Henry Lam

发表

The empirical likelihood approach to quantifying uncertainty in sample average approximation

Henry Lam, Enlu Zhou, 2017, Oper. Res. Lett..

A New Approach to Maximize the Potential of Reciprocating Engines Operating on Bio-Fuel Energy

Henry Lam, Mark Richter, Geoff Ashton, 2011 .

Sequential Learning under Probabilistic Constraints

Chen Dong, Henry Lam, Amirhossein Meisami, 2018, UAI.

Using the Piecewise Mixture Model to Evaluate Automated Vehicles in the Frontal Cut-in Scenario

Ding Zhao, Huei Peng, Henry Lam, 2016 .

Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees

Soumyadip Ghosh, Henry Lam, Soumyadip Ghosh, 2015, Oper. Res..

REVISITING DIRECT BOOTSTRAP RESAMPLING FOR INPUT MODEL UNCERTAINTY

Russell R. Barton, Henry Lam, Eunhye Song, 2018, 2018 Winter Simulation Conference (WSC).

Parametric Scenario Optimization under Limited Data

Henry Lam, Fengpei Li, H. Lam, 2019, ACM Trans. Model. Comput. Simul..

Improving prediction from stochastic simulation via model discrepancy learning

Xinyu Zhang, Henry Lam, Matthew Plumlee, 2017, 2017 Winter Simulation Conference (WSC).

CONSTRUCTING SIMULATION OUTPUT INTERVALS UNDER INPUT UNCERTAINTY VIA DATA SECTIONING

Peter W. Glynn, Henry Lam, P. Glynn, 2018, 2018 Winter Simulation Conference (WSC).

A statistical perspective on linear programs with uncertain parameters

L. Jeff Hong, Henry Lam, H. Lam, 2015, 2015 Winter Simulation Conference (WSC).

An Uncertainty Quantification Method for Inexact Simulation Models

Henry Lam, Matthew Plumlee, M. Plumlee, 2017, 1707.06544.

Rare-Event Simulation for Many-Server Queues

Henry Lam, Jose H. Blanchet, J. Blanchet, 2012, Math. Oper. Res..

DESIGNING IMPORTANCE SAMPLERS TO SIMULATE MACHINE LEARNING PREDICTORS VIA OPTIMIZATION

Ding Zhao, Henry Lam, Zhiyuan Huang, 2018, 2018 Winter Simulation Conference (WSC).

Uncertainty quantification on simulation analysis driven by random forests

Henry Lam, Amirhossein Meisami, Mark P. Van Oyen, 2017, 2017 Winter Simulation Conference (WSC).

The empirical likelihood approach to simulation input uncertainty

Henry Lam, Huajie Qian, H. Lam, 2016, 2016 Winter Simulation Conference (WSC).

Sequential experimentation to efficiently test automated vehicles

Ding Zhao, Henry Lam, Zhiyuan Huang, 2017, 2017 Winter Simulation Conference (WSC).

SUBSAMPLING VARIANCE FOR INPUT UNCERTAINTY QUANTIFICATION

Henry Lam, Huajie Qian, 2018, 2018 Winter Simulation Conference (WSC).

Sensitivity to Serial Dependency of Input Processes: A Robust Approach

Henry Lam, H. Lam, 2016, Manag. Sci..

Approximating data-driven joint chance-constrained programs via uncertainty set construction

L. Jeff Hong, Henry Lam, Zhiyuan Huang, 2016, 2016 Winter Simulation Conference (WSC).

ON EFFICIENCIES OF STOCHASTIC OPTIMIZATION PROCEDURES UNDER IMPORTANCE SAMPLING

Michael C. Fu, Henry Lam, Guangxin Jiang, 2018, 2018 Winter Simulation Conference (WSC).

ASSESSING SOLUTION QUALITY IN STOCHASTIC OPTIMIZATION VIA BOOTSTRAP AGGREGATING

Henry Lam, Huajie Qian, H. Lam, 2018, 2018 Winter Simulation Conference (WSC).

