Henry Lam

ORCID

Publication Activity (10 Years)

Years Active: 2009-2024
Publications (10 Years): 123

Top Venues

Publications

Ziyi Huang, Henry Lam, Haofeng Zhang
Bayesian Bandit Algorithms with Approximate Inference in Stochastic Linear Bandits. CoRR (2024)
Huajie Qian, Donghao Ying, Henry Lam, Wotao Yin
Bagging Improves Generalization Exponentially. CoRR (2024)
Zhepeng Cen, Zuxin Liu, Zitong Wang, Yihang Yao, Henry Lam, Ding Zhao
Learning from Sparse Offline Datasets via Conservative Density Estimation. ICLR (2024)
Haidong Li, Henry Lam, Yijie Peng
Efficient Learning for Clustering and Optimizing Context-Dependent Designs. Oper. Res. 72 (2) (2024)
Haoxian Chen, Hanyang Zhao, Henry Lam, David D. Yao, Wenpin Tang
Mallows-DPO: Fine-Tune Your LLM with Preference Dispersions. CoRR (2024)
Yuanbo Li, Chu Kin Chan, Chun Yip Yau, Wai Leong Ng, Henry Lam
Burn-in selection in simulating stationary time series. Comput. Stat. Data Anal. 192 (2024)
Zhepeng Cen, Zuxin Liu, Zitong Wang, Yihang Yao, Henry Lam, Ding Zhao
Learning from Sparse Offline Datasets via Conservative Density Estimation. CoRR (2024)
Ziyi Huang, Henry Lam, Haofeng Zhang
Efficient Uncertainty Quantification and Reduction for Over-Parameterized Neural Networks. CoRR (2023)
Henry Lam, Xinyu Zhang, Xuhui Zhang
Enhanced Balancing of Bias-Variance Tradeoff in Stochastic Estimation: A Minimax Perspective. Oper. Res. 71 (6) (2023)
Yuanlu Bai, Antonius B. Dieker, Henry Lam
Curse of Dimensionality in Rare-Event Simulation. WSC (2023)
Ziyi Huang, Henry Lam, Haofeng Zhang
Efficient Uncertainty Quantification and Reduction for Over-Parameterized Neural Networks. NeurIPS (2023)
Henry Lam, Zitong Wang
Resampling Stochastic Gradient Descent Cheaply. WSC (2023)
Yu Chen, Fengpei Li, Anderson Schneider, Yuriy Nevmyvaka, Asohan Amarasingham, Henry Lam
Detection of Short-Term Temporal Dependencies in Hawkes Processes with Heterogeneous Background Dynamics. UAI (2023)
Haoxian Chen, Henry Lam
Pseudo-Bayesian Optimization. CoRR (2023)
Garud Iyengar, Henry Lam, Tianyu Wang
Hedging against Complexity: Distributionally Robust Optimization with Parametric Approximation. AISTATS (2023)
Henry Lam, Zitong Wang
Resampling Stochastic Gradient Descent Cheaply for Efficient Uncertainty Quantification. CoRR (2023)
Ziyi Huang, Henry Lam, Amirhossein Meisami, Haofeng Zhang
Optimal Regret Is Achievable with Bounded Approximate Inference Error: An Enhanced Bayesian Upper Confidence Bound Framework. NeurIPS (2023)
Shengyi He, Henry Lam
Optimal Batching Under Computation Budget. WSC (2023)
Zhenyuan Liu, Bart P. G. Van Parys, Henry Lam
Smoothed f-Divergence Distributionally Robust Optimization: Exponential Rate Efficiency and Complexity-Free Calibration. CoRR (2023)
Henry Lam
Statistical Uncertainty Quantification for Expensive Black-Box Models: Methodologies and Input Uncertainty Applications. WSC (2023)
Mengdi Xu, Peide Huang, Yaru Niu, Visak Kumar, Jielin Qiu, Chao Fang, Kuan-Hui Lee, Xuewei Qi, Henry Lam, Bo Li, Ding Zhao
Group Distributionally Robust Reinforcement Learning with Hierarchical Latent Variables. AISTATS (2023)
Adam N. Elmachtoub, Henry Lam, Haofeng Zhang, Yunfan Zhao
Estimate-Then-Optimize Versus Integrated-Estimation-Optimization: A Stochastic Dominance Perspective. CoRR (2023)
Garud Iyengar, Henry Lam, Tianyu Wang
Optimizer's Information Criterion: Dissecting and Correcting Bias in Data-Driven Optimization. CoRR (2023)
Henry Lam, Zhenyuan Liu
Bootstrap in High Dimension with Low Computation. ICML (2023)
