67 citations · 394 across the 21 of their papers we have counts for
21 papers
Adaptive Data Depth via Multi-Armed Bandits
Tavor Z. Baharav, Tze Leung Lai
Data depth, introduced by Tukey (1975), is an important tool in data science, robust statistics, and computational geometry. One chief barrier to its broader practical utility is t…
Exploration Enhancement of Nature-Inspired Swarm-based Optimization Algorithms
Kwok Pui Choi, Enzio Hai Hong Kam, Tze Leung Lai +2
Nature-inspired swarm-based algorithms have been widely applied to tackle high-dimensional and complex optimization problems across many disciplines. They are general purpose optim…
A New Approach to Designing Phase I-II Cancer Trials for Cytotoxic Chemotherapies
Jay Bartroff, Tze Leung Lai, Balasubramanian Narasimhan
Recently there has been much work on early phase cancer designs that incorporate both toxicity and efficacy data, called Phase I-II designs because they combine elements of both ph…
A general theory of particle filters in hidden Markov models and some applications
Hock Peng Chan, Tze Leung Lai
By making use of martingale representations, we derive the asymptotic normality of particle filters in hidden Markov models and a relatively simple formula for their asymptotic var…
Evaluating probability forecasts
Tze Leung Lai, Shulamith T. Gross, David Bo Shen
Probability forecasts of events are routinely used in climate predictions, in forecasting default probabilities on bank loans or in estimating the probability of a patient's positi…
A sequential Monte Carlo approach to computing tail probabilities in stochastic models
Hock Peng Chan, Tze Leung Lai
Sequential Monte Carlo methods which involve sequential importance sampling and resampling are shown to provide a versatile approach to computing probabilities of rare events. By m…