default search action
Google
Google Scholar
Semantic Scholar
Internet Archive Scholar
CiteSeerX
ORCIDSandeep Juneja 0001
Person information
- affiliation: Tata Institute of Fundamental Research (TIFR), Mumbai, India
- affiliation (PhD): Stanford University, CA, USA
Other persons with the same name
- Sandeep Juneja — disambiguation page
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2024
[c37]Vikas Deep, Achal Bassamboo, Sandeep K. Juneja:
Asymptotically Optimal and Computationally Efficient Average Treatment Effect Estimation in A/B testing. ICML 2024- [i10]Agniv Bandyopadhyay, Sandeep Juneja, Shubhada Agrawal:
Optimal Top-Two Method for Best Arm Identification and Fluid Analysis. CoRR abs/2403.09123 (2024) - 2023
- [j34]Daksh Mittal, Sandeep Juneja, Shubhada Agrawal:
Shift, scale and restart smaller models to estimate larger ones: Agent based simulators in epidemiology. SIGMETRICS Perform. Evaluation Rev. 50(4): 56-58 (2023) - [c36]Anirban Bhattacharjee, Sushant Vijayan, Sandeep Juneja:
Best arm identification in rare events. UAI 2023: 163-172 - [i9]Anirban Bhattacharjee, Sushant Vijayan, Sandeep K. Juneja:
Best arm identification in rare events. CoRR abs/2303.07627 (2023) - [i8]Shubhada Agrawal, Sandeep Juneja, Karthikeyan Shanmugam
, Arun Sai Suggala:
Optimal Best-Arm Identification in Bandits with Access to Offline Data. CoRR abs/2306.09048 (2023) - 2022
- [j33]Sandeep Juneja:
Learning the queue arrivals game equilibrium. Queueing Syst. Theory Appl. 100(3-4): 533-535 (2022) - [c35]Sandeep Juneja, Daksh Mittal:
Modelling the Delta Covid-19 Wave in Mumbai. WSC 2022: 581-592 - [c34]Vikas Deep, Achal Bassamboo, Sandeep Juneja, Assaf Zeevi:
Exact Optimal Fixed Width Confidence Interval Estimation for the Mean. WSC 2022: 713-723 - 2021
- [j32]Anand Deo, Sandeep Juneja:
Credit Risk: Simple Closed-Form Approximate Maximum Likelihood Estimator. Oper. Res. 69(2): 361-379 (2021) - [c33]Shubhada Agrawal, Sandeep Juneja, Wouter M. Koolen:
Regret Minimization in Heavy-Tailed Bandits. COLT 2021: 26-62 - [c32]Shubhada Agrawal, Wouter M. Koolen, Sandeep Juneja:
Optimal Best-Arm Identification Methods for Tail-Risk Measures. NeurIPS 2021: 25578-25590 - [i7]Shubhada Agrawal, Sandeep Juneja, Wouter M. Koolen:
Regret Minimization in Heavy-Tailed Bandits. CoRR abs/2102.03734 (2021) - 2020
- [c31]Shubhada Agrawal, Sandeep Juneja, Peter W. Glynn:
Optimal $δ$-Correct Best-Arm Selection for Heavy-Tailed Distributions. ALT 2020: 61-110 - [i6]Achal Bassamboo, Vikas Deep, Sandeep Juneja, Assaf Zeevi:
Discriminative Learning via Adaptive Questioning. CoRR abs/2004.05442 (2020) - [i5]Prahladh Harsha, Sandeep Juneja, Preetam Patil, Nihesh Rathod, Ramprasad Saptharishi, A. Y. Sarath, Sharad Sriram, Piyush Srivastava, Rajesh Sundaresan, Nidhin Koshy Vaidhiyan:
COVID-19 Epidemic Study II: Phased Emergence From the Lockdown in Mumbai. CoRR abs/2006.03375 (2020) - [i4]Shubhada Agrawal, Siddharth Bhandari, Anirban Bhattacharjee, Anand Deo, Narendra M. Dixit, Prahladh Harsha, Sandeep Juneja, Poonam Kesarwani, Aditya Krishna Swamy, Preetam Patil, Nihesh Rathod, Ramprasad Saptharishi, Sharad Shriram, Piyush Srivastava, Rajesh Sundaresan, Nidhin Koshy Vaidhiyan, Sarath Yasodharan:
City-Scale Agent-Based Simulators for the Study of Non-Pharmaceutical Interventions in the Context of the COVID-19 Epidemic. CoRR abs/2008.04849 (2020) - [i3]Shubhada Agrawal, Wouter M. Koolen, Sandeep Juneja:
Optimal Best-Arm Identification Methods for Tail-Risk Measures. CoRR abs/2008.07606 (2020)
