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Lam, Henry

  1. Chernoff-Hoeffding Bounds for Markov Chains: Generalized and Simplified
    2012/01/03 by Chung, Kai-Min, Lam, Henry, Liu, Zhenming +1 · 4 citations
    #FOS: Mathematics #Probability (math.PR)
  2. Robust Sensitivity Analysis for Stochastic Systems
    2013/03/02 by Henry Lam, Lam, Henry · 3 citations
    Decision Sciences · Engineering · #Probabilistic and Robust Engineering Design #Risk and Portfolio Optimization #Water resources management and optimization
  3. Uncertainty Quantification and Exploration for Reinforcement Learning
    2019/10/12 by Yingcai Zhu, Jing Dong, Zhu, YI +3 · 3 citations
    Decision Sciences · Computer Science · #Probabilistic and Robust Engineering Design #Formal Methods in Verification #Adversarial Robustness in Machine Learning
  4. Recovering Best Statistical Guarantees via the Empirical Divergence-based Distributionally Robust Optimization
    2016/05/30 by Lam, Henry · 2 citations
    #FOS: Mathematics #Optimization and Control (math.OC)
  5. Accelerated Evaluation of Automated Vehicles in Car-Following Maneuvers
    2016/07/10 by Ding Zhao, Xianan Huang, Zhao, Ding +7 · 2 citations
    Engineering · Psychology · #Traffic and Road Safety #Autonomous Vehicle Technology and Safety #Human-Automation Interaction and Safety
  6. Distributionally Constrained Black-Box Stochastic Gradient Estimation and Optimization
    2021/05/19 by Henry Lam, Lam, Henry, Junhui Zhang +1 · 2 citations
    Computer Science · Decision Sciences · Economics, Econometrics and Finance · #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Optimization and Control (math.OC) #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic Gradient Optimization Techniques #Stochastic processes and financial applications
  7. Estimate-Then-Optimize versus Integrated-Estimation-Optimization versus Sample Average Approximation: A Stochastic Dominance Perspective
    2023/04/13 by Adam N. Elmachtoub, Elmachtoub, Adam N., Henry Lam +5 · 3 citations
    Computer Science · Decision Sciences · #Advanced Bandit Algorithms Research #FOS: Computer and information sciences #Forecasting Techniques and Applications #Gaussian Processes and Bayesian Inference #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Methodology (stat.ME)
  8. Evaluating Aleatoric Uncertainty via Conditional Generative Models
    2022/06/09 by Huang, Ziyi, Lam, Henry, Zhang, Haofeng · 2 citations
    #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML)
  9. Convolution Bounds on Quantile Aggregation
    2020/07/18 by Blanchet, Jose, Lam, Henry, Liu, Yang +1 · 2 citations
    #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Probability (math.PR) #Risk Management (q-fin.RM)
  10. Optimization-based Quantification of Simulation Input Uncertainty via Empirical Likelihood
    2017/07/19 by Henry Lam, Huajie Qian, Lam, Henry +1 · 2 citations
    Decision Sciences · Health Professions · #FOS: Computer and information sciences #Healthcare Operations and Scheduling Optimization #Methodology (stat.ME) #Probabilistic and Robust Engineering Design #Simulation Techniques and Applications
  11. Efficient Uncertainty Quantification and Reduction for Over-Parameterized Neural Networks
    2023/06/09 by Huang, Ziyi, Lam, Henry, Zhang, Haofeng · 2 citations
    #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML)
  12. The Empirical Likelihood Approach to Quantifying Uncertainty in Sample Average Approximation
    2016/04/09 by Henry Lam, Lam, Henry, Enlu Zhou +1 · 1 citation
    Decision Sciences · Mathematics · #FOS: Computer and information sciences #FOS: Mathematics #Fuzzy Systems and Optimization #Methodology (stat.ME) #Probabilistic and Robust Engineering Design #Risk and Portfolio Optimization #Statistics Theory (math.ST)
  13. Enhanced Balancing of Bias-Variance Tradeoff in Stochastic Estimation: A Minimax Perspective
    2019/02/12 by Lam, Henry, Zhang, Xinyu, Zhang, Xuhui · 1 citation
    #FOS: Computer and information sciences #Methodology (stat.ME)
  14. Combating Conservativeness in Data-Driven Optimization under Uncertainty: A Solution Path Approach
