Chihoon Lee

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All published works

Action	Title	Year	Authors
+ PDF Chat	Control in Stochastic Environment with Delays: A Model-based Reinforcement Learning Approach	2024	Zhiyuan Yao Ionuţ Florescu Chihoon Lee
+ PDF Chat	Control in Stochastic Environment with Delays: A Model-based Reinforcement Learning Approach	2024	Zhiyuan Yao Ionuţ Florescu Chihoon Lee
+	A Method for Detecting Murmurous Heart Sounds based on Self-similar Properties	2023	Dixon Vimalajeewa Chihoon Lee Brani Vidaković
+ PDF Chat	Stationary distribution convergence of the offered waiting processes in heavy traffic under general patience time scaling	2021	Chihoon Lee Amy R. Ward Heng-Qing Ye
+ PDF Chat	Stationary Distribution Convergence of the Offered Waiting Processes in Heavy Traffic under General Patience Time Scaling	2021	Chihoon Lee Amy R. Ward Heng-Qing Ye
+	Stationary Distribution Convergence of the Offered Waiting Processes in Heavy Traffic under General Patience Time Scaling	2021	Chihoon Lee Amy R. Ward Heng-Qing Ye
+ PDF Chat	Patch dynamics modeling framework from pathogens’ perspective: Unified and standardized approach for complicated epidemic systems	2020	Shi Chen Yakubu Owolabi Ang Li Eugenia Lo Patrick Robinson Daniel Janies Chihoon Lee Michael Dulin
+ PDF Chat	ENTROPY FLOW AND DE BRUIJN'S IDENTITY FOR A CLASS OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION	2019	Michael C. H. Choi Chihoon Lee Jian Song
+ PDF Chat	Stationary distribution convergence of the offered waiting processes for $$GI/GI/1+GI$$ queues in heavy traffic	2019	Chihoon Lee Amy R. Ward Heng-Qing Ye
+ PDF Chat	Metapopulation Model from Pathogen’s Perspective: A Versatile Framework to Quantify Pathogen Transfer and Circulation between Environment and Hosts	2019	Chen Shi Cristina Lanzas Chihoon Lee Gabriel L. Zenarosa Ahmed A. Arif Michael Dulin
+	A penalized simulated maximum likelihood method to estimate parameters for SDEs with measurement error	2018	Libo Sun Chihoon Lee Jennifer A. Hoeting
+ PDF Chat	Pathogen transfer through environment–host contact: an agent-based queueing theoretic framework	2017	Chen Shi Suzanne Lenhart Judy Day Chihoon Lee Michael Dulin Cristina Lanzas
+	Uniqueness of Equilibrium in the Financial System under Partial Multilateral Netting	2017	Zhenyu Cui Chihoon Lee Yanchu Liu Kai Wang
+ PDF Chat	On drift parameter estimation for reflected fractional Ornstein–Uhlenbeck processes	2016	Chihoon Lee Jian Song
+ PDF Chat	On "A General Framework for Pricing Asian Options Under Markov Processes"	2016	Zhenyu Cui Chihoon Lee Yanchu Liu
+ PDF Chat	On 'A General Framework for Pricing Asian Options Under Markov Processes'	2016	Zhenyu Cui Chihoon Lee Yanchu Liu
+	On "A General Framework for Pricing Asian Options Under Markov Processes"	2016	Zhenyu Cui Chihoon Lee Yanchu Liu
+ PDF Chat	Direction-Projection-Permutation for High-Dimensional Hypothesis Tests	2016	Susan Wei Chihoon Lee Lindsay Wichers Marron
+ PDF Chat	Parameter inference and model selection in deterministic and stochastic dynamical models via approximate Bayesian computation: modeling a wildlife epidemic	2015	Libo Sun Chihoon Lee Jennifer A. Hoeting
+	Optimal pricing barriers in a regulated market using reflected diffusion processes	2015	Zheng Han Yaozhong Hu Chihoon Lee
+ PDF Chat	Direction-Projection-Permutation for High-Dimensional Hypothesis Tests	2015	Susan Wei Chihoon Lee Lindsay Wichers J. S. Marron
+	Steady-State Distribution Convergence for GI/GI/1+GI Queues in Heavy Traffic	2015	Chihoon Lee Amy R. Ward
+ PDF Chat	Non-Markovian State-Dependent Networks in Critical Loading	2015	Chihoon Lee Anatolii A. Puhalskii
+	Stationary Distribution Convergence of the Offered Waiting Processes for GI/GI/1+GI Queues in Heavy Traffic	2015	Chihoon Lee Amy R. Ward Heng-Qing Ye
