Henry Lam - RankMe

167 papers A* 10A 11C 2Misc 53Journal 83Unranked 7

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	Calibrating Non-Identifiable High-Dimensional Simulation Models: A Framework via Eligibility Set. ACM Trans. Model. Comput. Simul. Yuanlu Bai, Tucker Balch, Haoxian Chen, Danial Dervovic, Henry Lam, Svitlana Vyetrenko
2025	J	`jnl`	Convolution Bounds on Quantile Aggregation. Oper. Res. Jose H. Blanchet, Henry Lam, Yang Liu, Ruodu Wang
2025	J	`jnl`	DRO: A Python Library for Distributionally Robust Optimization in Machine Learning. CoRR Jiashuo Liu, Tianyu Wang, Henry Lam, Hongseok Namkoong, Jose H. Blanchet
2025	A	`conf`	Dissecting the Impact of Model Misspecification in Data-Driven Optimization. AISTATS Adam N. Elmachtoub, Henry Lam, Haixiang Lan, Haofeng Zhang
2025	J	`jnl`	Dissecting the Impact of Model Misspecification in Data-driven Optimization. CoRR Adam N. Elmachtoub, Henry Lam, Haixiang Lan, Haofeng Zhang
2025	J	`jnl`	Distributionally Constrained Black-Box Stochastic Gradient Estimation and Optimization. Oper. Res. Henry Lam, Junhui Zhang
2025	A*	`conf`	MallowsPO: Fine-Tune Your LLM with Preference Dispersions. ICLR Haoxian Chen, Hanyang Zhao, Henry Lam, David D. Yao, Wenpin Tang
2025	J	`jnl`	SOCRATES: Simulation Optimization with Correlated Replicas and Adaptive Trajectory Evaluations. CoRR Haoting Zhang, Haoxian Chen, Donglin Zhan, Hanyang Zhao, Henry Lam, Wenpin Tang, David D. Yao, Zeyu Zheng
2025	J	`jnl`	Stochastic Optimization with Optimal Importance Sampling. CoRR Liviu Aolaritei, Bart P. G. Van Parys, Henry Lam, Michael I. Jordan
2025	J	`jnl`	The Bias-Variance Tradeoff in Data-Driven Optimization: A Local Misspecification Perspective. CoRR Haixiang Lan, Luofeng Liao, Adam N. Elmachtoub, Christian Kroer, Henry Lam, Haofeng Zhang
2025	J	`jnl`	Uncertainty quantification and confidence intervals for naive rare-event estimators. J. Appl. Probab. Yuanlu Bai, Henry Lam
2024	J	`jnl`	A Shrinkage Approach to Improve Direct Bootstrap Resampling Under Input Uncertainty. INFORMS J. Comput. Eunhye Song, Henry Lam, Russell R. Barton
2024	J	`jnl`	Adaptive Importance Sampling for Efficient Stochastic Root Finding and Quantile Estimation. Oper. Res. Shengyi He, Guangxin Jiang, Henry Lam, Michael C. Fu
2024	J	`jnl`	Bagging Improves Generalization Exponentially. CoRR Huajie Qian, Donghao Ying, Henry Lam, Wotao Yin
2024	J	`jnl`	Bayesian Bandit Algorithms with Approximate Inference in Stochastic Linear Bandits. CoRR Ziyi Huang, Henry Lam, Haofeng Zhang
2024	J	`jnl`	Burn-in selection in simulating stationary time series. Comput. Stat. Data Anal. Yuanbo Li, Chu Kin Chan, Chun Yip Yau, Wai Leong Ng, Henry Lam
2024	Misc	`conf`	Data-Driven Solutions and Uncertainty Quantification for Multistage Stochastic Optimization. WSC Yunhao Yan, Henry Lam
2024	J	`jnl`	Efficient Learning for Clustering and Optimizing Context-Dependent Designs. Oper. Res. Haidong Li, Henry Lam, Yijie Peng
2024	Misc	`conf`	Importance Sampling of Rare Events for Distribution Networks with Stochastic Loads. WSC Mark Christianen, Henry Lam, Maria Vlasiou, Bert Zwart