Yu Chen, Fengpei Li, Anderson Schneider, Yuriy Nevmyvaka, Asohan Amarasingham, Henry Lam
Short-term Temporal Dependency Detection under Heterogeneous Event Dynamic with Hawkes Processes. CoRR (2023)
Henry Lam, Haofeng Zhang
Doubly Robust Stein-Kernelized Monte Carlo Estimator: Simultaneous Bias-Variance Reduction and Supercanonical Convergence. J. Mach. Learn. Res. 24 (2023)
Yuanlu Bai, Zhiyuan Huang, Henry Lam, Ding Zhao
Rare-event Simulation for Neural Network and Random Forest Predictors. ACM Trans. Model. Comput. Simul. 32 (3) (2022)
Ziyi Huang, Henry Lam, Amirhossein Meisami, Haofeng Zhang
Generalized Bayesian Upper Confidence Bound with Approximate Inference for Bandit Problems. CoRR (2022)
Henry Lam, Huajie Qian
Subsampling to Enhance Efficiency in Input Uncertainty Quantification. Oper. Res. 70 (3) (2022)
Mansur Arief, Zhepeng Cen, Zhenyuan Liu, Zhiyuan Huang, Bo Li, Henry Lam, Ding Zhao
Certifiable Evaluation for Autonomous Vehicle Perception Systems using Deep Importance Sampling (Deep IS). ITSC (2022)
Mengdi Xu, Peide Huang, Fengpei Li, Jiacheng Zhu, Xuewei Qi, Kentaro Oguchi, Zhiyuan Huang, Henry Lam, Ding Zhao
Scalable Safety-Critical Policy Evaluation with Accelerated Rare Event Sampling. IROS (2022)
Yibo Zeng, Henry Lam
Generalization Bounds with Minimal Dependency on Hypothesis Class via Distributionally Robust Optimization. NeurIPS (2022)
Motong Chen, Zhenyuan Liu, Henry Lam
Distributional Input Uncertainty. WSC (2022)
Ziyi Huang, Henry Lam, Haofeng Zhang
Evaluating Aleatoric Uncertainty via Conditional Generative Models. CoRR (2022)
Yuanlu Bai, Shengyi He, Henry Lam, Guangxin Jiang, Michael C. Fu
Importance Sampling for Rare-Event Gradient Estimation. WSC (2022)
Mansur Arief, Zhepeng Cen, Zhenyuan Liu, Zhiyuan Huang, Henry Lam, Bo Li, Ding Zhao
Test Against High-Dimensional Uncertainties: Accelerated Evaluation of Autonomous Vehicles with Deep Importance Sampling. CoRR (2022)
Garud Iyengar, Henry Lam, Tianyu Wang
Hedging against Complexity: Distributionally Robust Optimization with Parametric Approximation. CoRR (2022)
Henry Lam, Fengpei Li
General Feasibility Bounds for Sample Average Approximation via Vapnik-Chervonenkis Dimension. SIAM J. Optim. 32 (2) (2022)
Yuanlu Bai, Henry Lam, Sebastian Engelke
Rare-Event Simulation Without Variance Reduction: An Extreme Value Theory Approach. WSC (2022)
Mengdi Xu, Peide Huang, Yaru Niu, Visak Kumar, Jielin Qiu, Chao Fang, Kuan-Hui Lee, Xuewei Qi, Henry Lam, Bo Li, Ding Zhao
Group Distributionally Robust Reinforcement Learning with Hierarchical Latent Variables. CoRR (2022)
Henry Lam
Cheap Bootstrap for Input Uncertainty Quantification. WSC (2022)
Henry Lam, Kaizheng Wang, Yuhang Wu, Yichen Zhang
Adaptive Data Fusion for Multi-task Non-smooth Optimization. CoRR (2022)
Shengyi He, Henry Lam
Batching on Biased Estimators. WSC (2022)
Yijie Peng, Li Xiao, Bernd Heidergott, L. Jeff Hong, Henry Lam
A New Likelihood Ratio Method for Training Artificial Neural Networks. INFORMS J. Comput. 34 (1) (2022)
Yuanlu Bai, Henry Lam, Tucker Balch, Svitlana Vyetrenko
Efficient Calibration of Multi-Agent Simulation Models from Output Series with Bayesian Optimization. ICAIF (2022)
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
Short-Term Adaptive Emergency Call Volume Prediction. WSC (2021)
Haoxian Chen, Ziyi Huang, Henry Lam, Huajie Qian, Haofeng Zhang
Learning Prediction Intervals for Regression: Generalization and Calibration. CoRR (2021)
Yuanlu Bai, Henry Lam, Svitlana Vyetrenko, Tucker Balch
