Luca Benini, Peter W. Glynn, Giovanni De Micheli
2000ISLPEDEnergy efficient design of portable wireless systems.Tajana Simunic, Haris Vikalo, Peter W. Glynn, Giovanni De Micheli
2000MOBICOMDynamic power management for portable systems.Tajana Simunic, Luca Benini, Peter W. Glynn, Giovanni De Micheli
1999WSCOn the small-sample optimality of multiple-regeneration estimators.James M. Calvin, Peter W. Glynn, Marvin K. Nakayama
1999WSCCan the regenerative method be applied to discrete-event simulation?Shane G. Henderson, Peter W. Glynn
1999WSCComputing the distribution function of a conditional expectation via Monte Carlo: discrete conditioning spaces.Shing-Hoi Lee, Peter W. Glynn
1998WSCEstimation of Stationary Densities for Markov Chains.Peter W. Glynn, Shane G. Henderson
1997WSCComputational Efficiency Evaluation in Output Analysis.Halim Damerdji, Shane G. Henderson, Peter W. Glynn
1996WSCSelecting the Best System in Transient Simulations with Variances Known.Halim Damerdji, Peter W. Glynn, Marvin K. Nakayama, James R. Wilson
1996WSCGrid-Based Simulation and the Method of Conditional Least Squares.Katherine B. Ensor, Peter W. Glynn
1995WSCPerformance Analysis of Future Event Sets.Halim Damerdji, Peter W. Glynn
1995WSCSome New Results on the Initial Transient Problem.Peter W. Glynn
1995WSCThe Interface Between Simulation Output Analysis Research and Practice.Peter W. Glynn
1995WSCA Set of Extensions to the SIMAN/ARENA Simulation Environment.Marcelo J. Torres, Peter W. Glynn
1994WSCIncreasing the frequency of regeneration for Markov processes.Sigrn Andradttir, James M. Calvin, Peter W. Glynn
1993WSCEfficient estimation of the mean time between failures in non-regenerative dependability models.Peter W. Glynn, Philip Heidelberger, Victor F. Nicola, Perwez Shahabuddin
1992WSCGradient estimation for regenerative processes.Paul Glasserman, Peter W. Glynn
1991WSCGradient estimation for ratios.Peter W. Glynn, Pierre L'Ecuyer, Michel Ads
1989WSCOptimization of stochastic systems via simulation.Peter W. Glynn
1989WSCLikelihood ratio derviative estimators for stochastic systems.Peter W. Glynn
1988WSCVariance reduction in mean time to failure simulations.Perwez Shahabuddin, Victor F. Nicola, Philip Heidelberger, Ambuj Goyal, Peter W. Glynn
1987WSCLikelilood ratio gradient estimation: an overview.Peter W. Glynn
1987WSCA new initial bias deletion rule.Peter W. Glynn, Donald L. Iglehart
1986WSCOptimization of stochastic systems.Peter W. Glynn
1986WSCStochastic approximation for Monte Carlo optimization.Peter W. Glynn
1986WSCProblems in Bayesian analysis of stochastic simulation.Peter W. Glynn
1985WSCLarge-sample theory for standardized time series: an overview.Peter W. Glynn, Donald L. Iglehart
1983WSCOn the role of generalized semi-Markov processes in simulation output analysis.Peter W. Glynn
1982WSCCoverage error for confidence intervals arising in simulation output analysis.Peter W. Glynn