2024	A*	`conf`	Is Cross-validation the Gold Standard to Estimate Out-of-sample Model Performance? NeurIPS Garud Iyengar, Henry Lam, Tianyu Wang
2024	J	`jnl`	LLM Embeddings Improve Test-time Adaptation to Tabular Y\|X-Shifts. CoRR Yibo Zeng, Jiashuo Liu, Henry Lam, Hongseok Namkoong
2024	A*	`conf`	Learning from Sparse Offline Datasets via Conservative Density Estimation. ICLR Zhepeng Cen, Zuxin Liu, Zitong Wang, Yihang Yao, Henry Lam, Ding Zhao
2024	J	`jnl`	Learning from Sparse Offline Datasets via Conservative Density Estimation. CoRR Zhepeng Cen, Zuxin Liu, Zitong Wang, Yihang Yao, Henry Lam, Ding Zhao
2024	J	`jnl`	Mallows-DPO: Fine-Tune Your LLM with Preference Dispersions. CoRR Haoxian Chen, Hanyang Zhao, Henry Lam, David D. Yao, Wenpin Tang
2024	J	`jnl`	Overconservativeness of Variance-Based Efficiency Criteria and Probabilistic Efficiency in Rare-Event Simulation. Manag. Sci. Yuanlu Bai, Zhiyuan Huang, Henry Lam, Ding Zhao
2024	J	`jnl`	Prediction-Enhanced Monte Carlo: A Machine Learning View on Control Variate. CoRR Fengpei Li, Haoxian Chen, Jiahe Lin, Arkin Gupta, Xiaowei Tan, Gang Xu, Yuriy Nevmyvaka, Agostino Capponi, Henry Lam
2024	J	`jnl`	Uncertainty Quantification and Exploration for Reinforcement Learning. Oper. Res. Yi Zhu, Jing Dong, Henry Lam
2023	A*	`conf`	Bootstrap in High Dimension with Low Computation. ICML Henry Lam, Zhenyuan Liu
2023	Misc	`conf`	Curse of Dimensionality in Rare-Event Simulation. WSC Yuanlu Bai, Antonius B. Dieker, Henry Lam
2023	A	`conf`	Detection of Short-Term Temporal Dependencies in Hawkes Processes with Heterogeneous Background Dynamics. UAI Yu Chen, Fengpei Li, Anderson Schneider, Yuriy Nevmyvaka, Asohan Amarasingham, Henry Lam
2023	J	`jnl`	Doubly Robust Stein-Kernelized Monte Carlo Estimator: Simultaneous Bias-Variance Reduction and Supercanonical Convergence. J. Mach. Learn. Res. Henry Lam, Haofeng Zhang
2023	A*	`conf`	Efficient Uncertainty Quantification and Reduction for Over-Parameterized Neural Networks. NeurIPS Ziyi Huang, Henry Lam, Haofeng Zhang
2023	J	`jnl`	Efficient Uncertainty Quantification and Reduction for Over-Parameterized Neural Networks. CoRR Ziyi Huang, Henry Lam, Haofeng Zhang
2023	J	`jnl`	Enhanced Balancing of Bias-Variance Tradeoff in Stochastic Estimation: A Minimax Perspective. Oper. Res. Henry Lam, Xinyu Zhang, Xuhui Zhang
2023	J	`jnl`	Estimate-Then-Optimize Versus Integrated-Estimation-Optimization: A Stochastic Dominance Perspective. CoRR Adam N. Elmachtoub, Henry Lam, Haofeng Zhang, Yunfan Zhao
2023	A	`conf`	Group Distributionally Robust Reinforcement Learning with Hierarchical Latent Variables. AISTATS Mengdi Xu, Peide Huang, Yaru Niu, Visak Kumar, Jielin Qiu, Chao Fang, Kuan-Hui Lee, Xuewei Qi, Henry Lam, Bo Li, Ding Zhao
2023	A	`conf`	Hedging against Complexity: Distributionally Robust Optimization with Parametric Approximation. AISTATS Garud Iyengar, Henry Lam, Tianyu Wang
2023	Misc	`conf`	Optimal Batching Under Computation Budget. WSC Shengyi He, Henry Lam
