Jose H. Blanchet

Jose Blanchet

	2012
22		Jose Blanchet, Jing Dong: Rare-event simulation for multi-server queues in the Halfin-Whitt regime. SIGMETRICS Performance Evaluation Review 39(4): 35 (2012)
	2011
21		Jose Blanchet, Chenxin Li: Efficient rare event simulation for heavy-tailed compound sums. ACM Trans. Model. Comput. Simul. 21(2): 9 (2011)
20		Søren Asmussen, Jose H. Blanchet, Sandeep Juneja, Leonardo Rojas-Nandayapa: Efficient simulation of tail probabilities of sums of correlated lognormals. Annals OR 189(1): 5-23 (2011)
	2010
19		Jose H. Blanchet, Jingchen Liu, Xuan Yang: Monte Carlo for large credit portfolios with potentially high correlations. Winter Simulation Conference 2010: 2810-2820
18		Pierre L'Ecuyer, Jose H. Blanchet, Bruno Tuffin, Peter W. Glynn: Asymptotic robustness of estimators in rare-event simulation. ACM Trans. Model. Comput. Simul. 20(1): (2010)
17		Jose Blanchet, Alexandre Stauffer: Characterizing Optimal Sampling of Binary Contingency Tables via the Configuration Model CoRR abs/1007.1214: (2010)
16		Jose Blanchet, Kevin Leder, Yixi Shi: Analysis of a Splitting Estimator for Rare Event Probabilities in Jackson Networks CoRR abs/1007.5030: (2010)
	2009
15		Xiaowei Zhang, Peter W. Glynn, Kay Giesecke, Jose Blanchet: Rare Event Simulation for a Generalized Hawkes Process. Winter Simulation Conference 2009: 1291-1298
14		Jose H. Blanchet, Peter W. Glynn: Efficient Rare Event Simulation of Continuous Time Markovian Perpetuities. Winter Simulation Conference 2009: 444-451
13		Jose Blanchet, Peter W. Glynn, H. Lam: Rare event simulation for a slotted time M/G/s model. Queueing Syst. 63(1-4): 33-57 (2009)
	2008
12		Robert J. Adler, Jose Blanchet, Jingchen Liu: Efficient simulation for tail probabilities of Gaussian random fields. Winter Simulation Conference 2008: 328-336
11		Jose Blanchet, Jingchen Liu, Bert Zwart: Large deviations perspective on ordinal optimization of heavy-tailed systems. Winter Simulation Conference 2008: 489-494
10		Jose Blanchet, Sandeep Juneja, Leonardo Rojas-Nandayapa: Efficient tail estimation for sums of correlated lognormals. Winter Simulation Conference 2008: 607-614
	2007
9		Jose Blanchet, Bert Zwart: Importance sampling of compounding processes. Winter Simulation Conference 2007: 372-379
8		Jose H. Blanchet, Jingchen Liu: Path-sampling for state-dependent importance sampling. Winter Simulation Conference 2007: 380-388
7		Xiaowei Zhang, Jose Blanchet, Peter W. Glynn: Efficient suboptimal rare-event simulation. Winter Simulation Conference 2007: 389-394
6		Jose H. Blanchet, Jingchen Liu: Rare-event simulation for a multidimensional random walk with t distributed increments. Winter Simulation Conference 2007: 395-402
5		Jose Blanchet, Michel Mandjes: Editorial: rare-event simulation for queues. Queueing Syst. 57(2-3): 57-59 (2007)
4		Jose Blanchet, Peter W. Glynn, Jingchen Liu: Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed G/G/1 queue. Queueing Syst. 57(2-3): 99-113 (2007)
	2006
3		Jose Blanchet, Peter W. Glynn: Strongly efficient estimators for light-tailed sums. VALUETOOLS 2006: 18
2		Jose Blanchet: Importance sampling and efficient counting of 0-1 contingency tables. VALUETOOLS 2006: 20
1		Jose H. Blanchet, Jingchen Liu: Efficient simulation for large deviation probabilities of sums of heavy-tailed increments. Winter Simulation Conference 2006: 757-764

Coauthor Index

1	Robert J. Adler	[12]
2	Søren Asmussen	[20]
3	Jing Dong	[22]
4	Kay Giesecke	[15]
5	Peter W. Glynn	[3] [4] [7] [13] [14] [15] [18]
6	Sandeep Juneja	[10] [20]
7	Pierre L'Ecuyer	[18]
8	H. Lam	[13]
9	Kevin Leder	[16]
10	Chenxin Li	[21]
11	Jingchen Liu	[1] [4] [6] [8] [11] [12] [19]
12	Michel Mandjes (M. R. H. Mandjes)	[5]
13	Leonardo Rojas-Nandayapa	[10] [20]
14	Yixi Shi	[16]
15	Alexandre Stauffer	[17]
16	Bruno Tuffin	[18]
17	Xuan Yang	[19]
18	Xiaowei Zhang	[7] [15]
19	Bert Zwart	[9] [11]

Colors in the list of coauthors

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