+	Parameter estimation for reflected Ornstein–Uhlenbeck processes with discrete observations	2014	Yaozhong Hu Chihoon Lee Myung Hee Lee Jian Song
+ PDF Chat	A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations	2014	Libo Sun Chihoon Lee Jennifer A. Hoeting
+	Constrained Stochastic Differential Equations Driven by Fractional Brownian Motions: Stationarity and Parameter Estimation Problems	2013	Chihoon Lee
+	Penalized importance sampling for parameter estimation in stochastic differential equations	2013	Libo Sun Chihoon Lee Jennifer A. Hoeting
+ PDF Chat	Non-Markovian State-Dependent Networks in Critical Loading	2013	Chihoon Lee Anatolii A. Puhalski
+	On drift parameter estimation for reflected fractional Ornstein-Uhlenbeck processes	2013	Chihoon Lee Jian Song
+	Direction-Projection-Permutation for High Dimensional Hypothesis Tests	2013	Susan Wei Chihoon Lee Lindsay Wichers Gen Li J. S. Marron
+	Non-Markovian state dependent networks in critical loading	2012	Chihoon Lee Anatolii A. Puhalskii
+ PDF Chat	Stationary Distribution Convergence for Generalized Jackson Networks in Heavy Traffic	2009	Amarjit Budhiraja Chihoon Lee
+ PDF Chat	Long time asymptotics for constrained diffusions in polyhedral domains	2006	Amarjit Budhiraja Chihoon Lee

Common Coauthors

Coauthor	Papers Together
Amy R. Ward	6
Heng-Qing Ye	5
Jennifer A. Hoeting	4
Zhenyu Cui	4
Jian Song	4
Libo Sun	4
Lindsay Wichers	3
Susan Wei	3
Michael Dulin	3
Cristina Lanzas	2
Yanchu Liu	2
Zhiyuan Yao	2
Yanchu Liu	2
Anatolii A. Puhalskii	2
Amarjit Budhiraja	2
Ionuţ Florescu	2
Dixon Vimalajeewa	1
Ahmed A. Arif	1
Anatolii A. Puhalski	1
Gen Li	1
Shi Chen	1
Ang Li	1
Marron	1
Chen Shi	1
Yaozhong Hu	1
Kai Wang	1
Yakubu Owolabi	1
Daniel Janies	1
Brani Vidaković	1
Zheng Han	1
Chen Shi	1
J. S. Marron	1
Eugenia Lo	1
Gabriel L. Zenarosa	1
Myung Hee Lee	1
Michael C. H. Choi	1
Judy Day	1
J. S. Marron	1
Patrick Robinson	1
Suzanne Lenhart	1
Yaozhong Hu	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Stochastic differential equations with reflecting boundary conditions	1984	Pierre‐Louis Lions Alain‐Sol Sznitman	4
+	Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes	1993	Sean Meyn Richard L. Tweedie	4
+	Validity of Heavy Traffic Steady-State Approximations in Open Queueing Networks	2004	David Gamarnik Assaf Zeevi	4
+	Stability of Markovian processes II: continuous-time processes and sampled chains	1993	Sean Meyn Richard L. Tweedie	4
+	On lipschitz continuity of the solution mapping to the skorokhod problem, with applications	1991	Paul Dupuis Hitoshi Ishii	3
+	Bayesian Inference for Stochastic Kinetic Models Using a Diffusion Approximation	2005	Andrew Golightly Darren J. Wilkinson	3
+	Open Queueing Networks in Heavy Traffic	1984	Martin I. Reiman	3
+	Bayesian sequential inference for nonlinear multivariate diffusions	2006	Andrew Golightly Darren J. Wilkinson	3
+ PDF Chat	Reflected Brownian Motion on an Orthant	1981	J. Michael Harrison Martin I. Reiman	3
+ PDF Chat	Convergence of Probability Measures	1999	Patrick Billingsley	3
+	Modeling Infectious Diseases in Humans and Animals	2008	Matt J. Keeling Pejman Rohani	3
+	Stability and convergence of moments for multiclass queueing networks via fluid limit models	1995	J. G. Dai Sean Meyn	3
+ PDF Chat	Statistical inference for stochastic parabolic equations: a spectral approach	2009	Sergey V. Lototsky	2
+ PDF Chat	Deterministic Nonperiodic Flow	1963	Edward N. Lorenz	2
+ PDF Chat	Long time asymptotics for constrained diffusions in polyhedral domains	2006	Amarjit Budhiraja Chihoon Lee	2
+ PDF Chat	Bayesian inference for nonlinear multivariate diffusion models observed with error	2007	Andrew Golightly Darren J. Wilkinson	2
+	Two Examples of Parameter Estimation for Stochastic Partial Differential Equations	1993	Michael Hübner R. Z. Khas’minskiĭ B. L. Rozovskiĭ	2
+ PDF Chat	Validity of heavy-traffic steady-state approximations in many-server queues with abandonment	2014	J. G. Dai A. B. Dieker Xuefeng Gao	2