2023	A*	`conf`	Optimal Regret Is Achievable with Bounded Approximate Inference Error: An Enhanced Bayesian Upper Confidence Bound Framework. NeurIPS Ziyi Huang, Henry Lam, Amirhossein Meisami, Haofeng Zhang
2023	J	`jnl`	Optimizer's Information Criterion: Dissecting and Correcting Bias in Data-Driven Optimization. CoRR Garud Iyengar, Henry Lam, Tianyu Wang
2023	J	`jnl`	Pseudo-Bayesian Optimization. CoRR Haoxian Chen, Henry Lam
2023	J	`jnl`	Resampling Stochastic Gradient Descent Cheaply for Efficient Uncertainty Quantification. CoRR Henry Lam, Zitong Wang
2023	Misc	`conf`	Resampling Stochastic Gradient Descent Cheaply. WSC Henry Lam, Zitong Wang
2023	J	`jnl`	Short-term Temporal Dependency Detection under Heterogeneous Event Dynamic with Hawkes Processes. CoRR Yu Chen, Fengpei Li, Anderson Schneider, Yuriy Nevmyvaka, Asohan Amarasingham, Henry Lam
2023	J	`jnl`	Smoothed f-Divergence Distributionally Robust Optimization: Exponential Rate Efficiency and Complexity-Free Calibration. CoRR Zhenyuan Liu, Bart P. G. Van Parys, Henry Lam
2023	Misc	`conf`	Statistical Uncertainty Quantification for Expensive Black-Box Models: Methodologies and Input Uncertainty Applications. WSC Henry Lam
2022	J	`jnl`	A New Likelihood Ratio Method for Training Artificial Neural Networks. INFORMS J. Comput. Yijie Peng, Li Xiao, Bernd Heidergott, L. Jeff Hong, Henry Lam
2022	J	`jnl`	Adaptive Data Fusion for Multi-task Non-smooth Optimization. CoRR Henry Lam, Kaizheng Wang, Yuhang Wu, Yichen Zhang
2022	Misc	`conf`	Batching on Biased Estimators. WSC Shengyi He, Henry Lam
2022	—	`conf`	Certifiable Evaluation for Autonomous Vehicle Perception Systems using Deep Importance Sampling (Deep IS). ITSC Mansur Arief, Zhepeng Cen, Zhenyuan Liu, Zhiyuan Huang, Bo Li, Henry Lam, Ding Zhao
2022	Misc	`conf`	Cheap Bootstrap for Input Uncertainty Quantification. WSC Henry Lam
2022	Misc	`conf`	Distributional Input Uncertainty. WSC Motong Chen, Zhenyuan Liu, Henry Lam
2022	—	`conf`	Efficient Calibration of Multi-Agent Simulation Models from Output Series with Bayesian Optimization. ICAIF Yuanlu Bai, Henry Lam, Tucker Balch, Svitlana Vyetrenko
2022	J	`jnl`	Evaluating Aleatoric Uncertainty via Conditional Generative Models. CoRR Ziyi Huang, Henry Lam, Haofeng Zhang
2022	J	`jnl`	General Feasibility Bounds for Sample Average Approximation via Vapnik-Chervonenkis Dimension. SIAM J. Optim. Henry Lam, Fengpei Li
2022	A*	`conf`	Generalization Bounds with Minimal Dependency on Hypothesis Class via Distributionally Robust Optimization. NeurIPS Yibo Zeng, Henry Lam
2022	J	`jnl`	Generalized Bayesian Upper Confidence Bound with Approximate Inference for Bandit Problems. CoRR Ziyi Huang, Henry Lam, Amirhossein Meisami, Haofeng Zhang
2022	J	`jnl`	Group Distributionally Robust Reinforcement Learning with Hierarchical Latent Variables. CoRR Mengdi Xu, Peide Huang, Yaru Niu, Visak Kumar, Jielin Qiu, Chao Fang, Kuan-Hui Lee, Xuewei Qi, Henry Lam, Bo Li, Ding Zhao
2022	J	`jnl`	Hedging against Complexity: Distributionally Robust Optimization with Parametric Approximation. CoRR Garud Iyengar, Henry Lam, Tianyu Wang
