Raghu Pasupathy
Associate Professor, Department of Statistics
Purdue University, West Lafayette, IN 47907
Phone: (765) 496-9560
Fax: (765) 494-0558
E-mail: pasupath[AT]purdue[DOT]edu Purdue University

Education


Key Editorial Appointments


Research Interests


Software and Useful Resources


Currently Teaching


Selected Publications

  2015 (5)
ASTRO-DF: A Class of Adaptive Sampling Trust-Region Algorithms for Derivative-Free Simulation Optimization. Shashaani, S.; Hashemi, F. S.; and Pasupathy, R. . 2015. Under revision.
ASTRO-DF: A Class of Adaptive Sampling Trust-Region Algorithms for Derivative-Free Simulation Optimization. [link] link   ASTRO-DF: A Class of Adaptive Sampling Trust-Region Algorithms for Derivative-Free Simulation Optimization. [pdf] paper   bibtex
On Sampling Rates in Stochastic Recursions. Pasupathy, R.; Glynn, P. W.; Ghosh, S.; and Hashemi, F. . 2015. Under review.
On Sampling Rates in Stochastic Recursions. [pdf] paper   bibtex
Stochastically Constrained Simulation Optimization On Integer-Ordered Spaces: The cgR-SPLINE Algorithm. Nagaraj, K.; and Pasupathy, R. . 2015. Under revision.
Stochastically Constrained Simulation Optimization On Integer-Ordered Spaces: The cgR-SPLINE Algorithm [link] link   Stochastically Constrained Simulation Optimization On Integer-Ordered Spaces: The cgR-SPLINE Algorithm [pdf] paper   bibtex
Multi-objective simulation optimization on finite sets: optimal allocation via scalarization. Feldman, G.; Hunter, S. R.; and Pasupathy, R. In Yilmaz, L.; Chan, W. K. V.; Moon, I.; Roeder, T. M. K.; Macal, C.; and Rossetti, M. D., editor(s), Proceedings of the 2015 Winter Simulation Conference, Piscataway, NJ, 2015. Institute of Electrical and Electronics Engineers, Inc.
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Modeling Dependence in Simulation Input: The Case for Copulas. Nagaraj, K.; and Pasupathy, R. In Yilmaz, L.; Chan, W. K. V.; Moon, I.; Roeder, T. M. K.; Macal, C.; and Rossetti, M. D., editor(s), Proceedings of the 2015 Winter Simulation Conference, Piscataway, NJ, 2015. Institute of Electrical and Electronics Engineers, Inc.
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  2014 (7)
Monte Carlo Inference on Sample-Path Roots. Pasupathy, R. . 2014. Under review.
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A note on the number of random restarts required to approximate all solutions of a stochastic nonlinear system. Le, K.; and Pasupathy, R. Operations Research, . 2014. Under revision.
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A Stochastic Dilemma Zone Protection Algorithm Based On Vehicle Trajectories. Li, P.; Abbas, M.; and Pasupathy, R. Journal of Intelligent Transportation Systems, . 2014.
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Stochastically constrained ranking and selection via SCORE. Pasupathy, R.; Hunter, S. R.; Pujowidianto, N. A.; Lee, L. H.; and Chen, C. ACM Transactions on Modeling and Computer Simulation, 25(1): 1--26. 2014.
Stochastically constrained ranking and selection via SCORE [link] link   Stochastically constrained ranking and selection via SCORE [pdf] paper   doi   bibtex   abstract   123 downloads
Control-variate estimation using estimated control means. Pasupathy, R.; Taaffe, M.; Schmeiser, B. W.; and Wang, W. IIE Transactions, 44(5): 381--385. 2014.
Control-variate estimation using estimated control means [pdf]Paper   doi   bibtex   abstract   29 downloads
A Guide to SAA. Kim, S.; Pasupathy, R.; and Henderson, S. G. In Fu, M., editor(s), Encyclopedia of Operations Research and Management Science, of Hillier and Lieberman OR Series. Elsevier, 2014.
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On adaptive sampling rules for stochastic recursions. Hashemi, F.; Ghosh, S.; and Pasupathy, R. In Tolk, A.; Diallo, S. Y.; Ryzhov, I. O.; Yilmaz, L.; Buckley, S.; and Miller, J. A., editor(s), Proceedings of the 2014 Winter Simulation Conference, Piscataway, NJ, 2014. Institute of Electrical and Electronics Engineers, Inc.
On adaptive sampling rules for stochastic recursions [link]Paper   bibtex   abstract
  2013 (5)
Integer-Ordered Simulation Optimization using R-SPLINE: Retrospective Search using Piecewise-Linear Interpolation and Neighborhood Enumeration. Wang, H.; Pasupathy, R.; and Schmeiser, B. W. ACM TOMACS, 23(3). 2013.
