Henry Lam

Available identifiers

zbMath Open lam.henryWikidataQ89700200 ScholiaQ89700200MaRDI QIDQ440379

List of research outcomes

Publication	Date of Publication	Type
Rare-event simulation for neural network and random forest predictors	2024-11-14	Paper
Higher-order coverage errors of batching methods via Edgeworth expansions on \(t\)-statistics	2024-10-18	Paper
Parametric scenario optimization under limited data: a distributionally robust optimization view	2024-09-08	Paper
Uncertainty quantification and exploration for reinforcement learning	2024-09-05	Paper
A shrinkage approach to improve direct bootstrap resampling under input uncertainty	2024-09-05	Paper
Do price trajectory data increase the efficiency of market impact estimation?	2024-08-14	Paper
Efficient learning for clustering and optimizing context-dependent designs	2024-07-25	Paper
Burn-in selection in simulating stationary time series	2024-06-12	Paper
Enhanced Balancing of Bias-Variance Tradeoff in Stochastic Estimation: A Minimax Perspective	2024-03-15	Paper
Adaptive importance sampling for extreme quantile estimation with stochastic black box computer models	2023-10-12	Paper
Subsampling to Enhance Efficiency in Input Uncertainty Quantification	2022-08-05	Paper
General Feasibility Bounds for Sample Average Approximation via Vapnik--Chervonenkis Dimension	2022-07-08	Paper
Higher-Order Coverage Errors of Batching Methods via Edgeworth Expansions on $t$-Statistics	2021-11-12	Paper
Minimax efficient finite-difference stochastic gradient estimators using black-box function evaluations	2021-04-07	Paper
Maximum Likelihood Estimation by Monte Carlo Simulation: Toward Data-Driven Stochastic Modeling	2021-01-19	Paper
Optimization-Based Calibration of Simulation Input Models	2020-10-26	Paper
Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization	2020-10-26	Paper
Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees	2020-10-12	Paper
Minimax Efficient Finite-Difference Stochastic Gradient Estimators Using Black-Box Function Evaluations	2020-07-08	Paper
Combating Conservativeness in Data-Driven Optimization under Uncertainty: A Solution Path Approach	2019-09-13	Paper
Robust Actuarial Risk Analysis	2019-05-08	Paper
Uncertainty quantification of stochastic simulation for black-box computer experiments	2019-04-26	Paper
The empirical likelihood approach to quantifying uncertainty in sample average approximation	2019-02-22	Paper
Robust and parallel Bayesian model selection	2018-08-21	Paper
Tail Analysis Without Parametric Models: A Worst-Case Perspective	2018-01-11	Paper
Learning-based Robust Optimization: Procedures and Statistical Guarantees	2017-04-13	Paper
Robust sensitivity analysis for stochastic systems	2016-11-16	Paper
Rare-Event Simulation for Many-Server Queues	2015-04-24	Paper
Two-parameter sample path large deviations for infinite-server queues	2014-10-07	Paper
Uniform large deviations for heavy-tailed queues under heavy traffic	2014-09-09	Paper
A heavy traffic approach to modeling large life insurance portfolios	2014-04-15	Paper
Efficient rare-event simulation for perpetuities	2012-09-12	Paper
Chernoff-Hoeffding bounds for Markov chains: generalized and simplified	2012-08-23	Paper
Spectral library searching for peptide identification in proteomics	2012-08-18	Paper
Corrections to the central limit theorem for heavy-tailed probability densities	2012-02-13	Paper
Rare event simulation for a slotted time M/G/s model	2010-03-17	Paper
Propagation of Input Tail Uncertainty in Rare-Event Estimation: A Light versus Heavy Tail Dichotomy	N/A	Paper

Research outcomes over time

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