2022	Misc	`conf`	Importance Sampling for Rare-Event Gradient Estimation. WSC Yuanlu Bai, Shengyi He, Henry Lam, Guangxin Jiang, Michael C. Fu
2022	Misc	`conf`	Rare-Event Simulation Without Variance Reduction: An Extreme Value Theory Approach. WSC Yuanlu Bai, Henry Lam, Sebastian Engelke
2022	J	`jnl`	Rare-event Simulation for Neural Network and Random Forest Predictors. ACM Trans. Model. Comput. Simul. Yuanlu Bai, Zhiyuan Huang, Henry Lam, Ding Zhao
2022	A	`conf`	Scalable Safety-Critical Policy Evaluation with Accelerated Rare Event Sampling. IROS Mengdi Xu, Peide Huang, Fengpei Li, Jiacheng Zhu, Xuewei Qi, Kentaro Oguchi, Zhiyuan Huang, Henry Lam, Ding Zhao
2022	J	`jnl`	Subsampling to Enhance Efficiency in Input Uncertainty Quantification. Oper. Res. Henry Lam, Huajie Qian
2022	J	`jnl`	Test Against High-Dimensional Uncertainties: Accelerated Evaluation of Autonomous Vehicles with Deep Importance Sampling. CoRR Mansur Arief, Zhepeng Cen, Zhenyuan Liu, Zhiyuan Huang, Henry Lam, Bo Li, Ding Zhao
2021	J	`jnl`	Accelerated Policy Evaluation: Learning Adversarial Environments with Adaptive Importance Sampling. CoRR Mengdi Xu, Peide Huang, Fengpei Li, Jiacheng Zhu, Xuewei Qi, Kentaro Oguchi, Zhiyuan Huang, Henry Lam, Ding Zhao
2021	J	`jnl`	Calibrating Over-Parametrized Simulation Models: A Framework via Eligibility Set. CoRR Yuanlu Bai, Tucker Balch, Haoxian Chen, Danial Dervovic, Henry Lam, Svitlana Vyetrenko
2021	J	`jnl`	Complexity-Free Generalization via Distributionally Robust Optimization. CoRR Henry Lam, Yibo Zeng
2021	A	`conf`	Deep Probabilistic Accelerated Evaluation: A Robust Certifiable Rare-Event Simulation Methodology for Black-Box Safety-Critical Systems. AISTATS Mansur Arief, Zhiyuan Huang, Guru Koushik Senthil Kumar, Yuanlu Bai, Shengyi He, Wenhao Ding, Henry Lam, Ding Zhao
2021	J	`jnl`	Efficient Calibration of Multi-Agent Market Simulators from Time Series with Bayesian Optimization. CoRR Yuanlu Bai, Henry Lam, Svitlana Vyetrenko, Tucker Balch
2021	Misc	`conf`	Higher-Order Coverage Error Analysis for Batching and Sectioning. WSC Shengyi He, Henry Lam
2021	A	`conf`	Learning Prediction Intervals for Regression: Generalization and Calibration. AISTATS Haoxian Chen, Ziyi Huang, Henry Lam, Huajie Qian, Haofeng Zhang
2021	J	`jnl`	Learning Prediction Intervals for Regression: Generalization and Calibration. CoRR Haoxian Chen, Ziyi Huang, Henry Lam, Huajie Qian, Haofeng Zhang
2021	J	`jnl`	Learning-Based Robust Optimization: Procedures and Statistical Guarantees. Manag. Sci. L. Jeff Hong, Zhiyuan Huang, Henry Lam
2021	J	`jnl`	Minimax efficient finite-difference stochastic gradient estimators using black-box function evaluations. Oper. Res. Lett. Henry Lam, Haidong Li, Xuhui Zhang
2021	Misc	`conf`	Neural Predictive Intervals for Simulation Metamodeling. WSC Henry Lam, Haofeng Zhang
2021	J	`jnl`	Quantifying Epistemic Uncertainty in Deep Learning. CoRR Ziyi Huang, Henry Lam, Haofeng Zhang
2021	Misc	`conf`	Short-Term Adaptive Emergency Call Volume Prediction. WSC Elioth Sanabria, Henry Lam, Enrique Lelo de Larrea, Jay Sethuraman, Sevin Mohammadi, Audrey Olivier, Andrew W. Smyth, Edward M. Dolan, Nicholas E. Johnson, Timothy R. Kepler, Afsan Quayyum, Kathleen S. Thomson