Integer-Ordered Simulation Optimization using R-SPLINE: Retrospective Search using Piecewise-Linear Interpolation and Neighborhood Enumeration [pdf]Paper   doi   bibtex   abstract   65 downloads
Optimal sampling laws for stochastically constrained simulation optimization on finite sets. Hunter, S. R.; and Pasupathy, R. INFORMS Journal on Computing, 25(3): 527--542. 2013.
Optimal sampling laws for stochastically constrained simulation optimization on finite sets [link] link   Optimal sampling laws for stochastically constrained simulation optimization on finite sets [pdf] paper   doi   bibtex   abstract   69 downloads
Simulation Optimization: A concise overview and implementation guide. Pasupathy, R.; and Ghosh, S. In Topaloglu, H., editor(s), TutORials in Operations Research, 7, pages 122--150. INFORMS, 2013.
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R-SPLINE for local integer-ordered simulation optimization problems with stochastic constraints. Nagaraj, K.; and Pasupathy, R. In Pasupathy, R.; Kim, S.; Tolk, A.; Hill, R.; and Kuhl, M. E., editor(s), Proceedings of the 2013 Winter Simulation Conference, pages 846--855, Piscataway, NJ, 2013. Institute of Electrical and Electronics Engineers, Inc.
R-SPLINE for local integer-ordered simulation optimization problems with stochastic constraints [pdf]Paper   bibtex   abstract   18 downloads
Online quantile and density estimators. Ghosh, S.; and Pasupathy, R. In Pasupathy, R.; Kim, S.; Tolk, A.; Hill, R.; and Kuhl, M. E., editor(s), Proceedings of the 2013 Winter Simulation Conference, pages 778--789, Piscataway, NJ, 2013. Institute of Electrical and Electronics Engineers, Inc.
Online quantile and density estimators [pdf]Paper   bibtex   abstract   12 downloads
  2012 (3)
C-NORTA: A rejection procedure for sampling from the tail of bivariate NORTA distributions. Ghosh, S.; and Pasupathy, R. INFORMS Journal on Computing, 24(2): 295--310. 2012.
C-NORTA: A rejection procedure for sampling from the tail of bivariate NORTA distributions [pdf]Paper   doi   bibtex   abstract   12 downloads
Closed-Form Sampling Laws For Stochastically Constrained Simulation Optimization On Large Finite Sets. Pujowidianto, N. A.; Hunter, S. R.; Pasupathy, R.; Lee, L. H.; and Chen, C. In Laroque, C.; Himmelspach, J.; Pasupathy, R.; Rose, O.; and Uhrmacher, A. M., editor(s), Proceedings of the 2012 Winter Simulation Conference, pages 168--177, Piscataway, NJ, 2012. Institute of Electrical and Electronics Engineers, Inc.
Closed-Form Sampling Laws For Stochastically Constrained Simulation Optimization On Large Finite Sets [pdf]Paper   bibtex   abstract   13 downloads
Averaging and Derivative Estimation Within Stochastic Approximation Algorithms. Hashemi, F.; and Pasupathy, R. In Laroque, C.; Himmelspach, J.; Pasupathy, R.; Rose, O.; and Uhrmacher, A., editor(s), Proceedings of the 2012 Winter Simulation Conference, pages 232--240, Piscataway, NJ, 2012. Institute of Electrical and Electronics Engineers, Inc.
Averaging and Derivative Estimation Within Stochastic Approximation Algorithms [pdf]Paper   bibtex   abstract   9 downloads
  2011 (7)
The stochastic root-finding problem: overview, solutions, and open questions. Pasupathy, R.; and Kim, S. ACM TOMACS, 21(3): 23. 2011.
The stochastic root-finding problem: overview, solutions, and open questions [pdf]Paper   doi   bibtex   abstract   27 downloads
Generating homogenous Poisson processes. Pasupathy, R. In Wiley Encyclopedia of Operations Research and Management Science. Wiley, 2011.
Generating homogenous Poisson processes [pdf]Paper   bibtex   buy   14 downloads
Generating nonhomogenous Poisson processes. Pasupathy, R. In Wiley Encyclopedia of Operations Research and Management Science. Wiley, 2011.
Generating nonhomogenous Poisson processes [pdf]Paper   bibtex   buy   33 downloads
On Interior-Point Based Retrospective Approximation Methods for Solving Two-Stage Stochastic Linear Programs. Ghosh, S.; and Pasupathy, R. In Jain, S.; Creasey, R. R.; Himmelspach, J.; White, K. P.; and Fu, M., editor(s), Proceedings of the 2011 Winter Simulation Conference, pages 4163--4171, Piscataway, NJ, 2011. Institute of Electrical and Electronics Engineers, Inc.
