457 citations · 696 across the 72 of their papers we have counts for
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math.OC2016
Recovering Best Statistical Guarantees via the Empirical Divergence-based Distributionally Robust Optimization
Henry Lam
We investigate the use of distributionally robust optimization (DRO) as a tractable tool to recover the asymptotic statistical guarantees provided by the Central Limit Theorem, for…
math.OC2016★ 2 cited
Optimization-based Calibration of Simulation Input Models
Aleksandrina Goeva, Henry Lam, Huajie Qian +1
Studies on simulation input uncertainty often built on the availability of input data. In this paper, we investigate an inverse problem where, given only the availability of output…