Quantifying uncertainty in sample average approximation

Henry Lam, Enlu Zhou, 2015, 2015 Winter Simulation Conference (WSC).

Learning-Based Robust Optimization: Procedures and Statistical Guarantees

L. Jeff Hong, Henry Lam, Zhiyuan Huang, 2017, Manag. Sci..

Accelerated Evaluation of Automated Vehicles based on Importance Sampling Techniques pdf

Ding Zhao, Huei Peng, Shan Bao, 2016, ArXiv.

Synthesis of Different Autonomous Vehicles Test Approaches

Ding Zhao, Henry Lam, Zhiyuan Huang, 2018, 2018 21st International Conference on Intelligent Transportation Systems (ITSC).

Reconstructing Input Models in Stochastic Simulation

Bo Zhang, Aleksandrina Goeva, Henry Lam, 2016, 1605.09074.

Tail Analysis Without Parametric Models: A Worst-Case Perspective

Henry Lam, Clementine Mottet, H. Lam, 2015, Oper. Res..

Spectral Library Searching for Peptide Identification via Tandem MS

Ruedi Aebersold, Henry Lam, Henry H. N. Lam, 2010, Proteome Bioinformatics.

An accelerated testing approach for automated vehicles with background traffic described by joint distributions

Ding Zhao, Henry Lam, Zhiyuan Huang, 2017, 2017 IEEE 20th International Conference on Intelligent Transportation Systems (ITSC).

Accelerated Evaluation of Automated Vehicles in Car-Following Maneuvers

Ding Zhao, Huei Peng, Henry Lam, 2016, IEEE Transactions on Intelligent Transportation Systems.

Rare event simulation techniques

Henry Lam, Jose H. Blanchet, J. Blanchet, 2011, Proceedings of the 2011 Winter Simulation Conference (WSC).

Information Dissemination via Random Walks in d-Dimensional Space pdf

Zhenming Liu, Yajun Wang, Michael Mitzenmacher, 2011, SODA.

Advanced tutorial: Input uncertainty and robust analysis in stochastic simulation

Henry Lam, H. Lam, 2016, 2016 Winter Simulation Conference (WSC).

Learning stochastic model discrepancy

Henry Lam, Matthew Plumlee, M. Plumlee, 2016, 2016 Winter Simulation Conference (WSC).

Optimization-based Quantification of Simulation Input Uncertainty via Empirical Likelihood

Henry Lam, Huajie Qian, H. Lam, 2017, 1707.05917.

A Bayesian Framework for Online Classifier Ensemble

Stan Sclaroff, Henry Lam, Qinxun Bai, 2014, ICML.

Evaluation of automated vehicles in the frontal cut-in scenario — An enhanced approach using piecewise mixture models

Ding Zhao, Huei Peng, Henry Lam, 2016, 2017 IEEE International Conference on Robotics and Automation (ICRA).

Learning about Social Learning in MOOCs: From Statistical Analysis to Generative Model

Zhenming Liu, Mung Chiang, Christopher G. Brinton, 2013, IEEE Transactions on Learning Technologies.

RARE-EVENT SIMULATION WITHOUT STRUCTURAL INFORMATION: A LEARNING-BASED APPROACH

Ding Zhao, Henry Lam, Zhiyuan Huang, 2018, 2018 Winter Simulation Conference (WSC).

SAMPLING UNCERTAIN CONSTRAINTS UNDER PARAMETRIC DISTRIBUTIONS

Henry Lam, Fengpei Li, H. Lam, 2018, 2018 Winter Simulation Conference (WSC).

Robust and parallel Bayesian model selection

Henry Lam, Lizhen Lin, Michael Minyi Zhang, 2016, Comput. Stat. Data Anal..

Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization

Henry Lam, H. Lam, 2016, Oper. Res..