Efficient Calibration of Multi-Agent Market Simulators from Time Series with Bayesian Optimization. CoRR (2021)
Shengyi He, Henry Lam
Higher-Order Coverage Error Analysis for Batching and Sectioning. WSC (2021)
Mengdi Xu, Peide Huang, Fengpei Li, Jiacheng Zhu, Xuewei Qi, Kentaro Oguchi, Zhiyuan Huang, Henry Lam, Ding Zhao
Accelerated Policy Evaluation: Learning Adversarial Environments with Adaptive Importance Sampling. CoRR (2021)
Henry Lam, Yibo Zeng
Complexity-Free Generalization via Distributionally Robust Optimization. CoRR (2021)
L. Jeff Hong, Zhiyuan Huang, Henry Lam
Learning-Based Robust Optimization: Procedures and Statistical Guarantees. Manag. Sci. 67 (6) (2021)
Henry Lam, Haidong Li, Xuhui Zhang
Minimax efficient finite-difference stochastic gradient estimators using black-box function evaluations. Oper. Res. Lett. 49 (1) (2021)
Ziyi Huang, Henry Lam, Haofeng Zhang
Quantifying Epistemic Uncertainty in Deep Learning. CoRR (2021)
Haoxian Chen, Ziyi Huang, Henry Lam, Huajie Qian, Haofeng Zhang
Learning Prediction Intervals for Regression: Generalization and Calibration. AISTATS (2021)
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
Simulating New York City Hospital Load Balancing During COVID-19. WSC (2021)
Yuanlu Bai, Tucker Balch, Haoxian Chen, Danial Dervovic, Henry Lam, Svitlana Vyetrenko
Calibrating Over-Parametrized Simulation Models: A Framework via Eligibility Set. CoRR (2021)
Henry Lam, Haofeng Zhang
Neural Predictive Intervals for Simulation Metamodeling. WSC (2021)
Mansur Arief, Zhiyuan Huang, Guru Koushik Senthil Kumar, Yuanlu Bai, Shengyi He, Wenhao Ding, Henry Lam, Ding Zhao
Deep Probabilistic Accelerated Evaluation: A Robust Certifiable Rare-Event Simulation Methodology for Black-Box Safety-Critical Systems. AISTATS (2021)
Yuanlu Bai, Henry Lam
On the Error of Naive Rare-Event Monte Carlo Estimator. WSC (2020)
Fengpei Li, Henry Lam, Siddharth Prusty
Robust Importance Weighting for Covariate Shift. AISTATS (2020)
Haoxian Chen, Henry Lam, Fengpei Li, Amirhossein Meisami
Constrained Reinforcement Learning via Policy Splitting. ACML (2020)
Mansur Arief, Zhiyuan Huang, Guru Koushik Senthil Kumar, Yuanlu Bai, Shengyi He, Wenhao Ding, Henry Lam, Ding Zhao
Deep Probabilistic Accelerated Evaluation: A Certifiable Rare-Event Simulation Methodology for Black-Box Autonomy. CoRR (2020)
Yuanlu Bai, Zhiyuan Huang, Henry Lam, Ding Zhao
Rare-Event Simulation for Neural Network and Random Forest Predictors. CoRR (2020)
Dashi I. Singham, Henry Lam
Sample Average Approximation For Functional Decisions Under Shape Constraints. WSC (2020)
Yijie Peng, Michael C. Fu, Bernd Heidergott, Henry Lam
Maximum Likelihood Estimation by Monte Carlo Simulation: Toward Data-Driven Stochastic Modeling. Oper. Res. 68 (6) (2020)
Henry Lam, Junhui Zhang
Distributionally Constrained Stochastic Gradient Estimation Using Noisy Function Evaluations. WSC (2020)
Haidong Li, Henry Lam
Optimally Tuning Finite-Difference Estimators. WSC (2020)
Yuanlu Bai, Henry Lam
Calibrating Input Parameters via Eligibility Sets. WSC (2020)
Haidong Li, Henry Lam, Zhe Liang, Yijie Peng
Context-Dependent Ranking and Selection under a Bayesian Framework. WSC (2020)
Henry Lam, Fengpei Li
Parametric Scenario Optimization under Limited Data: A Distributionally Robust Optimization View. ACM Trans. Model. Comput. Simul. 30 (4) (2020)
Aleksandrina Goeva, Henry Lam, Huajie Qian, Bo Zhang
Optimization-Based Calibration of Simulation Input Models. Oper. Res. 67 (5) (2019)
Y. I. Zhu, Jing Dong, Henry Lam
