Henry Lam

Available identifiers

zbMath Open lam.henryWikidataQ89700200 ScholiaQ89700200MaRDI QIDQ440379

List of research outcomes

Publication	Date of Publication	Type
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
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
Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization	2020-10-26	Paper
Optimization-Based Calibration of Simulation Input Models	2020-10-26	Paper
Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees	2020-10-12	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
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

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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