On L2 convergence of the Hamiltonian Monte Carlo
- Soumyadip Ghosh
- Yingdong Lu
- et al.
- 2022
- Applied Mathematics Letters
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41 results for Soumyadip Ghosh
Robust analysis in stochastic simulation: Computation and performance guarantees
- Soumyadip Ghosh
- Henry Lam
- 2019
- Operations Research
On sampling rates in simulation-based recursions
- Raghu Pasupathy
- Peter W. Glynn
- et al.
- 2018
- SIOPT
Optimal resource capacity management for stochastic networks
- A.B. Dieker
- Soumyadip Ghosh
- et al.
- 2017
- Operations Research
Managing uncertainty in electricity generation and demand forecasting
- K. Warren
- R. Ambrosio
- et al.
- 2016
- IBM J. Res. Dev
Two-stage stochastic optimization for optimal power flow under renewable generation uncertainty
- Dzung Phan
- Soumyadip Ghosh
- 2014
- ACM TOMACS
A framework for the analysis of probabilistic demand response schemes
- Pavithra Harsha
- Mayank Sharma
- et al.
- 2013
- IEEE Transactions on Smart Grid
Short-term forecasting of the daily load curve for residential electricity usage in the Smart Grid
- J.R.M. Hosking
- Ramesh Natarajan
- et al.
- 2013
- Appl Stochastic Models Bus Indus
C-NORTA: A rejection procedure for sampling from the tail of bivariate NORTA distributions
- Soumyadip Ghosh
- Raghu Pasupathy
- 2012
- INFORMS Journal on Computing
Bid evaluation in procurement auctions with piecewise linear supply curves
- Marta Eso
- Soumyadip Ghosh
- et al.
- 2005
- Journal of Heuristics