Sara Shashaani
Bio
I am an expert in Monte Carlo simulation methodology, and my interest is in analyzing complex stochastic systems to mitigate risks caused by high-impact but rare events.
SHORT DESCRIPTION OF INTERESTS:
Significant uncertainty in climate and human systems along the coastlines makes decision-making for sustainability and progress challenging and costly. I am interested in providing tools for reliable and optimal decisions that hedge against long-term risks with limited resources. More specifically, I seek solutions (decisions) robust to changes in the projected climate and human systems via distributional analysis of uncertainty.
https://shashaani.wordpress.ncsu.edu/
Publications
- Building Trees for Probabilistic Prediction via Scoring Rules , TECHNOMETRICS (2024)
- Complexity of Zeroth- and First-order Stochastic Trust-Region Algorithms , (2024)
- Data Farming the Parameters of Simulation-Optimization , ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION (2024)
- Iteration complexity and finite-time efficiency of adaptive sampling trust-region methods for stochastic derivative-free optimization , IISE TRANSACTIONS (2024)
- Risk score models for urinary tract infection hospitalization , PLOS ONE (2024)
- Simulation model calibration with dynamic stratification and adaptive sampling , Journal of Simulation (2024)
- Strata Design for Variance Reduction in Stochastic Simulation , Technometrics (2024)
- Two-Stage Estimation and Variance Modeling for Latency-Constrained Variational Quantum Algorithms , INFORMS Journal on Computing (2024)
- Adaptive Robust Genetic Algorithms with Ranking and Selection , 2023 Winter Simulation Conference (2023)
- Diagnostic Tools for Evaluating and Comparing Simulation- Optimization Algorithms , INFORMS JOURNAL ON COMPUTING (2023)