On Interior-Point Based Retrospective Approximation Methods for Solving Two-Stage Stochastic Linear Programs [pdf]Paper   bibtex   abstract   5 downloads
Optimal sampling laws for constrained simulation optimization on finite sets: the bivariate normal case. Hunter, S. R.; Pujowidianto, N. A.; Chen, C.; Lee, L. H.; Pasupathy, R.; and Yap, C. M. In Jain, S.; Creasey, R. R.; Himmelspach, J.; White, K. P.; and Fu, M., editor(s), Proceedings of the 2011 Winter Simulation Conference, pages 4294--4302, Piscataway, NJ, 2011. Institute of Electrical and Electronics Engineers, Inc.
Optimal sampling laws for constrained simulation optimization on finite sets: the bivariate normal case [pdf]Paper   bibtex   abstract   28 downloads
SimOpt: A Library of Simulation Optimization Problems. Pasupathy, R.; and Henderson, S. G. In Jain, S.; Creasey, R. R.; Himmelspach, J.; White, K. P.; and Fu, M., editor(s), Proceedings of the 2011 Winter Simulation Conference, pages 4080--4090, Piscataway, NJ, 2011. Institute of Electrical and Electronics Engineers, Inc.
SimOpt: A Library of Simulation Optimization Problems [pdf]Paper   bibtex   abstract   7 downloads
An Introspective on the Retrospective-approximation Paradigm. Pasupathy, R. In Jain, S.; Creasey, R. R.; Himmelspach, J.; White, K. P.; and Fu, M., editor(s), Proceedings of the 2011 Winter Simulation Conference, pages 412--421, Piscataway, NJ, 2011. Institute of Electrical and Electronics Engineers, Inc.
An Introspective on the Retrospective-approximation Paradigm [pdf]Paper   bibtex   abstract   6 downloads
  2010 (8)
Moment-ratio diagrams for univariate distributions. Vargo, E.; Pasupathy, R.; and Leemis, L. Journal of Quality Technology, 42(3): 276--286. 2010.
Moment-ratio diagrams for univariate distributions [pdf]Paper   bibtex   abstract   7 downloads
Simulation-based optimization of maximum green setting under retrospective approximation framework. Li, P.; Abbas, M.; Pasupathy, R.; and Head, L. Transportation Research, 2192: 1--10. 2010.
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A method for fast generation of Poisson random vectors. Shin, K.; and Pasupathy, R. INFORMS Journal on Computing, 22(1): 81--92. 2010.
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On choosing parameters in retrospective-approximation algorithms for stochastic root finding and simulation optimization. Pasupathy, R. Operations Research, 58(4): 889--901. 2010.
On choosing parameters in retrospective-approximation algorithms for stochastic root finding and simulation optimization [pdf]Paper   doi   bibtex   abstract   14 downloads
The Initial Transient in Steady-State Point Estimation: Contexts, A Bibliography, The MSE Criterion, and The MSER Statistic. Pasupathy, R.; and Schmeiser, B. W. In B.~Johansson; S.~Jain; J.~Montoya-Torres; J.~Hugan; and E.~Yücesan, editor(s), Proceedings of the 2010 Winter Simulation Conference, pages 184--197, Piscataway, NJ, 2010. Institute of Electrical and Electronics Engineers, Inc.
The Initial Transient in Steady-State Point Estimation: Contexts, A Bibliography, The MSE Criterion, and The MSER Statistic [pdf]Paper   bibtex   abstract   3 downloads
Root Finding via DARTS: Dynamic Adaptive Random Target Shooting. Pasupathy, R.; and Schmeiser, B. W. In B.~Johansson; S.~Jain; J.~Montoya-Torres; J.~Hugan; and E.~Yücesan, editor(s), Proceedings of the 2010 Winter Simulation Conference, pages 1255--1262, Piscataway, NJ, 2010. Institute of Electrical and Electronics Engineers, Inc.
Root Finding via DARTS: Dynamic Adaptive Random Target Shooting [pdf]Paper   bibtex   abstract   5 downloads
Selecting Small Quantiles. Pasupathy, R.; Szechtman, R.; and Yücesan, E. In B.~Johansson; S.~Jain; J.~Montoya-Torres; J.~Hugan; and E.~Yücesan, editor(s), Proceedings of the 2010 Winter Simulation Conference, pages 2762--2770, Piscataway, NJ, 2010. Institute of Electrical and Electronics Engineers, Inc.
Selecting Small Quantiles [pdf]Paper   bibtex   abstract   4 downloads
Large-deviation sampling laws for constrained simulation optimization on finite sets. Hunter, S. R.; and Pasupathy, R. In B.~Johansson; S.~Jain; J.~Montoya-Torres; J.~Hugan; and E.~Yücesan, editor(s), Proceedings of the 2010 Winter Simulation Conference, pages 995--1002, Piscataway, NJ, 2010. Institute of Electrical and Electronics Engineers, Inc.
