Browse "Dept. of Mathematical Sciences(수리과학과)" by Author Kang, Wanmo

Showing results 2 to 30 of 30

2
Counterfactual Fairness with Disentangled Causal Effect Variational Autoencoder

Kim, Hyemi; Shin, Seungjae; Jang, JoonHo; Song, Kyungwoo; Joo, Weonyoung; Kang, Wanmo; Moon, Il-Chul, AAAI Conference on Artificial Intelligence (AAAI 2021), pp.8128 - 8136, AAAI, 2021-02-09

3
Denoising Monte Carlo sensitivity estimates

Kang, Wanmo; Kim, Kyoung-Kuk; Shin, Hayong, OPERATIONS RESEARCH LETTERS, v.40, no.3, pp.195 - 202, 2012-05

4
Design and analysis of optimization problems in deep learning = 심층 학습의 최적화 문제에 대한 설계 및 분석link

Lee, Cheolhyoung; Kang, Wanmo; et al, 한국과학기술원, 2020

5
Design and analysis of the bilinear bandit algorithms = 쌍선형 밴딧 해법에 관한 연구link

Jang, Kyoungseok; Kang, Wanmo; et al, 한국과학기술원, 2022

6
Directional Analysis of Stochastic Gradient Descent via von Mises-Fisher Distributions in Deep Learning

Lee, Cheolhyung; Cho, Kyunghyun; Kang, Wanmo, Thirty-second Conference on Neural Information Processing Systems, Neural Information Processing Systems (NIPS) Foundation, 2018-12-08

7
Efficient simulation for greeks and bridges under diffusion models = 확산 모형에서의 민감도와 브리지 계산을 위한 효율적인 시뮬레이션 방법link

Lee, Jong Mun; 이종문; et al, 한국과학기술원, 2017

8
Exact simulation of the wishart multidimensional stochastic volatility model

Kang, Chulmin; Kang, Wanmo; Lee, Jong Mun, OPERATIONS RESEARCH, v.65, no.5, pp.1190 - 1206, 2017-09

9
Exploiting regenerative structure to estimate finite time averages via simulation

Kang, Wanmo; Shahabuddin, Perwez; Whitt, Ward, ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION, v.17, no.2, pp.113 - 120, 2007-04

10
EXPLOITING REGENERATIVE STRUCTURE TO ESTIMATE FINITE TIME AVERAGES VIA SIMULATION: SUPPLEMENTARY MATERIAL

Kang, Wanmo; Shahabuddin, Perwez; Whitt, Ward, 2011-07-21

11
Fairing the gamma: an engineering approach to sensitivity estimation

Kang, Wanmo; Kim, Kyoung-Kuk; Shin, Hayong, IIE TRANSACTIONS, v.46, no.4, pp.374 - 396, 2014-04

12
Fast Simulation of Multifactor Portfolio Credit Risk

Glasserman, Paul; Kang, Wanmo; Shahabuddin, Perwez, OPERATIONS RESEARCH, v.56, no.5, pp.1200 - 1217, 2008-09

13
Fast Simulation of Multifactor Portfolio Credit Risk in the t-Copula Model

Kang, Wanmo; Perwez Shahabuddin, The 2005 Winter Simulation Conference, pp.1859 - 1868, Winter Simulation Conference, 2005-12

14
Improved Regret Bounds of Bilinear Bandits using Action Space Analysis

Jang, Kyoungseok; Jun, Kwang-Sung; Yun, Seyoung; Kang, Wanmo, International Conference on Machine Learning, pp.4744 - 4754, ICML, 2021-07-22

15
Inverse conic programming with applications

Iyengar, G; Kang, Wanmo, OPERATIONS RESEARCH LETTERS, v.33, no.3, pp.319 - 330, 2005-05

16
Large deviations in multifactor portfolio credit risk

Glasserman, Paul; Kang, Wanmo; Shahabuddin, Perwez, MATHEMATICAL FINANCE, v.17, no.3, pp.345 - 379, 2007-07

