Publications (25)
Optimization-based Calibration of Simulation Input Models
Aleksandrina Goeva, Henry Lam, Huajie Qian +1
An Uncertainty Quantification Method for Inexact Simulation Models
Matthew Plumlee, Henry Lam
Accelerated Evaluation of Automated Vehicles in Car-Following Maneuvers
Ding Zhao, Xianan Huang, Huei Peng +2
The Empirical Likelihood Approach to Quantifying Uncertainty in Sample Average Approximation
Henry Lam, Enlu Zhou
Corrections to the Central Limit Theorem for Heavy-Tailed Probability Densities
Henry Lam, Jose Blanchet, Damian Burch +1
A Bayesian Approach for Online Classifier Ensemble
Qinxun Bai, Henry Lam, Stan Sclaroff
Learning about social learning in MOOCs: From statistical analysis to generative model
Christopher G. Brinton, Mung Chiang, Shaili Jain +3
Efficient Rare-event Simulation for Perpetuities
Jose Blanchet, Henry Lam, Bert Zwart
Enhanced Balancing of Bias-Variance Tradeoff in Stochastic Estimation: A Minimax Perspective
Henry Lam, Xinyu Zhang, Xuhui Zhang
Chernoff-Hoeffding Bounds for Markov Chains: Generalized and Simplified
Kai-Min Chung, Henry Lam, Zhenming Liu +1
A Versatile Approach to Evaluating and Testing Automated Vehicles based on Kernel Methods
Zhiyuan Huang, Yaohui Guo, Henry Lam +1
Robust Sensitivity Analysis for Stochastic Systems
Henry Lam
On Optimization over Tail Distributions
Clementine Mottet, Henry Lam
Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees
Soumyadip Ghosh, Henry Lam
Recovering Best Statistical Guarantees via the Empirical Divergence-based Distributionally Robust Optimization
Henry Lam
Rare-Event Simulation for Many-Server Queues
Jose Blanchet, Henry Lam
From Black-Scholes to Online Learning: Dynamic Hedging under Adversarial Environments
Henry Lam, Zhenming Liu
Tail Analysis without Parametric Models: A Worst-case Perspective
Henry Lam, Clementine Mottet
Sensitivity to Serial Dependency of Input Processes: A Robust Approach
Henry Lam
Evaluation Uncertainty in Data-Driven Self-Driving Testing
Zhiyuan Huang, Mansur Arief, Henry Lam +1
Synthesis of Different Autonomous Vehicles Test Approaches
Zhiyuan Huang, Mansur Arief, Henry Lam +1
Robust and Parallel Bayesian Model Selection
Michael Minyi Zhang, Henry Lam, Lizhen Lin
Information Dissemination via Random Walks in d-Dimensional Space
Henry Lam, Zhenming Liu, Michael Mitzenmacher +2
Optimization-based Quantification of Simulation Input Uncertainty via Empirical Likelihood
Henry Lam, Huajie Qian
Accelerated Evaluation of Automated Vehicles Safety in Lane Change Scenarios Based on Importance Sampling Techniques
Ding Zhao, Henry Lam, Huei Peng +4