Publications

($\alpha-\beta$: alphabetical authorship)

Submitted and Working Papers

Strongly Efficient Rare-Event Simulation for Regularly Varying Lévy Processes with Infinite Activities [preprint]
Xingyu Wang, Chang-Han Rhee
Major Revision at Mathematics of Operations Research
Large Deviations and Metastability Analysis for Heavy-Tailed Dynamical Systems [preprint]
Xingyu Wang, Chang-Han Rhee
Major Revision at The Annals of Applied Probability
Second Place, George Nicholson Student Paper Competition, 2023
Tail Asymptotics of Cluster Sizes in Multivariate Heavy-Tailed Hawkes Processes [preprint]
($\alpha-\beta$) Jose Blanchet, Roger J. A. Laeven, Xingyu Wang, Bert Zwart
Submitted to The Annals of Applied Probability
Sample Path Large Deviations for Multivariate Heavy-Tailed Hawkes Processes and Related Lévy Processes [preprint]
($\alpha-\beta$) Jose Blanchet, Roger J. A. Laeven, Xingyu Wang, Bert Zwart
Submitted to Bernoulli

Multi-agent Multi-armed Bandit with Fully Heavy-tailed Dynamics [preprint]
Xingyu Wang, Mengfan Xu
To appear at Winter Simulation Conference, 2025
Importance Sampling Strategy for Heavy-Tailed Systems with Catastrophe Principle
Xingyu Wang, Chang-Han Rhee
Proceedings of Winter Simulation Conference, 2023 [pdf]
Eliminating Sharp Minima from SGD with Truncated Heavy-tailed Noises
Xingyu Wang, Sewoong Oh, Chang-Han Rhee
Proceedings of the Tenth International Conference on Learning Representations (ICLR), 2022 [pdf]
Nemhauser Prize for Best Student Paper, 2020
Keyword-Based Topic Modeling and Keyword Selection
Xingyu Wang, Lida Zhang, Diego Klabjan
Proceedings of IEEE Big Data, 2021 [pdf]
Rare-Event Simulation for Multiple Jump Events in Regularly Varying Lévy Processes with Infinite Activities
Xingyu Wang, Chang-Han Rhee
Proceedings of Winter Simulation Conference, 2020 [pdf]
Competitive Multi-agent Inverse Reinforcement Learning with Sub-optimal Demonstrations
Xingyu Wang, Diego Klabjan
Proceedings of the 35th International Conference on Machine Learning (ICML), 2018 [pdf]