Jose H. Blanchet
Affiliations: | Harvard University, Cambridge, MA, United States |
Area:
StatisticsGoogle:
"Jose Blanchet"Parents
Sign in to add mentorPeter W. Glynn | grad student | 2004 | Stanford (E-Tree) | |
(Limit theorems and approximations with applications to insurance risk and queueing theory.) |
Children
Sign in to add traineeJingchen Liu | grad student | 2008 | Harvard |
Chenxin Li | grad student | 2009 | Harvard |
Kwai H. Lam | grad student | 2011 | Harvard |
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Publications
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Shi Y, Mahdian S, Blanchet J, et al. (2023) Surgical scheduling via optimization and machine learning with long-tailed data : Health care management science, in press. Health Care Management Science |
Blanchet J, He F, Murthy K. (2020) On distributionally robust extreme value analysis Extremes. 23: 317-347 |
Liu Z, Blanchet JH, Dieker AB, et al. (2019) On logarithmically optimal exact simulation of max-stable and related random fields on a compact set Bernoulli. 25: 2949-2981 |
Blanchet JH, Murthy KRA. (2019) Quantifying Distributional Model Risk via Optimal Transport Mathematics of Operations Research. 44: 565-600 |
Blanchet JH, Li J, Nakayama MK. (2019) Rare-Event Simulation for Distribution Networks Operations Research. 67: 1383-1396 |
Chen B, Blanchet JH, Rhee C, et al. (2019) Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes Mathematics of Operations Research. 44: 919-942 |
Rhee CH, Blanchet J, Zwart B. (2019) Sample path large deviations for levy processes and random walks with regularly varying increments Annals of Probability. 47: 3551-3605 |
Blanchet J, Kang Y, Murthy K. (2019) Robust Wasserstein Profile Inference and Applications to Machine Learning Journal of Applied Probability. 56: 830-857 |
Blanchet J, Si N. (2019) Optimal Uncertainty Size in Distributionally Robust Inverse Covariance Estimation Operations Research Letters. 47: 618-621 |
Bazhba M, Blanchet JH, Rhee C, et al. (2019) Queue length asymptotics for the multiple-server queue with heavy-tailed Weibull service times Queueing Systems. 93: 195-226 |