Publications

Working Papers

• X. Wang and C.-H. Rhee, Large Deviations and Metastability Analysis for Heavy-Tailed Dynamical Systems [pdf]
  Second Place, George Nicholson Student Paper Competition, 2023
• X. Wang and C.-H. Rhee, Strongly Efficient Rare-Event Simulation for Regularly Varying Lévy Processes with Infinite Activities [pdf]
• X. Wang and C.-H. Rhee, Tail Asymptotics for Stationary Distributions of Heavy-Tailed Processes

Selected Publications

• X. Wang, C.-H. Rhee, Importance Sampling Strategy for Heavy-Tailed Systems with Catastrophe Principle
  Proceedings of Winter Simulation Conference, 2023 [pdf]
• X. Wang, S. Oh, and C.-H. Rhee, Eliminating Sharp Minima from SGD with Truncated Heavy-tailed Noises
  Proceedings of the Tenth International Conference on Learning Representations (ICLR), 2022 [pdf]
  Nemhauser Prize for Best Student Paper, 2020
• X. Wang and C.-H. Rhee, Rare-Event Simulation for Multiple Jump Events in Regularly Varying Lévy Processes with Infinite Activities
  Proceedings of Winter Simulation Conference, 2020 [pdf]
• X. Wang and D. Klabjan, Competitive Multi-agent Inverse Reinforcement Learning with Sub-optimal Demonstrations
  Proceedings of the 35th International Conference on Machine Learning (ICML), 2018 [pdf]