2021	Misc	`conf`	Simulating New York City Hospital Load Balancing During COVID-19. WSC Enrique Lelo de Larrea, Henry Lam, Elioth Sanabria, Jay Sethuraman, Sevin Mohammadi, Audrey Olivier, Andrew W. Smyth, Edward M. Dolan, Nicholas E. Johnson, Timothy R. Kepler, Afsan Quayyum, Kathleen S. Thomson
2020	Misc	`conf`	Calibrating Input Parameters via Eligibility Sets. WSC Yuanlu Bai, Henry Lam
2020	C	`conf`	Constrained Reinforcement Learning via Policy Splitting. ACML Haoxian Chen, Henry Lam, Fengpei Li, Amirhossein Meisami
2020	Misc	`conf`	Context-Dependent Ranking and Selection under a Bayesian Framework. WSC Haidong Li, Henry Lam, Zhe Liang, Yijie Peng
2020	J	`jnl`	Deep Probabilistic Accelerated Evaluation: A Certifiable Rare-Event Simulation Methodology for Black-Box Autonomy. CoRR Mansur Arief, Zhiyuan Huang, Guru Koushik Senthil Kumar, Yuanlu Bai, Shengyi He, Wenhao Ding, Henry Lam, Ding Zhao
2020	Misc	`conf`	Distributionally Constrained Stochastic Gradient Estimation Using Noisy Function Evaluations. WSC Henry Lam, Junhui Zhang
2020	J	`jnl`	Maximum Likelihood Estimation by Monte Carlo Simulation: Toward Data-Driven Stochastic Modeling. Oper. Res. Yijie Peng, Michael C. Fu, Bernd Heidergott, Henry Lam
2020	Misc	`conf`	On the Error of Naive Rare-Event Monte Carlo Estimator. WSC Yuanlu Bai, Henry Lam
2020	Misc	`conf`	Optimally Tuning Finite-Difference Estimators. WSC Haidong Li, Henry Lam
2020	J	`jnl`	Parametric Scenario Optimization under Limited Data: A Distributionally Robust Optimization View. ACM Trans. Model. Comput. Simul. Henry Lam, Fengpei Li
2020	J	`jnl`	Rare-Event Simulation for Neural Network and Random Forest Predictors. CoRR Yuanlu Bai, Zhiyuan Huang, Henry Lam, Ding Zhao
2020	A	`conf`	Robust Importance Weighting for Covariate Shift. AISTATS Fengpei Li, Henry Lam, Siddharth Prusty
2020	Misc	`conf`	Sample Average Approximation For Functional Decisions Under Shape Constraints. WSC Dashi I. Singham, Henry Lam
2019	J	`jnl`	Assessing Modeling Variability in Autonomous Vehicle Accelerated Evaluation. CoRR Zhiyuan Huang, Mansur Arief, Henry Lam, Ding Zhao
2019	J	`jnl`	Efficient Inference and Exploration for Reinforcement Learning. CoRR Yi Zhu, Jing Dong, Henry Lam
2019	—	`conf`	Evaluation Uncertainty in Data-Driven Self-Driving Testing. ITSC Zhiyuan Huang, Mansur Arief, Henry Lam, Ding Zhao
2019	J	`jnl`	From Data to Stochastic Modeling and Decision Making: What Can We Do Better? Asia Pac. J. Oper. Res. Joost Berkhout, Bernd Heidergott, Henry Lam, Yijie Peng
2019	Misc	`conf`	Minimax Efficient Finite-Difference Gradient Estimators. WSC Henry Lam, Xuhui Zhang
2019	Misc	`conf`	On The Impacts of Tail Model Uncertainty in Rare-Event Estimation. WSC Zhiyuan Huang, Henry Lam
2019	Misc	`conf`	On The Stability of Kernelized Control Functionals On Partial And Biased Stochastic Inputs. WSC Henry Lam, Haofeng Zhang
2019	J	`jnl`	Optimization-Based Calibration of Simulation Input Models. Oper. Res. Aleksandrina Goeva, Henry Lam, Huajie Qian, Bo Zhang
