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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

* 10 pages, 5 figures 

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Calibrating Over-Parametrized Simulation Models: A Framework via Eligibility Set


May 27, 2021
Yuanlu Bai, Tucker Balch, Haoxian Chen, Danial Dervovic, Henry Lam, Svitlana Vyetrenko


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Learning Prediction Intervals for Regression: Generalization and Calibration


Feb 26, 2021
Haoxian Chen, Ziyi Huang, Henry Lam, Huajie Qian, Haofeng Zhang


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Rare-Event Simulation for Neural Network and Random Forest Predictors


Oct 10, 2020
Yuanlu Bai, Zhiyuan Huang, Henry Lam, Ding Zhao


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Deep Probabilistic Accelerated Evaluation: A Certifiable Rare-Event Simulation Methodology for Black-Box Autonomy


Jul 01, 2020
Mansur Arief, Zhiyuan Huang, Guru Koushik Senthil Kumar, Yuanlu Bai, Shengyi He, Wenhao Ding, Henry Lam, Ding Zhao


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Efficient Inference and Exploration for Reinforcement Learning


Nov 04, 2019
YI Zhu, Jing Dong, Henry Lam


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Robust Importance Weighting for Covariate Shift


Oct 14, 2019
Henry Lam, Fengpei Li, Siddharth Prusty


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Assessing Modeling Variability in Autonomous Vehicle Accelerated Evaluation


Apr 19, 2019
Zhiyuan Huang, Mansur Arief, Henry Lam, Ding Zhao


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Robust and Parallel Bayesian Model Selection


Mar 22, 2018
Michael Minyi Zhang, Henry Lam, Lizhen Lin

* Computational Statistics & Data Analysis, Volume 127, 2018, Pages 229-247, ISSN 0167-9473 

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A Versatile Approach to Evaluating and Testing Automated Vehicles based on Kernel Methods


Oct 01, 2017
Zhiyuan Huang, Yaohui Guo, Henry Lam, Ding Zhao


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Accelerated Evaluation of Automated Vehicles Using Piecewise Mixture Models


Jan 31, 2017
Zhiyuan Huang, Ding Zhao, Henry Lam, David J. LeBlanc

* 11 pages, 13 figures 

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Accelerated Evaluation of Automated Vehicles Safety in Lane Change Scenarios Based on Importance Sampling Techniques


Jun 16, 2016
Ding Zhao, Henry Lam, Huei Peng, Shan Bao, David J. LeBlanc, Kazutoshi Nobukawa, Christopher S. Pan

* submitted to IEEE ITSC 

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A Bayesian Approach for Online Classifier Ensemble


Jul 08, 2015
Qinxun Bai, Henry Lam, Stan Sclaroff


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From Black-Scholes to Online Learning: Dynamic Hedging under Adversarial Environments


Jun 23, 2014
Henry Lam, Zhenming Liu


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