1 citations · 1 across the 2 of their papers we have counts for
2 papers
stat.ME2021★ 1 cited
Sequential Bayesian Risk Set Inference for Robust Discrete Optimization via Simulation
Eunhye Song
Optimization via simulation (OvS) procedures that assume the simulation inputs are generated from the real-world distributions are subject to the risk of selecting a suboptimal sol…
stat.ME2020
Efficient Nested Simulation Experiment Design via the Likelihood Ratio Method
Mingbin Ben Feng, Eunhye Song
In nested simulation literature, a common assumption is that the experimenter can choose the number of outer scenarios to sample. This paper considers the case when the experimente…