Concepedia

José Blanchet

JB

Statistics

Publications

83

Citations

2.7K

H-Index

26

Active since

2007

Affiliations

Columbia University(Current)

Stanford University

Singapore University of Technology and Design

Harvard University

José Blanchet is an author at Columbia University specializing in stochastic processes, mathematics, and probability theory.

Publications per year

2007–2025

83

Publications

83

A Markov Chain Approximation to Choice Modeling

José Blanchet, Guillermo Gallego, Vineet Goyal · Operations Research · 2016 · 312 citations

Business, Decision Sciences, Economics +15

Robust Wasserstein profile inference and applications to machine learning

José Blanchet, Yang Kang, Karthyek Murthy · Journal of Applied Probability · 2019 · 269 citations · Full text

Computing, Computer Science, Machine Learning +16

Distributionally Robust Mean-Variance Portfolio Selection with Wasserstein Distances

José Blanchet, Lin Chen, Xun Yu Zhou · Management Science · 2021 · 134 citations

Business, Finance, Financial Management +17

Efficient rare-event simulation for the maximum of heavy-tailed random walks

José Blanchet, Peter W. Glynn · The Annals of Applied Probability · 2008 · 112 citations · Full text

Natural Sciences, Mathematics, Probability Theory +12

Asymptotic robustness of estimators in rare-event simulation

Pierre L’Ecuyer, José Blanchet, Bruno Tuffin et al. · ACM Transactions on Modeling and Computer Simulation · 2010 · 101 citations

Natural Sciences, Mathematics, Probability Theory +15

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