457 citations · 696 across the 72 of their papers we have counts for
Showing 2022 · stat.MEShow all
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stat.ME2022
Bootstrap in High Dimension with Low Computation
Henry Lam, Zhenyuan Liu
The bootstrap is a popular data-driven method to quantify statistical uncertainty, but for modern high-dimensional problems, it could suffer from huge computational costs due to th…
stat.ME2022
Prediction Intervals for Simulation Metamodeling
Henry Lam, Haofeng Zhang
Simulation metamodeling refers to the construction of lower-fidelity models to represent input-output relations using few simulation runs. Stochastic kriging, which is based on Gau…
stat.ME2022★ 5 cited
A Cheap Bootstrap Method for Fast Inference
Henry Lam
The bootstrap is a versatile inference method that has proven powerful in many statistical problems. However, when applied to modern large-scale models, it could face substantial c…