Why Steiner-tree type algorithms work for community detection

H. Vincent Poor, Zhenming Liu, Mung Chiang, 2013, AISTATS.

Mirror descent stochastic approximation for computing worst-case stochastic input models

Soumyadip Ghosh, Henry Lam, Soumyadip Ghosh, 2015, 2015 Winter Simulation Conference (WSC).

Reconstructing input models via simulation optimization

Bo Zhang, Aleksandrina Goeva, Henry Lam, 2014, Proceedings of the Winter Simulation Conference 2014.

Iterative methods for robust estimation under bivariate distributional uncertainty

Soumyadip Ghosh, Henry Lam, Soumyadip Ghosh, 2013, 2013 Winter Simulations Conference (WSC).

Importance sampling for actuarial cost analysis under a heavy traffic model

Henry Lam, Jose H. Blanchet, 2011, Proceedings of the 2011 Winter Simulation Conference (WSC).

Computing worst-case expectations given marginals via simulation

Fei He, Henry Lam, Jose H. Blanchet, 2017, 2017 Winter Simulation Conference (WSC).

Graph-based peak alignment algorithms for multiple liquid chromatography-mass spectrometry datasets

Jijie Wang, Henry Lam, Henry H. N. Lam, 2013, Bioinform..

Accelerated Evaluation of Automated Vehicles.

Ding Zhao, Huei Peng, Shan Bao, 2016 .

Efficient importance sampling under partial information

Henry Lam, H. Lam, 2012, Proceedings Title: Proceedings of the 2012 Winter Simulation Conference (WSC).

A Bayesian Approach for Online Classifier Ensemble pdf

Stan Sclaroff, Henry Lam, Qinxun Bai, 2015, ArXiv.

Rare event simulation for a slotted time M/G/s model

Peter W. Glynn, Henry Lam, Jose H. Blanchet, 2009, Queueing Syst. Theory Appl..

Chernoff-Hoeffding Bounds for Markov Chains: Generalized and Simplified

Kai-Min Chung, Zhenming Liu, Michael Mitzenmacher, 2012, STACS.

ACHIEVING OPTIMAL BIAS-VARIANCE TRADEOFF IN ONLINE DERIVATIVE ESTIMATION

Xinyu Zhang, Henry Lam, Thibault Duplay, 2018, 2018 Winter Simulation Conference (WSC).

Accelerated Evaluation of Automated Vehicles Using Piecewise Mixture Models

Ding Zhao, Henry Lam, David J. LeBlanc, 2017, IEEE Transactions on Intelligent Transportation Systems.

Accelerated Evaluation of Automated Vehicles using Piecewise Mixture Distribution Models pdf

Ding Zhao, Huei Peng, Henry Lam, 2016, ArXiv.

Robust Actuarial Risk Analysis

Qihe Tang, Henry Lam, Jose Blanchet, 2019, North American Actuarial Journal.

Robust rare-event performance analysis with natural non-convex constraints

Henry Lam, Jose H. Blanchet, Christopher Dolan, 2014, Proceedings of the Winter Simulation Conference 2014.

Assessing Modeling Variability in Autonomous Vehicle Accelerated Evaluation pdf

Ding Zhao, Henry Lam, Zhiyuan Huang, 2019, ArXiv.

Towards affordable on-track testing for autonomous vehicle — A Kriging-based statistical approach

Ding Zhao, Henry Lam, Zhiyuan Huang, 2017, 2017 IEEE 20th International Conference on Intelligent Transportation Systems (ITSC).

Simulating tail events with unspecified tail models

Henry Lam, Clementine Mottet, H. Lam, 2015, 2015 Winter Simulation Conference (WSC).

From Black-Scholes to Online Learning: Dynamic Hedging under Adversarial Environments pdf

Zhenming Liu, Henry Lam, H. Lam, 2014, ArXiv.