2019	Misc	`conf`	Random Perturbation and Bagging to Quantify Input Uncertainty. WSC Henry Lam, Huajie Qian
2019	J	`jnl`	Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization. Oper. Res. Henry Lam
2019	J	`jnl`	Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees. Oper. Res. Soumyadip Ghosh, Henry Lam
2019	J	`jnl`	Robust Importance Weighting for Covariate Shift. CoRR Henry Lam, Fengpei Li, Siddharth Prusty
2019	Misc	`conf`	Validating Optimization with Uncertain Constraints. WSC Henry Lam, Huajie Qian
2018	C	`conf`	A Versatile Approach to Evaluating and Testing Automated Vehicles based on Kernel Methods. ACC Zhiyuan Huang, Yaohui Guo, Mansur Arief, Henry Lam, Ding Zhao
2018	J	`jnl`	Accelerated Evaluation of Automated Vehicles Using Piecewise Mixture Models. IEEE Trans. Intell. Transp. Syst. Zhiyuan Huang, Henry Lam, David J. LeBlanc, Ding Zhao
2018	J	`jnl`	Accelerated Evaluation of Automated Vehicles in Car-Following Maneuvers. IEEE Trans. Intell. Transp. Syst. Ding Zhao, Xianan Huang, Huei Peng, Henry Lam, David J. LeBlanc
2018	Misc	`conf`	Achieving Optimal Bias-variance Tradeoff in Online derivative estimation. WSC Thibault Duplay, Henry Lam, Xinyu Zhang
2018	Misc	`conf`	Assessing solution Quality in stochastic Optimization via bootstrap Aggregating. WSC Henry Lam, Huajie Qian
2018	Misc	`conf`	Constructing simulation output Intervals under input uncertainty via Data sectioning. WSC Peter W. Glynn, Henry Lam
2018	Misc	`conf`	Designing Importance samplers to simulate Machine Learning Predictors via Optimization. WSC Zhiyuan Huang, Henry Lam, Ding Zhao
2018	Misc	`conf`	On efficiencies of stochastic Optimization Procedures under Importance Sampling. WSC Henry Lam, Guangxin Jiang, Michael C. Fu
2018	Misc	`conf`	Rare-Event simulation without Structural Information: a Learning-based Approach. WSC Zhiyuan Huang, Henry Lam, Ding Zhao
2018	Misc	`conf`	Revisiting Direct bootstrap resampling for input Model uncertainty. WSC Russell R. Barton, Henry Lam, Eunhye Song
2018	J	`jnl`	Robust and parallel Bayesian model selection. Comput. Stat. Data Anal. Michael Minyi Zhang, Henry Lam, Lizhen Lin
2018	Misc	`conf`	Sampling uncertain Constraints under parametric distributions. WSC Henry Lam, Fengpei Li
2018	J	`jnl`	Sensitivity to Serial Dependency of Input Processes: A Robust Approach. Manag. Sci. Henry Lam
2018	A	`conf`	Sequential Learning under Probabilistic Constraints. UAI Amirhossein Meisami, Henry Lam, Chen Dong, Abhishek Pani
2018	Misc	`conf`	Subsampling variance for input uncertainty Quantification. WSC Henry Lam, Huajie Qian
2018	—	`conf`	Synthesis of Different Autonomous Vehicles Test Approaches. ITSC Zhiyuan Huang, Mansur Arief, Henry Lam, Ding Zhao
2017	J	`jnl`	A Versatile Approach to Evaluating and Testing Automated Vehicles based on Kernel Methods. CoRR Zhiyuan Huang, Yaohui Guo, Henry Lam, Ding Zhao
2017	J	`jnl`	Accelerated Evaluation of Automated Vehicles Safety in Lane-Change Scenarios Based on Importance Sampling Techniques. IEEE Trans. Intell. Transp. Syst. Ding Zhao, Henry Lam, Huei Peng, Shan Bao, David J. LeBlanc, Kazutoshi Nobukawa, Christopher S. Pan
2017	J	`jnl`	Accelerated Evaluation of Automated Vehicles Using Piecewise Mixture Models. CoRR Zhiyuan Huang, Ding Zhao, Henry Lam, David J. LeBlanc
2017	J	`jnl`	An Accelerated Testing Approach for Automated Vehicles with Background Traffic Described by Joint Distributions. CoRR Zhiyuan Huang, Henry Lam, Ding Zhao
2017	—	`conf`	An accelerated testing approach for automated vehicles with background traffic described by joint distributions. ITSC Zhiyuan Huang, Henry Lam, Ding Zhao
2017	Misc	`conf`	Computing worst-case expectations given marginals via simulation. WSC Jose H. Blanchet, Fei He, Henry Lam
2017	A*	`conf`	Evaluation of automated vehicles in the frontal cut-in scenario - An enhanced approach using piecewise mixture models. ICRA Zhiyuan Huang, Ding Zhao, Henry Lam, David J. LeBlanc, Huei Peng
2017	Misc	`conf`	Improving prediction from stochastic simulation via model discrepancy learning. WSC Henry Lam, Xinyu Zhang, Matthew Plumlee
2017	J	`jnl`	Sequential Experimentation to Efficiently Test Automated Vehicles. CoRR Zhiyuan Huang, Henry Lam, Ding Zhao
2017	Misc	`conf`	Sequential experimentation to efficiently test automated vehicles. WSC Zhiyuan Huang, Henry Lam, Ding Zhao
2017	J	`jnl`	Tail Analysis Without Parametric Models: A Worst-Case Perspective. Oper. Res. Henry Lam, Clementine Mottet
2017	J	`jnl`	The empirical likelihood approach to quantifying uncertainty in sample average approximation. Oper. Res. Lett. Henry Lam, Enlu Zhou
2017	J	`jnl`	Towards Affordable On-track Testing for Autonomous Vehicle - A Kriging-based Statistical Approach. CoRR Zhiyuan Huang, Henry Lam, Ding Zhao
2017	—	`conf`	Towards affordable on-track testing for autonomous vehicle - A Kriging-based statistical approach. ITSC Zhiyuan Huang, Henry Lam, Ding Zhao
2017	Misc	`conf`	Uncertainty quantification on simulation analysis driven by random forests. WSC Amirhossein Meisami, Mark P. Van Oyen, Henry Lam
2016	J	`jnl`	Accelerated Evaluation of Automated Vehicles based on Importance Sampling Techniques. CoRR Ding Zhao, Henry Lam, Huei Peng, Shan Bao, David J. LeBlanc, Kazutoshi Nobukawa, Christopher S. Pan
2016	J	`jnl`	Accelerated Evaluation of Automated Vehicles in Car-Following Maneuvers. CoRR Ding Zhao, Xianan Huang, Huei Peng, Henry Lam, David J. LeBlanc
2016	J	`jnl`	Accelerated Evaluation of Automated Vehicles using Piecewise Mixture Distribution Models. CoRR Zhiyuan Huang, Ding Zhao, Henry Lam, David J. LeBlanc, Huei Peng
2016	Misc	`conf`	Advanced tutorial: Input uncertainty and robust analysis in stochastic simulation. WSC Henry Lam
2016	Misc	`conf`	Approximating data-driven joint chance-constrained programs via uncertainty set construction. WSC L. Jeff Hong, Zhiyuan Huang, Henry Lam
2016	Misc	`conf`	Learning stochastic model discrepancy. WSC Matthew Plumlee, Henry Lam
2016	J	`jnl`	Robust Sensitivity Analysis for Stochastic Systems. Math. Oper. Res. Henry Lam
2016	Misc	`conf`	The empirical likelihood approach to simulation input uncertainty. WSC Henry Lam, Huajie Qian