2010 – 2019
- 2019
- [c30]Sandeep Juneja, Subhashini Krishnasamy:
Sample complexity of partition identification using multi-armed bandits. COLT 2019: 1824-1852 - [c29]Sarat Babu Moka, Dirk P. Kroese, Sandeep Juneja:
Unbiased Estimation of The Reciprocal Mean For Non-Negative Random Variables. WSC 2019: 404-415 - [c28]Anand Deo, Sandeep Juneja:
Limiting Distributional Fixed Points in Systemic Risk Graph Models. WSC 2019: 878-889 - [i2]Shubhada Agrawal, Sandeep Juneja, Peter W. Glynn:
Optimal best arm selection for general distributions. CoRR abs/1908.09094 (2019) - 2018
- [j31]Daniël Reijsbergen, Pieter-Tjerk de Boer, Werner R. W. Scheinhardt, Sandeep Juneja:
Path-ZVA: General, Efficient, and Automated Importance Sampling for Highly Reliable Markovian Systems. ACM Trans. Model. Comput. Simul. 28(3): 22:1-22:25 (2018) - [c27]Veeraruna Kavitha, Indrajit Saha, Sandeep Juneja:
Random Fixed Points, Limits and Systemic Risk. CDC 2018: 5813-5819 - [i1]Sandeep Juneja, Subhashini Krishnasamy:
Sample complexity of partition identification using multi-armed bandits. CoRR abs/1811.05654 (2018) - 2017
- [j30]L. Jeff Hong, Sandeep Juneja, Guangwu Liu:
Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement. Oper. Res. 65(3): 657-673 (2017) - [j29]Sarat Babu Moka, Sandeep Juneja, M. R. H. Mandjes:
Analysis of Perfect Sampling Methods for Hard-sphere Models. SIGMETRICS Perform. Evaluation Rev. 45(3): 69-75 (2017) - [j28]Sandeep Juneja, Nahum Shimkin:
On the Computation of Dynamic User Equilibrium in the Multiclass Transient Fluid Queue. SIGMETRICS Perform. Evaluation Rev. 45(3): 137-142 (2017) - 2016
- [j27]Sandeep Juneja, D. Manjunath:
To Lounge or to Queue Up. SIGMETRICS Perform. Evaluation Rev. 44(2): 39-41 (2016) - 2015
- [j26]Ankush Agarwal, Sandeep Juneja:
Nearest Neighbor Based Estimation Technique for Pricing Bermudan Options. IGTR 17(1): 1540002:1-1540002:31 (2015) - [j25]Sandeep Juneja, Tushar Raheja:
The Concert Queueing Game: Fluid Regime with Random Order Service. IGTR 17(2): 1540012:1-1540012:15 (2015) - [j24]Santanu Dey, Sandeep Juneja, Karthyek R. A. Murthy:
Incorporating views on marginal distributions in the calibration of risk models. Oper. Res. Lett. 43(1): 46-51 (2015) - [j23]Sergey Foss, Sandeep Juneja, M. R. H. Mandjes, Sarat Babu Moka:
Spatial Loss Systems: Exact Simulation and Rare Event Behavior. SIGMETRICS Perform. Evaluation Rev. 43(2): 3-6 (2015) - [j22]Sarat Babu Moka, Sandeep Juneja:
Regenerative Simulation for Queueing Networks with Exponential or Heavier Tail Arrival Distributions. ACM Trans. Model. Comput. Simul. 25(4): 22:1-22:22 (2015) - 2014
- [j21]L. Jeff Hong, Sandeep Juneja, Jun Luo:
Estimating Sensitivities of Portfolio Credit Risk Using Monte Carlo. INFORMS J. Comput. 26(4): 848-865 (2014) - 2013
- [j20]Ankush Agarwal, Santanu Dey, Sandeep Juneja:
Efficient Simulation of Large Deviation Events for Sums of Random Vectors Using Saddle-Point Representations. J. Appl. Probab. 50(3): 703-720 (2013) - [j19]Sandeep Juneja, Nahum Shimkin:
The concert queueing game: strategic arrivals with waiting and tardiness costs. Queueing Syst. Theory Appl. 74(4): 369-402 (2013) - [j18]Peter W. Glynn, Sandeep Juneja:
Asymptotic Simulation Efficiency Based on Large Deviations. ACM Trans. Model. Comput. Simul. 23(3): 20:1-20:16 (2013) - [c26]Karthyek R. A. Murthy, Sandeep Juneja, Jose H. Blanchet:
Optimal rare event Monte Carlo for Markov modulated regularly varying random walks. WSC 2013: 564-576 - [c25]Sarat Babu Moka, Sandeep Juneja:
Regenerative simulation for multiclass open queueing networks. WSC 2013: 643-654 - [c24]Ankush Agarwal, Sandeep Juneja:
Comparing optimal convergence rate of stochastic mesh and least squares method for bermudan option pricing. WSC 2013: 701-712 - 2012
- [c23]Karthyek Rajhaa A. M., Sandeep Juneja:
State-independent importance sampling for estimating large deviation probabilities in heavy-tailed random walks. VALUETOOLS 2012: 127-135 - [c22]Sandeep Juneja, Tushar Raheja, Nahum Shimkin:
The concert queueing game with a random volume of arrivals. VALUETOOLS 2012: 317-325 - 2011
- [j17]Dirk P. Kroese, Nahum Shimkin, Joseph Kreimer, Sandeep Juneja:
Preface. Ann. Oper. Res. 189(1): 1-3 (2011) - [j16]Søren Asmussen, Jose H. Blanchet, Sandeep Juneja, Leonardo Rojas-Nandayapa:
Efficient simulation of tail probabilities of sums of correlated lognormals. Ann. Oper. Res. 189(1): 5-23 (2011) - [j15]Rahul Jain, Sandeep Juneja, Nahum Shimkin:
The concert queueing game: to wait or to be late. Discret. Event Dyn. Syst. 21(1): 103-138 (2011) - [c21]Santanu Dey, Sandeep Juneja:
Efficient estimation of density and probability of large deviations of sum of IID random variables. WSC 2011: 3805-3816 - [c20]Peter W. Glynn, Sandeep Juneja:
Ordinal optimization: a nonparametric framework. WSC 2011: 4062-4069 - 2010
- [j14]Michael B. Gordy, Sandeep Juneja:
Nested Simulation in Portfolio Risk Measurement. Manag. Sci. 56(10): 1833-1848 (2010) - [c19]Sandeep Juneja:
Monte Carlo methods in finance: An introductory tutorial. WSC 2010: 95-103 - [c18]Santanu Dey, Sandeep Juneja:
Multidimensional Fourier inversion using importance sampling with application to option pricing. WSC 2010: 2801-2809
2000 – 2009
- 2009
- [c17]Sandeep Juneja, Rahul Jain:
The concert/cafeteria queueing problem: a game of arrivals. VALUETOOLS 2009: 59 - [c16]Sandeep Juneja, L. Ramprasath:
Nested Simulation for Estimating Portfolio Losses within a Time Horizon. WSC 2009: 434-443 - [c15]Sandeep Juneja, L. Jeff Hong:
Estimating the Mean of a Non-linear Function of Conditional Expectation. WSC 2009: 1223-1236 - 2008
- [j13]Achal Bassamboo, Sandeep Juneja, Assaf Zeevi:
Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation. Oper. Res. 56(3): 593-606 (2008) - [j12]Paul Glasserman, Sandeep Juneja:
Uniformly Efficient Importance Sampling for the Tail Distribution of Sums of Random Variables. Math. Oper. Res. 33(1): 36-50 (2008) - [c14]Peter W. Glynn, Sandeep Juneja:
A large deviations view of asymptotic efficiency for simulation estimators. WSC 2008: 396-406 - [c13]Jose H. Blanchet, Sandeep Juneja, Leonardo Rojas-Nandayapa:
Efficient tail estimation for sums of correlated lognormals. WSC 2008: 607-614 - [c12]Sandeep Juneja:
Optimizing portfolio tail measures: Asymptotics and efficient simulation optimization. WSC 2008: 621-628 - 2007
- [j11]Achal Bassamboo, Sandeep Juneja, Assaf Zeevi:
On the inefficiency of state-independent importance sampling in the presence of heavy tails. Oper. Res. Lett. 35(2): 251-260 (2007) - [j10]Sandeep Juneja:
Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error. Queueing Syst. Theory Appl. 57(2-3): 115-127 (2007) - [j9]Sigrún Andradóttir, Paul Glasserman, Peter W. Glynn, Philip Heidelberger, Sandeep Juneja:
Perwez Shahabuddin, 1962-2005: A professional appreciation. ACM Trans. Model. Comput. Simul. 17(2): 6 (2007) - [j8]Sandeep Juneja, Rajeeva L. Karandikar, Perwez Shahabuddin:
Asymptotics and fast simulation for tail probabilities of maximum of sums of few random variables. ACM Trans. Model. Comput. Simul. 17(2): 7 (2007) - 2006
- [c11]Achal Bassamboo, Sandeep Juneja:
Optimal resource allocation in two stage sampling of input distributions. WSC 2006: 216-221 - [c10]Soumyadip Ghosh, Sandeep Juneja:
Computing worst-case tail probabilities in credit risk. WSC 2006: 246-254 - [c9]Michael B. Gordy, Sandeep Juneja:
Efficient simulation for risk measurement in portfolio of CDOS. WSC 2006: 749-756 - [p1]Sandeep Juneja, Perwez Shahabuddin:
Chapter 11 Rare-Event Simulation Techniques: An Introduction and Recent Advances. Simulation 2006: 291-350 - 2005
- [j7]Sandeep Juneja, Victor F. Nicola:
Efficient simulation of buffer overflow probabilities in Jackson Networks with feedback. ACM Trans. Model. Comput. Simul. 15(4): 281-315 (2005) - [c8]Achal Bassamboo, Sandeep Juneja, Assaf Zeevi:
Importance sampling simulation in the presence of heavy tails. WSC 2005: 664-672 - [c7]Achal Bassamboo, Sandeep Juneja, Assaf Zeevi:
Expected shortfall in credit portfolios with extremal dependence. WSC 2005: 1849-1858 - [c6]Nomesh Bolia, Sandeep Juneja:
Function-approximation-based perfect control variates for pricing American options. WSC 2005: 1876-1883 - 2004
- [j6]R. S. Randhawa, Sandeep Juneja:
Combining importance sampling and temporal difference control variates to simulate Markov Chains. ACM Trans. Model. Comput. Simul. 14(1): 1-30 (2004) - [c5]Peter W. Glynn, Sandeep Juneja:
A Large Deviations Perspective on Ordinal Optimization. WSC 2004: 577-585 - [c4]Nomesh Bolia, Sandeep Juneja, Paul Glasserman:
Function-Approximation-Based Importance Sampling for Pricing American Options. WSC 2004: 604-611 - 2002
- [j5]Sandeep Juneja, Perwez Shahabuddin:
Simulating heavy tailed processes using delayed hazard rate twisting. ACM Trans. Model. Comput. Simul. 12(2): 94-118 (2002) - 2001
- [j4]Sandeep Juneja, Perwez Shahabuddin:
Fast Simulation of Markov Chains with Small Transition Probabilities. Manag. Sci. 47(4): 547-562 (2001) - [j3]Sandeep Juneja, Perwez Shahabuddin:
Splitting-based importance-sampling algorithm for fast simulation of Markov reliability models with general repair-policies. IEEE Trans. Reliab. 50(3): 235-245 (2001) - [c3]Achal Bassamboo, Manish Gupta, Sandeep Juneja:
Efficient Winner Determination Techniques for Internet Multi-Unit Auctions. I3E 2001: 417-430
1990 – 1999
- 1999
- [j2]Sandeep Juneja, Perwez Shahabuddin:
Simulating heavy tailed processes using delayed hazard rate twisting (extended abstract). SIGMETRICS Perform. Evaluation Rev. 27(3): 20-22 (1999) - [c2]Sandeep Juneja, Perwez Shahabuddin, Anurag Chandra:
Simulating heavy tailed processes using delayed hazard rate twisting. WSC 1999: 420-427 - 1994
- [j1]Cheng-Shang Chang, Philip Heidelberger, Sandeep Juneja, Perwez Shahabuddin:
Effective Bandwidth and Fast Simulation of ATM Intree Networks. Perform. Evaluation 20(1-3): 45-65 (1994) - 1992
- [c1]Sandeep Juneja, Perwez Shahabuddin:
Fast Simulation of Markovian Reliability/Availability Models with General Repair Policies. FTCS 1992: 150-159
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from 
to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the 
of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from 
, 
, and 
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from 
.
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-09-04 00:29 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by:
