Chang-han Rhee

Under Construction 

Postdoctoral Fellow
Industrial & Systems Engineering and Biomedical Engineering
Georgia Institute of Technology

Supervisor: Enlu Zhou (Industrial & Systems Engineering), Peng Qiu (Biomedical Engineering)

CV

Contact

ISyE Main Bldg. Room 414 755 Ferst Drive NW, Atlanta, GA 30332-0205, USA
rhee@gatech.edu
http://rhee.gatech.edu/

Research

Education

Publication

Unbiased Estimation with Square Root Convergence for SDE Models

with P. W. Glynn
To appear in Operations Research. 2013 George Nicholson Student Paper Competition Finalist.

Exact Estimation for Equilibrium of Markov Chains

with P. W. Glynn
Journal of Applied Probability, 51A:377-389, (2014).

A New Approach to Unbiased Estimation for SDE's

with P. W. Glynn
2012 Winter Simulation Conference, (2012). Best Student Paper Award (MS/OR focused).

An Iterative Algorithm for Sampling from Manifolds

with E. Zhou and P. Qiu
2014 Winter Simulation Conference, (2014).

Lyapunov conditions for differentiability of Markov chain expectations: the absolutely continuous case

with P. W. Glynn
Working Paper.

Lyapunov conditions for differentiability of Markov chain expectations: the contracting case

with P. W. Glynn
Working Paper.

Experimental design for complex systems biology models

with E. Zhou and P. Qiu.
Working Paper.