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Yuanlu Bai

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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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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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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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