2 citations · 3 across the 6 of their papers we have counts for
7 papers
Studentized Cheap Bootstrap: Achieving Higher-Order Coverage Accuracy with Low Computation
Shengyi He, Henry Lam, Yunhao Yan
The bootstrap is a versatile method for quantifying statistical uncertainty. Among its variants, a popular approach, the studentized bootstrap, provably achieves higher-order cover…
Statistically Optimal Uncertainty Quantification for Expensive Black-Box Models
Shengyi He, Henry Lam
Uncertainty quantification, by means of confidence interval (CI) construction, has been a fundamental problem in statistics and also important in risk-aware decision-making. In thi…
Higher-Order Coverage Errors of Batching Methods via Edgeworth Expansions on -Statistics
Shengyi He, Henry Lam
While batching methods have been widely used in simulation and statistics, it is open regarding their higher-order coverage behaviors and whether one variant is better than the oth…
Certifiable Deep Importance Sampling for Rare-Event Simulation of Black-Box Systems
Mansur Arief, Yuanlu Bai, Wenhao Ding +4
Rare-event simulation techniques, such as importance sampling (IS), constitute powerful tools to speed up challenging estimation of rare catastrophic events. These techniques often…
Higher-Order Expansion and Bartlett Correctability of Distributionally Robust Optimization
Shengyi He, Henry Lam
Distributionally robust optimization (DRO) is a worst-case framework for stochastic optimization under uncertainty that has drawn fast-growing studies in recent years. When the und…
Adaptive Importance Sampling for Efficient Stochastic Root Finding and Quantile Estimation
Shengyi He, Guangxin Jiang, Henry Lam +1
In solving simulation-based stochastic root-finding or optimization problems that involve rare events, such as in extreme quantile estimation, running crude Monte Carlo can be proh…
Deep Probabilistic Accelerated Evaluation: A Robust Certifiable Rare-Event Simulation Methodology for Black-Box Safety-Critical Systems
Mansur Arief, Zhiyuan Huang, Guru Koushik Senthil Kumar +5
Evaluating the reliability of intelligent physical systems against rare safety-critical events poses a huge testing burden for real-world applications. Simulation provides a useful…