Large-deviation sampling laws for constrained simulation optimization on finite sets [pdf]Paper   bibtex   abstract   8 downloads
  2009 (1)
Retrospective-approximation algorithms for multidimensional stochastic root-finding problems. Pasupathy, R.; and Schmeiser, B. W. ACM TOMACS, 19(2): 5:1--5:36. 2009.
Retrospective-approximation algorithms for multidimensional stochastic root-finding problems [pdf]Paper   doi   bibtex   abstract   10 downloads
  2007 (1)
A method for fast generation of Poisson random vectors. Shin, K.; and Pasupathy, R. In Henderson, S. G.; Biller, B.; Hseih, M.; Shortle, J.; Tew, J. D.; and Barton, R. R., editor(s), Proceedings of the 2007 Winter Simulation Conference, pages 472--479, Piscataway, NJ, 2007. Institute of Electrical and Electronics Engineers, Inc.
A method for fast generation of Poisson random vectors [pdf]Paper   bibtex   abstract   2 downloads
  2006 (3)
Optimal reconstruction periods for stochastically deteriorating infrastructures. Labi, S.; Pasupathy, R.; and Sinha, K. C. Computer-Aided Civil and Infrastructure Engineering, 22(6): 389--399. 2006.
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A Testbed of Simulation-Optimization Problems. Pasupathy, R.; and Henderson, S. In Perrone, L. F.; Wieland, F. P.; Liu, J.; Lawson, B. G.; Nicol, D. M.; and Fujimoto, R. M., editor(s), Proceedings of the 2006 Winter Simulation Conference, pages 255--263, Piscataway, NJ, 2006. Institute of Electrical and Electronics Engineers, Inc.
A Testbed of Simulation-Optimization Problems [pdf]Paper   bibtex   abstract   4 downloads
On Choosing Parameters in Retrospective-Approximation Algorithms for Simulation-Optimization. Pasupathy, R. In Perrone, L. F.; Wieland, F. P.; Liu, J.; Lawson, B. G.; Nicol, D. M.; and Fujimoto, R. M., editor(s), Proceedings of the 2006 Winter Simulation Conference, pages 208--215, Piscataway, NJ, 2006. Institute of Electrical and Electronics Engineers, Inc.
On Choosing Parameters in Retrospective-Approximation Algorithms for Simulation-Optimization [pdf]Paper   bibtex   abstract   1 download
  2005 (1)
Retrospective-Approximation Algorithms for the Multidimensional Stochastic Root-Finding Problem. Pasupathy, R. Ph.D. Thesis, School of Industrial Engineering, Purdue University, West Lafayette, IN., 2005.
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  2004 (1)
Retrospective Approximation Algorithms for the Multidimensional Stochastic Root-Finding Problem. Pasupathy, R.; and Schmeiser, B. W. In Ingalls, R.; Rossetti, M.; Smith, J.; and Peters, B., editor(s), Proceedings of the 2004 Winter Simulation Conference, pages 520--528, Piscataway, NJ, 2004. Institute of Electrical and Electronics Engineers, Inc.
Retrospective Approximation Algorithms for the Multidimensional Stochastic Root-Finding Problem [pdf]Paper   bibtex   abstract   2 downloads
  2003 (2)
Queueing-network stability: simulation-based checking. Wieland, J. R.; Pasupathy, R.; and Schmeiser, B. W. In Chick, S.; Sanchez, P. J.; Ferrin, D.; and Morrice, D. J., editor(s), Proceedings of the 2003 Winter Simulation Conference, pages 520--527, Piscataway, NJ, 2003. Institute of Electrical and Electronics Engineers, Inc.
Queueing-network stability: simulation-based checking [pdf]Paper   bibtex   abstract   2 downloads
Some issues in multivariate stochastic root finding. Pasupathy, R.; and Schmeiser, B. W. In Chick, S.; Sanchez, P. J.; Ferrin, D.; and Morrice, D. J., editor(s), Proceedings of the 2003 Winter Simulation Conference, pages 574--577, Piscataway, NJ, 2003. Institute of Electrical and Electronics Engineers, Inc.
Some issues in multivariate stochastic root finding [pdf]Paper   bibtex   abstract   2 downloads
  2000 (1)
Content of variable message signs and on-line driver behavior. Peeta, S.; Ramos, J.; and Pasupathy, R. Transportation Research Record, 1725: 102--108. 2000.
Content of variable message signs and on-line driver behavior [pdf]Paper   doi   bibtex   abstract   1 download
  1999 (1)
Differences in causality factors for single and multi-vehicle crashes on two-lane roads. Ivan, J.; Pasupathy, R.; and Ossenbruggen, P. Accident Analysis & Prevention, 31(6): 695--704. 1999.
Differences in causality factors for single and multi-vehicle crashes on two-lane roads [pdf]Paper   doi   bibtex   abstract   2 downloads