Publications

(*: 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
• Tail Asymptotics of Cluster Sizes in Multivariate Heavy-Tailed Hawkes Processes [preprint]
  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]
  Jose Blanchet^*, Roger J. A. Laeven^*, Xingyu Wang^*, Bert Zwart^*
  Submitted to Bernoulli
• Large Deviations and Metastability Analysis for Heavy-Tailed Dynamical Systems [preprint]
  Xingyu Wang, Chang-Han Rhee
  Resubmitted to The Annals of Applied Probability
  Second Place, George Nicholson Student Paper Competition, 2023
• Multi-agent Multi-armed Bandit with Fully Heavy-tailed Dynamics [preprint]
  Xingyu Wang, Mengfan Xu
  Resubmitted to Winter Simulation Conference, 2025
  

Selected Publications

• 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
• 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]