+ PDF Chat	Sharp Large Deviations for the Fractional Ornstein–Uhlenbeck Process	2011	Bernard Bercu Laure Coutin Nicolas Savy	2
+ PDF Chat	A two-sample test for high-dimensional data with applications to gene-set testing	2010	Song Xi Chen Yingli Qin	2
+ PDF Chat	Bayesian Analysis of Growth Curves Using Mixed Models Defined by Stochastic Differential Equations	2009	Sophie Donnet Jean‐Louis Foulley Adeline Samson	2
+ PDF Chat	A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations	2014	Libo Sun Chihoon Lee Jennifer A. Hoeting	2
+	Diffusion approximation forGI/G/1 controlled queues	1992	Elena V. Krichagina Michael Taksar	2
+ PDF Chat	A Multivariate Two-Sample Test Based on the Number of Nearest Neighbor Type Coincidences	1988	Norbert Henze	2
+	Markov Processes: Characterization and Convergence.	1987	Andris Abakuks S. N. Ethier Thomas G. Kurtz	2
+	A comparison of persistence-time estimation for discrete and continuous stochastic population models that include demographic and environmental variability	2005	E.J. Allen Linda J. S. Allen Henri Schurz	2
+ PDF Chat	A criterion for invariant measures of markov processes	1982	Pedro Echeverr�a	2
+	A regularized bridge sampler for sparsely sampled diffusions	2011	Erik Lindström	2
+	Stochastic Population Theory: Diffusion Processes	1986	Luigi M. Ricciardi	2
+ PDF Chat	Approximate Bayesian computation scheme for parameter inference and model selection in dynamical systems	2008	Tina Toni David Welch Natalja Strelkowa Andreas Ipsen Michael P. H. Stumpf	2
+ PDF Chat	MCMC Analysis of Diffusion Models With Application to Finance	2001	Bjørn Eraker	2
+ PDF Chat	Distance-Weighted Discrimination	2007	J. S. Marron Michael J. Todd Jeongyoun Ahn	2
+ PDF Chat	Sums of Functions of Nearest Neighbor Distances, Moment Bounds, Limit Theorems and a Goodness of Fit Test	1983	Peter J. Bickel Leo Breiman	2
+ PDF Chat	On the transition densities for reflected diffusions	2005	Vadim Linetsky	2
+ PDF Chat	Validity of heavy traffic steady-state approximations in generalized Jackson networks	2006	David Gamarnik Assaf Zeevi	2
+ PDF Chat	On asymptotic properties of maximum likelihood estimators for parabolic stochastic PDE's	1995	Marianne Huebner B. L. Rozovskiĭ	2
+	On the strong solutions of one-dimensional stochastic differential equations with reflecting boundary	1994	Tusheng Zhang	2
+	Fractional Brownian Approximations of Queueing Networks	1996	Takis Konstantopoulos Si‐Jian Lin	2
+	None	1999	Laurent Decreusefond Ali Süleyman Üstünel	2
+ PDF Chat	A Liapounov bound for solutions of the Poisson equation	1996	Peter W. Glynn Sean Meyn	2
+	None	2003	Amy R. Ward Peter W. Glynn	2
+ PDF Chat	Geometric Representation of High Dimension, Low Sample Size Data	2005	Peter A. Hall J. S. Marron Amnon Neeman	2
+	An Introduction to Measure-Theoretic Probability	2014	George G. Roussas	2
+ PDF Chat	Parameter inference and model selection in deterministic and stochastic dynamical models via approximate Bayesian computation: modeling a wildlife epidemic	2015	Libo Sun Chihoon Lee Jennifer A. Hoeting	2
+ PDF Chat	A Functional Central Limit Theorem for Weakly Dependent Sequences of Random Variables	1984	Norbert Herrndorf	2
+ PDF Chat	Asymptotically tight steady-state queue length bounds implied by drift conditions	2012	Atilla Eryılmaz R. Srikant	2
+ PDF Chat	Role of environmental persistence in pathogen transmission: a mathematical modeling approach	2012	Romulus Breban	2
+	Complex system modelling for veterinary epidemiology	2014	Cristina Lanzas Shi Chen	2
+ PDF Chat	Environmental Determinants of Infectious Disease: A Framework for Tracking Causal Links and Guiding Public Health Research	2007	Joseph N.S. Eisenberg Manish A. Desai Karen Lévy Sarah J. Bates Song Liang Kyra Naumoff James C. Scott	2
+	THE GENERALIZATION OF ‘STUDENT'S’ PROBLEM WHEN SEVERAL DIFFERENT POPULATION VARLANCES ARE INVOLVED	1947	B. L. Welch	2