17
Linear Convergence of Tatonnement in a Bertrand Oligopoly

Kang, Wanmo; Phillips, R.; Huh, T. W; Gallego, G., COMPUTATIONAL SCIENCE AND ITS APPLICATIONS - ICCSA 2006, pp.794 - 803, SPRINGER-VERLAG BERLIN, 2006-05

18
Maximum Likelihood Training of Implicit Nonlinear Diffusion Model

Kim, Dongjun; Na, Byeonghu; Kwon, Se Jung; Lee, Dongsoo; Kang, Wanmo; Moon, Il-Chul, 36th Annual Conference on Neural Information Processing Systems (NeurIPS 2022), Neural Information Processing Systems, 2022-11-28

19
Mixout: Effective Regularization to Finetune Large-scale Pretrained Language Models

Lee, Cheolhyoung; Cho, Kyunghyun; Kang, Wanmo, International Conference on Learning Representations (ICLR), International Conference on Learning Representations, 2020-04-30

20
Optimization problems in the simulation of multifactor portfolio credit risk

Kang, Wanmo; Lee, K, COMPUTATIONAL SCIENCE AND ITS APPLICATIONS - ICCSA 2006, v.3982, pp.749 - 756, SPRINGER-VERLAG BERLIN, 2006-05

21
OR Forum-Design of Risk Weights

Glasserman, Paul; Kang, Wanmo, OPERATIONS RESEARCH, v.62, no.6, pp.1204 - 1220, 2014-11

22
Price competition with the attraction demand model: Existence of unique equilibrium and its stability

Gallego, Guillermo; Huh, Woonghee Tim; Kang, Wanmo; Phillips, Robert, MSOM-MANUFACTURING SERVICE OPERATIONS MANAGEMENT, v.8, no.4, pp.359 - 375, 2006

23
Quantitative approaches to modelling and simulation in some problems of mathematical financelink

Lee, Taeho; Kang, Wanmo; et al, 2021

24
Refining Generative Process with Discriminator Guidance in Score-based Diffusion Models

Kim, Dongjun; Kim, Yeongmin; Kwon, Se Jung; Kang, Wanmo; Moon, Il-Chul, 40th International Conference on Machine Learning, ICML 2023, pp.16567 - 16598, ML Research Press, 2023-07-23

25
Risk Propagation Through a Platform: The Failure Risk Perspective on Platform Sharing

Kang, Chang Muk; Hong, Yoo S.; Huh, Woonghee Tim; Kang, Wanmo, IEEE TRANSACTIONS ON ENGINEERING MANAGEMENT, v.62, no.3, pp.372 - 383, 2015-08

26
SAAL: Sharpness-Aware Active Learning

Kim, Yoon-Yeong; Cho, Youngjae; Jang, JoonHo; Na, Byeonghu; Kim, Yeongmin; Song, Kyungwoo; Kang, Wanmo; et al, 40th International Conference on Machine Learning, ICML 2023, pp.16424 - 16440, ML Research Press, 2023-07-25

27
Sequential Likelihood-Free Inference with Neural Proposal

Kim, Dongjun; Song, Kyungwoo; Kim, Yoon-Yeong; Shin, Yongjin; Kang, Wanmo; Moon, Il-Chul; Joo, Weonyoung, PATTERN RECOGNITION LETTERS, v.169, pp.102 - 109, 2023-05

28
Soft Truncation: A Universal Training Technique of Score-based Diffusion Model for High Precision Score Estimation

Kim, Dongjun; Shin, Seungjae; Song, Kyungwoo; Kang, Wanmo; Moon, Il-Chul, The 39th International Conference on Machine Learning, ICML 2022, International Conference on Machine Learning, 2022-07-18

29
Unbiased Sensitivity Estimation of One-Dimensional Diffusion Processes

Kang, Wanmo; Lee, Jong Mun, MATHEMATICS OF OPERATIONS RESEARCH, v.44, no.1, pp.334 - 353, 2019-02

30
자동차 보험에서 리스크 프로파일에 따른 프리미엄의 베이지안 모델링 연구 = Bayesian modeling of the premium in automobile insurance according to the risk profileslink

김발해; Kim, Bal Hae; et al, 한국과학기술원, 2016

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