| Deep probabilistic accelerated evaluation: A robust certifiable rare-event simulation methodology for black-box safety-critical systems M Arief, Z Huang, GKS Kumar, Y Bai, S He, W Ding, H Lam, D Zhao International Conference on Artificial Intelligence and Statistics, 595-603, 2021 | 45* | 2021 |
| Rare-event simulation for neural network and random forest predictors Y Bai, Z Huang, H Lam, D Zhao ACM Transactions on Modeling and Computer Simulation (TOMACS) 32 (3), 1-33, 2022 | 30 | 2022 |
| Efficient calibration of multi-agent simulation models from output series with bayesian optimization Y Bai, H Lam, T Balch, S Vyetrenko Proceedings of the Third ACM International Conference on AI in Finance, 437-445, 2022 | 9 | 2022 |
| Certifiable deep importance sampling for rare-event simulation of black-box systems M Arief, Y Bai, W Ding, S He, Z Huang, H Lam, D Zhao arXiv preprint arXiv:2111.02204, 2021 | 9 | 2021 |
| Overconservativeness of Variance-Based Efficiency Criteria and Probabilistic Efficiency in Rare-Event Simulation Y Bai, Z Huang, H Lam, D Zhao Management Science 70 (10), 6852-6873, 2024 | 6 | 2024 |
| A distributionally robust optimization framework for extreme event estimation Y Bai, H Lam, X Zhang arXiv preprint arXiv:2301.01360, 2023 | 6 | 2023 |
| Model calibration via distributionally robust optimization: On the NASA Langley Uncertainty Quantification Challenge Y Bai, Z Huang, H Lam Mechanical Systems and Signal Processing 164, 108211, 2022 | 5 | 2022 |
| Calibrating input parameters via eligibility sets Y Bai, H Lam 2020 Winter Simulation Conference (WSC), 2114-2125, 2020 | 5 | 2020 |
| A distributionally robust optimization approach to the nasa langley uncertainty quantification challenge Y Bai, Z Huang, H Lam arXiv preprint arXiv:2006.15689, 2020 | 3 | 2020 |
| Curse of dimensionality in rare-event simulation Y Bai, AB Dieker, H Lam 2023 Winter Simulation Conference (WSC), 375-384, 2023 | 2 | 2023 |
| Importance Sampling for Rare-Event Gradient Estimation Y Bai, S He, H Lam, G Jiang, MC Fu 2022 Winter Simulation Conference (WSC), 3063-3074, 2022 | 1 | 2022 |
| Rare-Event Simulation Without Variance Reduction: An Extreme Value Theory Approach Y Bai, H Lam, S Engelke 2022 Winter Simulation Conference (WSC), 133-144, 2022 | 1 | 2022 |
| Calibrating over-parametrized simulation models: A framework via eligibility set Y Bai, T Balch, H Chen, D Dervovic, H Lam, S Vyetrenko arXiv preprint arXiv:2105.12893, 2021 | 1 | 2021 |
| On the error of naive rare-event Monte Carlo estimator Y Bai, H Lam 2020 Winter Simulation Conference (WSC), 397-408, 2020 | 1 | 2020 |
| Uncertainty quantification and confidence intervals for naive rare-event estimators Y Bai, H Lam Journal of Applied Probability, 1-27, 2023 | | 2023 |
| Rare-Event Estimation and Calibration for Large-Scale Stochastic Simulation Models Y Bai Columbia University, 2023 | | 2023 |
Henry LamColumbia UniversityAdresse e-mail validée de columbia.edu
