Peter Glynn
Identifiers
- name variant Peter Glynn 0.60 · backfill
Papers (18)
- Fast Convergence of Policy Regret in Learning Stochastic Optimal Control math.OC · 2026 · author #3
- Statistical Inference for Stochastic Gradient Descent Beyond Finite Variance stat.ML · 2026 · author #2
- Optimal Transport Relaxations with Application to Wasserstein GANs stat.ML · 2019 · author #3
- Probability Functional Descent: A Unifying Perspective on GANs, Variational Inference, and Reinforcement Learning cs.LG · 2019 · author #3
- An Accelerated Approach to Safely and Efficiently Test Pre-Production Autonomous Vehicles on Public Streets cs.RO · 2018 · author #2
- Lyapunov Conditions for Differentiability of Markov Chain Expectations: the Absolutely Continuous Case math.PR · 2017 · author #2
- On the convergence of mirror descent beyond stochastic convex programming math.OC · 2017 · author #5
- Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach stat.ML · 2016 · author #2
- Selecting the best system and multi-armed bandits math.PR · 2015 · author #1
- On the Limiting Ratio of Current Age to Total Life for Null Recurrent Renewal Processes math.PR · 2015 · author #2
- Theoretical analysis of a Stochastic Approximation approach for computing Quasi-Stationary distributions of general state space Markov chains math.PR · 2015 · author #2
- Theoretical analysis of a Stochastic Approximation approach for computing Quasi-Stationary distributions math.PR · 2014 · author #2
- Likelihood Robust Optimization for Data-driven Problems math.OC · 2013 · author #2
- On the transition from heavy traffic to heavy tails for the M/G/1 queue: The regularly varying case math.PR · 2010 · author #3
- Conditional limit theorems for regulated fractional Brownian motion math.PR · 2009 · author #2
- On convergence to stationarity of fractional Brownian storage math.PR · 2009 · author #3
- Efficient rare-event simulation for the maximum of heavy-tailed random walks math.PR · 2008 · author #2
- Complete corrected diffusion approximations for the maximum of a random walk math.PR · 2006 · author #2
Mentions
- 1507.04564 #1 · backfill · confidence 0.70 Peter Glynn
- 1503.08374 #2 · backfill · confidence 0.70 Peter Glynn
- 1502.06451 #2 · backfill · confidence 0.70 Peter Glynn
- 1401.0364 #2 · backfill · confidence 0.70 Peter Glynn
- 1307.6279 #2 · backfill · confidence 0.70 Peter Glynn
- 2605.26361 #3 · arxiv_oai · confidence 0.70 Peter Glynn
- 2605.26000 #2 · arxiv_oai · confidence 0.70 Peter Glynn
- 1009.5426 #3 · backfill · confidence 0.70 Peter Glynn
- 0912.1928 #2 · backfill · confidence 0.70 Peter Glynn
- 0908.4472 #3 · backfill · confidence 0.70 Peter Glynn
- 0808.2731 #2 · backfill · confidence 0.70 Peter Glynn
Frequent Coauthors
- Jose Blanchet 9 shared papers
- Shuheng Zheng 2 shared papers
- Casey Chu 1 shared papers
- Chang-han Rhee 1 shared papers
- Ding Zhao 1 shared papers
- Hermann Thorisson 1 shared papers
- Hernan Awad 1 shared papers
- Hongseok Namkoong 1 shared papers
- Ilkka Norros 1 shared papers
- John Duchi 1 shared papers
- Jose H. Blanchet 1 shared papers
- Mansur Arief 1 shared papers
- Mariana Olvera-Cravioto 1 shared papers
- Michel Mandjes 1 shared papers
- Nicholas Bambos 1 shared papers
- Panayotis Mertikopoulos 1 shared papers
- Saied Mahdian 1 shared papers
- Sandeep Juneja 1 shared papers
- Shengbo Wang 1 shared papers
- Stephen Boyd 1 shared papers