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Estimate-Then-Optimize Versus Integrated-Estimation-Optimization: A Stochastic Dominance Perspective


Apr 13, 2023
Adam N. Elmachtoub, Henry Lam, Haofeng Zhang, Yunfan Zhao

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Hedging against Complexity: Distributionally Robust Optimization with Parametric Approximation


Dec 03, 2022
Garud Iyengar, Henry Lam, Tianyu Wang

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Evaluating Aleatoric Uncertainty via Conditional Generative Models


Jun 09, 2022
Ziyi Huang, Henry Lam, Haofeng Zhang

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Test Against High-Dimensional Uncertainties: Accelerated Evaluation of Autonomous Vehicles with Deep Importance Sampling


Apr 06, 2022
Mansur Arief, Zhepeng Cen, Zhenyuan Liu, Zhiyuang Huang, Henry Lam, Bo Li, Ding Zhao

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Generalized Bayesian Upper Confidence Bound with Approximate Inference for Bandit Problems


Jan 31, 2022
Ziyi Huang, Henry Lam, Amirhossein Meisami, Haofeng Zhang

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Efficient Calibration of Multi-Agent Market Simulators from Time Series with Bayesian Optimization


Dec 03, 2021
Yuanlu Bai, Henry Lam, Svitlana Vyetrenko, Tucker Balch

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Certifiable Deep Importance Sampling for Rare-Event Simulation of Black-Box Systems


Nov 03, 2021
Mansur Arief, Yuanlu Bai, Wenhao Ding, Shengyi He, Zhiyuan Huang, Henry Lam, Ding Zhao

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* The conference version of this paper has appeared in AISTATS 2021 (arXiv:2006.15722) 

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Quantifying Epistemic Uncertainty in Deep Learning


Oct 23, 2021
Ziyi Huang, Henry Lam, Haofeng Zhang

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Complexity-Free Generalization via Distributionally Robust Optimization


Jun 21, 2021
Henry Lam, Yibo Zeng

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Accelerated Policy Evaluation: Learning Adversarial Environments with Adaptive Importance Sampling


Jun 19, 2021
Mengdi Xu, Peide Huang, Fengpei Li, Jiacheng Zhu, Xuewei Qi, Kentaro Oguchi, Zhiyuan Huang, Henry Lam, Ding Zhao

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* 10 pages, 5 figures 

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