Henry Lam

From MaRDI portal
Person:440379

Available identifiers

zbMath Open lam.henryWikidataQ89700200 ScholiaQ89700200MaRDI QIDQ440379

List of research outcomes





PublicationDate of PublicationType
Rare-event simulation for neural network and random forest predictors2024-11-14Paper
Higher-order coverage errors of batching methods via Edgeworth expansions on \(t\)-statistics2024-10-18Paper
Parametric scenario optimization under limited data: a distributionally robust optimization view2024-09-08Paper
Uncertainty quantification and exploration for reinforcement learning2024-09-05Paper
A shrinkage approach to improve direct bootstrap resampling under input uncertainty2024-09-05Paper
Do price trajectory data increase the efficiency of market impact estimation?2024-08-14Paper
Efficient learning for clustering and optimizing context-dependent designs2024-07-25Paper
Burn-in selection in simulating stationary time series2024-06-12Paper
Enhanced Balancing of Bias-Variance Tradeoff in Stochastic Estimation: A Minimax Perspective2024-03-15Paper
Adaptive importance sampling for extreme quantile estimation with stochastic black box computer models2023-10-12Paper
Subsampling to Enhance Efficiency in Input Uncertainty Quantification2022-08-05Paper
General Feasibility Bounds for Sample Average Approximation via Vapnik--Chervonenkis Dimension2022-07-08Paper
Higher-Order Coverage Errors of Batching Methods via Edgeworth Expansions on $t$-Statistics2021-11-12Paper
Minimax efficient finite-difference stochastic gradient estimators using black-box function evaluations2021-04-07Paper
Maximum Likelihood Estimation by Monte Carlo Simulation: Toward Data-Driven Stochastic Modeling2021-01-19Paper
Optimization-Based Calibration of Simulation Input Models2020-10-26Paper
Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization2020-10-26Paper
Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees2020-10-12Paper
Minimax Efficient Finite-Difference Stochastic Gradient Estimators Using Black-Box Function Evaluations2020-07-08Paper
Combating Conservativeness in Data-Driven Optimization under Uncertainty: A Solution Path Approach2019-09-13Paper
Robust Actuarial Risk Analysis2019-05-08Paper
Uncertainty quantification of stochastic simulation for black-box computer experiments2019-04-26Paper
The empirical likelihood approach to quantifying uncertainty in sample average approximation2019-02-22Paper
Robust and parallel Bayesian model selection2018-08-21Paper
Tail Analysis Without Parametric Models: A Worst-Case Perspective2018-01-11Paper
Learning-based Robust Optimization: Procedures and Statistical Guarantees2017-04-13Paper
Robust sensitivity analysis for stochastic systems2016-11-16Paper
Rare-Event Simulation for Many-Server Queues2015-04-24Paper
Two-parameter sample path large deviations for infinite-server queues2014-10-07Paper
Uniform large deviations for heavy-tailed queues under heavy traffic2014-09-09Paper
A heavy traffic approach to modeling large life insurance portfolios2014-04-15Paper
Efficient rare-event simulation for perpetuities2012-09-12Paper
Chernoff-Hoeffding bounds for Markov chains: generalized and simplified2012-08-23Paper
Spectral library searching for peptide identification in proteomics2012-08-18Paper
Corrections to the central limit theorem for heavy-tailed probability densities2012-02-13Paper
Rare event simulation for a slotted time M/G/s model2010-03-17Paper
Propagation of Input Tail Uncertainty in Rare-Event Estimation: A Light versus Heavy Tail DichotomyN/APaper

Research outcomes over time

This page was built for person: Henry Lam