4 papers
Learn-Then-Differentiate Gradient Estimation
Nifei Lin, Qingkai Zhang, L. Jeff Hong
Learn-then-differentiate (LTD) estimates gradients by fitting a model to simulation outputs and differentiating it. We develop a unified framework explaining what LTD differentiate…
E-QRGMM: Efficient Generative Metamodeling for Covariate-Dependent Uncertainty Quantification
Zhiyang Liang, Qingkai Zhang
Covariate-dependent uncertainty quantification in simulation-based inference is crucial for high-stakes decision-making but remains challenging due to the limitations of existing m…
Conditional Generative Modeling for Enhanced Credit Risk Management in Supply Chain Finance
Qingkai Zhang, L. Jeff Hong, Houmin Yan
The rapid expansion of cross-border e-commerce (CBEC) has created significant opportunities for small- and medium-sized sellers, yet financing remains a critical challenge due to t…
Learning to Simulate: Generative Metamodeling via Quantile Regression
L. Jeff Hong, Yanxi Hou, Qingkai Zhang +1
Stochastic simulation models effectively capture complex system dynamics but are often too slow for real-time decision-making. Traditional metamodeling techniques learn relationshi…