2015	J	`jnl`	A Bayesian Approach for Online Classifier Ensemble. CoRR Qinxun Bai, Henry Lam, Stan Sclaroff
2015	Misc	`conf`	A statistical perspective on linear programs with uncertain parameters. WSC L. Jeff Hong, Henry Lam
2015	Misc	`conf`	Mirror descent stochastic approximation for computing worst-case stochastic input models. WSC Soumyadip Ghosh, Henry Lam
2015	Misc	`conf`	Quantifying uncertainty in sample average approximation. WSC Henry Lam, Enlu Zhou
2015	Misc	`conf`	Simulating tail events with unspecified tail models. WSC Henry Lam, Clementine Mottet
2014	A*	`conf`	A Bayesian Framework for Online Classifier Ensemble. ICML Qinxun Bai, Henry Lam, Stan Sclaroff
2014	J	`jnl`	From Black-Scholes to Online Learning: Dynamic Hedging under Adversarial Environments. CoRR Henry Lam, Zhenming Liu
2014	J	`jnl`	Learning about Social Learning in MOOCs: From Statistical Analysis to Generative Model. IEEE Trans. Learn. Technol. Christopher G. Brinton, Mung Chiang, Shaili Jain, Henry Lam, Zhenming Liu, Felix Ming Fai Wong
2014	J	`jnl`	Rare-Event Simulation for Many-Server Queues. Math. Oper. Res. Jose H. Blanchet, Henry Lam
2014	Misc	`conf`	Reconstructing input models via simulation optimization. WSC Aleksandrina Goeva, Henry Lam, Bo Zhang
2014	Misc	`conf`	Robust rare-event performance analysis with natural non-convex constraints. WSC Jose H. Blanchet, Christopher Dolan, Henry Lam
2013	J	`jnl`	Graph-based peak alignment algorithms for multiple liquid chromatography-mass spectrometry datasets. Bioinform. Jijie Wang, Henry Lam
2013	Misc	`conf`	Iterative methods for robust estimation under bivariate distributional uncertainty. WSC Henry Lam, Soumyadip Ghosh
2013	J	`jnl`	Learning about social learning in MOOCs: From statistical analysis to generative model. CoRR Christopher G. Brinton, Mung Chiang, Shaili Jain, Henry Lam, Zhenming Liu, Felix Ming Fai Wong
2013	A	`conf`	Why Steiner-tree type algorithms work for community detection. AISTATS Mung Chiang, Henry Lam, Zhenming Liu, H. Vincent Poor
2012	A	`conf`	Chernoff-Hoeffding Bounds for Markov Chains: Generalized and Simplified. STACS Kai-Min Chung, Henry Lam, Zhenming Liu, Michael Mitzenmacher
2012	Misc	`conf`	Efficient importance sampling under partial information. WSC Henry Lam
2012	A*	`conf`	Information dissemination via random walks in SODA Henry Lam, Zhenming Liu, Michael Mitzenmacher, Xiaorui Sun, Yajun Wang
2011	—	`conf`	Exact asymptotic for infinite-server queues. QTNA Henry Lam
2011	Misc	`conf`	Importance sampling for actuarial cost analysis under a heavy traffic model. WSC Jose H. Blanchet, Henry Lam
2011	J	`jnl`	Information Dissemination via Random Walks in d-Dimensional Space CoRR Henry Lam, Zhenming Liu, Michael Mitzenmacher, Xiaorui Sun, Yajun Wang
2011	Misc	`conf`	Rare event simulation techniques. WSC Jose H. Blanchet, Henry Lam
2010	—	`ch.`	Spectral Library Searching for Peptide Identification via Tandem MS. Proteome Bioinformatics Henry Lam, Ruedi Aebersold
2009	J	`jnl`	Rare event simulation for a slotted time Queueing Syst. Theory Appl. Jose H. Blanchet, Peter W. Glynn, Henry Lam