Grants per year
Personal profile
Research Interests
Stochastic Simulation, Applied Probability, Heavy Tails, Rare Event Analysis, Markov chain Monte Carlo, Sensitivity Analysis, Energy Systems, Experimental Design.
Education/Academic qualification
Mathematics and Computer Science, BSc, Seoul National University
Computational and Mathematical Engineering, PhD, Stanford University
Computational and Mathematical Engineering, MSc, Stanford University
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Collaborations and top research areas from the last five years
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Grants
- 1 Active
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CAREER: Catastrophic Rare Events: Theory of Heavy Tails and Applications
Rhee, C.-H. (PD/PI) & Rhee, C.-H. (PD/PI)
4/1/22 → 3/31/27
Project: Research project
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Sample-path large deviations for a class of heavy-tailed Markov-additive processes
Chen, B., Rhee, C. H. & Zwart, B., 2024, In: Electronic Journal of Probability. 29, 53.Research output: Contribution to journal › Article › peer-review
Open Access1 Scopus citations -
Importance Sampling Strategy for Heavy-Tailed Systems with Catastrophe Principle
Wang, X. & Rhee, C. H., 2023, 2023 Winter Simulation Conference, WSC 2023. Institute of Electrical and Electronics Engineers Inc., p. 76-90 15 p. (Proceedings - Winter Simulation Conference).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
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Lyapunov Conditions for Differentiability of Markov Chain Expectations
Rhee, C. H. & Glynn, P. W., 2023, In: Mathematics of Operations Research. 48, 4, p. 2019-2042 24 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
ELIMINATING SHARP MINIMA FROM SGD WITH TRUNCATED HEAVY-TAILED NOISE
Wang, X., Oh, S. & Rhee, C. H., 2022.Research output: Contribution to conference › Paper › peer-review
3 Scopus citations -
Large deviations for stochastic fluid networks with Weibullian tails
Bazhba, M., Rhee, C. H. & Zwart, B., Oct 2022, In: Queueing Systems. 102, 1-2, p. 25-52 28 p.Research output: Contribution to journal › Article › peer-review
Open Access