Jeremy C. Staum, Ph.D.
Affiliations: | 2001 | Columbia University, New York, NY |
Area:
Operations ResearchGoogle:
"Jeremy Staum"Parents
Sign in to add mentor| Paul Glasserman | grad student | 2001 | Columbia | |
| (Early stopping in financial simulations.) | ||||
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Publications
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| Yang R, Apley DW, Staum JC, et al. (2020) Density Deconvolution With Additive Measurement Errors Using Quadratic Programming Journal of Computational and Graphical Statistics. 1-12 |
| Salemi P, Staum J, Nelson BL. (2019) Generalized Integrated Brownian Fields for Simulation Metamodeling Operations Research. 67: 874-891 |
| Salemi PL, Song E, Nelson BL, et al. (2019) Gaussian Markov Random Fields for Discrete Optimization via Simulation: Framework and Algorithms Operations Research. 67: 250-266 |
| Maggiar A, Wächter A, Dolinskaya IS, et al. (2018) A Derivative-Free Trust-Region Algorithm for the Optimization of Functions Smoothed via Gaussian Convolution Using Adaptive Multiple Importance Sampling Siam Journal On Optimization. 28: 1478-1507 |
| Rosenbaum I, Staum J. (2017) Multilevel Monte Carlo Metamodeling Operations Research. 65: 1062-1077 |
| Feng M, Staum J. (2017) Green Simulation: Reusing the Output of Repeated Experiments Acm Transactions On Modeling and Computer Simulation. 27: 23 |
| Steckley SG, Henderson SG, Ruppert D, et al. (2016) Estimating the density of a conditional expectation Electronic Journal of Statistics. 10: 736-760 |
| Salemi P, Nelson BL, Staum J. (2016) Moving least squares regression for high-dimensional stochastic simulation metamodeling Acm Transactions On Modeling and Computer Simulation. 26 |
| Song E, Nelson BL, Staum J. (2016) Shapley Effects for Global Sensitivity Analysis: Theory and Computation Siam/Asa Journal On Uncertainty Quantification. 4: 1060-1083 |
| Staum JC. (2015) Nonnegative risk components Journal of Risk. 18: 1-29 |