457 citations · 696 across the 72 of their papers we have counts for
Showing 2017 · stat.MEShow all
3 papers · 2 filters
stat.ME2017★ 1 cited
On Optimization over Tail Distributions
Clementine Mottet, Henry Lam
We investigate the use of optimization to compute bounds for extremal performance measures. This approach takes a non-parametric viewpoint that aims to alleviate the issue of model…
stat.ME2017★ 2 cited
An Uncertainty Quantification Method for Inexact Simulation Models
Matthew Plumlee, Henry Lam
The vast majority of stochastic simulation models are imperfect in that they fail to exactly emulate real system dynamics. The inexactness of the simulation model, or model discrep…
stat.ME2017★ 5 cited
Optimization-based Quantification of Simulation Input Uncertainty via Empirical Likelihood
Henry Lam, Huajie Qian
We study an optimization-based approach to construct statistically accurate confidence intervals for simulation performance measures under nonparametric input uncertainty. This app…