State-dependent importance sampling for rare-event simulation: An overview and recent advances

Henry Lam, Jose Blanchet, J. Blanchet, 2012 .

Doubly Robust Stein-Kernelized Monte Carlo Estimator: Simultaneous Bias-Variance Reduction and Supercanonical Convergence

Henry Lam, Haofeng Zhang, 2021 .

General Feasibility Bounds for Sample Average Approximation via Vapnik-Chervonenkis Dimension

Henry Lam, Fengpei Li, 2021 .

Model Calibration via Distributionally Robust Optimization: On the NASA Langley Uncertainty Quantification Challenge

Henry Lam, Zhiyuan Huang, Yuanlu Bai, 2021, 2102.01840.

Over-Conservativeness of Variance-Based Efficiency Criteria and Probabilistic Efficiency in Rare-Event Simulation

Ding Zhao, Henry Lam, Yuanlu Bai, 2021 .

Higher-Order Expansion and Bartlett Correctability of Distributionally Robust Optimization

Henry Lam, Shengyi He, H. Lam, 2021, 2108.05908.

Deep Probabilistic Accelerated Evaluation: A Robust Certifiable Rare-Event Simulation Methodology for Black-Box Safety-Critical Systems

Wenhao Ding, Ding Zhao, Henry Lam, 2021, AISTATS.

Quantifying Epistemic Uncertainty in Deep Learning pdf

Henry Lam, Haofeng Zhang, Ziyi Huang, 2021, ArXiv.

Efficient Calibration of Multi-Agent Market Simulators from Time Series with Bayesian Optimization pdf

Henry Lam, Svitlana Vyetrenko, Tucker Balch, 2021, ArXiv.

Accelerated Policy Evaluation: Learning Adversarial Environments with Adaptive Importance Sampling pdf

Ding Zhao, Henry Lam, Xuewei Qi, 2021, ArXiv.

On the Impossibility of Statistically Improving Empirical Optimization: A Second-Order Stochastic Dominance Perspective

Henry Lam, H. Lam, 2021, 2105.13419.

Learning Prediction Intervals for Regression: Generalization and Calibration pdf

Henry Lam, Haoxian Chen, Huajie Qian, 2021, AISTATS.

Complexity-Free Generalization via Distributionally Robust Optimization pdf

Henry Lam, Yibo Zeng, H. Lam, 2021, ArXiv.

Subsampling to Enhance Efficiency in Input Uncertainty Quantification

Henry Lam, Huajie Qian, H. Lam, 2018, Oper. Res..

Higher-Order Coverage Errors of Batching Methods via Edgeworth Expansions on $t$-Statistics

Henry Lam, Shengyi He, H. Lam, 2021, 2111.06859.

Calibrating Over-Parametrized Simulation Models: A Framework via Eligibility Set pdf

Henry Lam, Svitlana Vyetrenko, Haoxian Chen, 2021, ArXiv.

Orthounimodal Distributionally Robust Optimization: Representation, Computation and Multivariate Extreme Event Applications

Henry Lam, Xinyu Zhang, Zhenyuan Liu, 2021, 2111.07894.

Distributionally Constrained Black-Box Stochastic Gradient Estimation and Optimization

Henry Lam, Junhui Zhang, H. Lam, 2021, 2105.09177.

Certifiable Deep Importance Sampling for Rare-Event Simulation of Black-Box Systems

Ding Zhao, Henry Lam, Mansur Arief, 2021, 2111.02204.

Tail Analysis without Tail Information : A Worst-case Perspective

Henry Lam, Clementine Mottet, H. Lam, 2015 .

Uncertainty Quantification of Stochastic Simulation for Black-box Computer Experiments

Eunshin Byon, Henry Lam, Youngjun Choe, 2018 .

Efficient rare-event simulation for perpetuities

Bert Zwart, Henry Lam, Jose Blanchet, 2012, 1201.3419.