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stat.ME2026
Quantification and Decomposition of Uncertainty Using Sliced-Normal Distribution: With Applications to NASA Data
Arindam RoyChowdhury, Luis G. Crespo, Henry Lam
Modeling multivariate distributions with nonlinear dependence, multimodality, and tractable analytical structure for downstream applications is a central challenge in uncertainty q…
stat.ME2026
Near-Oracle Robustification of Finite-Difference Stochastic Gradient Estimators via Cheap Pilot Calibration
Haidong Li, Henry Lam, Yijie Peng
We study stochastic gradient estimation in black-box environments where only noisy simulation observations of function values are available. Finite-difference (FD) methods are amon…