Efficient Inference and Exploration for Reinforcement Learning. CoRR (2019)
Zhiyuan Huang, Henry Lam
On The Impacts of Tail Model Uncertainty in Rare-Event Estimation. WSC (2019)
Zhiyuan Huang, Mansur Arief, Henry Lam, Ding Zhao
Evaluation Uncertainty in Data-Driven Self-Driving Testing. ITSC (2019)
Henry Lam, Fengpei Li, Siddharth Prusty
Robust Importance Weighting for Covariate Shift. CoRR (2019)
Henry Lam, Huajie Qian
Validating Optimization with Uncertain Constraints. WSC (2019)
Henry Lam
Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization. Oper. Res. 67 (4) (2019)
Henry Lam, Xuhui Zhang
Minimax Efficient Finite-Difference Gradient Estimators. WSC (2019)
Joost Berkhout, Bernd Heidergott, Henry Lam, Yijie Peng
From Data to Stochastic Modeling and Decision Making: What Can We Do Better? Asia Pac. J. Oper. Res. 36 (6) (2019)
Henry Lam, Haofeng Zhang
On The Stability of Kernelized Control Functionals On Partial And Biased Stochastic Inputs. WSC (2019)
Henry Lam, Huajie Qian
Random Perturbation and Bagging to Quantify Input Uncertainty. WSC (2019)
Zhiyuan Huang, Mansur Arief, Henry Lam, Ding Zhao
Assessing Modeling Variability in Autonomous Vehicle Accelerated Evaluation. CoRR (2019)
Soumyadip Ghosh, Henry Lam
Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees. Oper. Res. 67 (1) (2019)
Ding Zhao, Xianan Huang, Huei Peng, Henry Lam, David J. LeBlanc
Accelerated Evaluation of Automated Vehicles in Car-Following Maneuvers. IEEE Trans. Intell. Transp. Syst. 19 (3) (2018)
Henry Lam, Huajie Qian
Assessing solution Quality in stochastic Optimization via bootstrap Aggregating. WSC (2018)
Henry Lam, Fengpei Li
Sampling uncertain Constraints under parametric distributions. WSC (2018)
Amirhossein Meisami, Henry Lam, Chen Dong, Abhishek Pani
Sequential Learning under Probabilistic Constraints. UAI (2018)
Zhiyuan Huang, Henry Lam, Ding Zhao
Designing Importance samplers to simulate Machine Learning Predictors via Optimization. WSC (2018)
Zhiyuan Huang, Henry Lam, David J. LeBlanc, Ding Zhao
Accelerated Evaluation of Automated Vehicles Using Piecewise Mixture Models. IEEE Trans. Intell. Transp. Syst. 19 (9) (2018)
Zhiyuan Huang, Henry Lam, Ding Zhao
Rare-Event simulation without Structural Information: a Learning-based Approach. WSC (2018)
Michael Minyi Zhang, Henry Lam, Lizhen Lin
Robust and parallel Bayesian model selection. Comput. Stat. Data Anal. 127 (2018)
Henry Lam, Guangxin Jiang, Michael C. Fu
On efficiencies of stochastic Optimization Procedures under Importance Sampling. WSC (2018)
Henry Lam, Huajie Qian
Subsampling variance for input uncertainty Quantification. WSC (2018)
Thibault Duplay, Henry Lam, Xinyu Zhang
Achieving Optimal Bias-variance Tradeoff in Online derivative estimation. WSC (2018)
Peter W. Glynn, Henry Lam
Constructing simulation output Intervals under input uncertainty via Data sectioning. WSC (2018)
Henry Lam
Sensitivity to Serial Dependency of Input Processes: A Robust Approach. Manag. Sci. 64 (3) (2018)
Zhiyuan Huang, Mansur Arief, Henry Lam, Ding Zhao
Synthesis of Different Autonomous Vehicles Test Approaches. ITSC (2018)
Zhiyuan Huang, Yaohui Guo, Mansur Arief, Henry Lam, Ding Zhao
A Versatile Approach to Evaluating and Testing Automated Vehicles based on Kernel Methods. ACC (2018)
Russell R. Barton, Henry Lam, Eunhye Song
Revisiting Direct bootstrap resampling for input Model uncertainty. WSC (2018)

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Publication Activity (10 Years)

Top Topics

Top Venues

Henry Lam