The following pages link to Henry Lam (Q440379):
Displaying 34 items.
- Spectral library searching for peptide identification in proteomics (Q440380) (← links)
- Efficient rare-event simulation for perpetuities (Q449227) (← links)
- Corrections to the central limit theorem for heavy-tailed probability densities (Q662876) (← links)
- Uniform large deviations for heavy-tailed queues under heavy traffic (Q740946) (← links)
- Robust and parallel Bayesian model selection (Q1663127) (← links)
- The empirical likelihood approach to quantifying uncertainty in sample average approximation (Q1728245) (← links)
- Uncertainty quantification of stochastic simulation for black-box computer experiments (Q1739334) (← links)
- (Q2269503) (redirect page) (← links)
- Rare event simulation for a slotted time M/G/s model (Q2269504) (← links)
- A heavy traffic approach to modeling large life insurance portfolios (Q2446005) (← links)
- Minimax efficient finite-difference stochastic gradient estimators using black-box function evaluations (Q2661588) (← links)
- Robust Sensitivity Analysis for Stochastic Systems (Q2833103) (← links)
- Chernoff-Hoeffding Bounds for Markov Chains: Generalized and Simplified (Q2904755) (← links)
- Two-parameter Sample Path Large Deviations for Infinite Server Queues (Q2921188) (← links)
- Tail Analysis Without Parametric Models: A Worst-Case Perspective (Q4602481) (← links)
- Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees (Q4971591) (← links)
- General Feasibility Bounds for Sample Average Approximation via Vapnik--Chervonenkis Dimension (Q5087110) (← links)
- Subsampling to Enhance Efficiency in Input Uncertainty Quantification (Q5095183) (← links)
- Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization (Q5129181) (← links)
- Optimization-Based Calibration of Simulation Input Models (Q5129200) (← links)
- Maximum Likelihood Estimation by Monte Carlo Simulation: Toward Data-Driven Stochastic Modeling (Q5144802) (← links)
- Rare-Event Simulation for Many-Server Queues (Q5247615) (← links)
- Robust Actuarial Risk Analysis (Q5742897) (← links)
- Adaptive importance sampling for extreme quantile estimation with stochastic black box computer models (Q6072164) (← links)
- Enhanced Balancing of Bias-Variance Tradeoff in Stochastic Estimation: A Minimax Perspective (Q6196766) (← links)
- Propagation of Input Tail Uncertainty in Rare-Event Estimation: A Light versus Heavy Tail Dichotomy (Q6515574) (← links)
- Burn-in selection in simulating stationary time series (Q6554246) (← links)
- Efficient learning for clustering and optimizing context-dependent designs (Q6579651) (← links)
- Do price trajectory data increase the efficiency of market impact estimation? (Q6587733) (← links)
- Uncertainty quantification and exploration for reinforcement learning (Q6598924) (← links)
- A shrinkage approach to improve direct bootstrap resampling under input uncertainty (Q6598939) (← links)
- Parametric scenario optimization under limited data: a distributionally robust optimization view (Q6600105) (← links)
- Higher-order coverage errors of batching methods via Edgeworth expansions on \(t\)-statistics (Q6621527) (← links)
- Rare-event simulation for neural network and random forest predictors (Q6638920) (← links)