    2019/09/13 by Henry Lam, Lam, Henry, Huajie Qian +1 · 1 citation
    Decision Sciences · Mathematics · #Advanced Optimization Algorithms Research #FOS: Mathematics #Fuzzy Systems and Optimization #Optimization and Control (math.OC) #Risk and Portfolio Optimization
  15. Learning Prediction Intervals for Regression: Generalization and Calibration
    2021/02/26 by Chen, Haoxian, Huang, Ziyi, Lam, Henry +2 · 1 citation
    #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML)
  16. Adaptive Importance Sampling for Efficient Stochastic Root Finding and Quantile Estimation
    2021/02/21 by Shengyi He, Guangxin Jiang, He, Shengyi +5 · 1 citation
    Mathematics · Social Sciences · #FOS: Computer and information sciences #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Markov Chains and Monte Carlo Methods #Methodology (stat.ME) #Optimization and Control (math.OC) #Probability (math.PR) #Statistical Methods and Inference
  17. Quantifying Epistemic Uncertainty in Deep Learning
    2021/10/23 by Ziyi Huang, Henry Lam, Huang, Ziyi +3 · 1 citation
    Computer Science · Physics and Astronomy · #Adversarial Robustness in Machine Learning #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning and Algorithms #Methodology (stat.ME) #Model Reduction and Neural Networks
  18. Higher-Order Coverage Errors of Batching Methods via Edgeworth Expansions on t-Statistics
    2021/11/12 by Shengyi He, Henry Lam, He, Shengyi +1 · 1 citation
    Computer Science · Mathematics · #Bayesian Methods and Mixture Models #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Probability (math.PR) #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #Statistics Theory (math.ST)
  19. Over-Conservativeness of Variance-Based Efficiency Criteria and Probabilistic Efficiency in Rare-Event Simulation
    2021/10/25 by Bai, Yuanlu, Huang, Zhiyuan, Lam, Henry +1 · 1 citation
    #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)
  20. Adaptive Data Fusion for Multi-task Non-smooth Optimization
    2022/10/22 by Lam, Henry, Wang, Kaizheng, Wu, Yuhang +1 · 1 citation
    #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC)
  21. Smoothed f-Divergence Distributionally Robust Optimization
    2023/06/24 by Liu, Zhenyuan, Van Parys, Bart P. G., Lam, Henry · 1 citation
    #90C15 #90C17 #90C25 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC)
  22. Learning from Sparse Offline Datasets via Conservative Density Estimation
    2024/01/16 by Cen, Zhepeng, Liu, Zuxin, Wang, Zitong +3 · 1 citation
    #Artificial Intelligence (cs.AI) #FOS: Computer and information sciences #Machine Learning (cs.LG)
  23. Quantifying Distributional Input Uncertainty via Inflated Kolmogorov-Smirnov Confidence Band
    2024/03/14 by M Chen, Chen, Motong, Henry Lam +3 · 1 citation
    Decision Sciences · #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Probabilistic and Robust Engineering Design #Statistics Theory (math.ST)
  24. MallowsPO: Fine-Tune Your LLM with Preference Dispersions
    2024/05/23 by Chen, Haoxian, Zhao, Hanyang, Lam, Henry +2 · 1 citation
    #Artificial Intelligence (cs.AI) #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML)
  25. On the Impossibility of Statistically Improving Empirical Optimization: A Second-Order Stochastic Dominance Perspective
    2021/05/27 by Henry Lam, Lam, Henry · 1 citation
    Decision Sciences · Computer Science · Mathematics · #Risk and Portfolio Optimization #Advanced Multi-Objective Optimization Algorithms #Statistical Methods and Inference
  26. DRO: A Python Library for Distributionally Robust Optimization in Machine Learning
    2025/05/29 by Liu, Jiashuo, Wang, Tianyu, Lam, Henry +2 · 2 citations
    #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Mathematical Software (cs.MS) #Numerical Analysis (math.NA)
  27. LLM Embeddings Improve Test-time Adaptation to Tabular Y|X-Shifts
    2024/10/09 by Yibo Zeng, Jiashuo Liu, Zeng, Yibo +5 · 1 citation
    Physics and Astronomy · Computer Science · Engineering · #Model Reduction and Neural Networks #Computational Physics and Python Applications #Real-time simulation and control systems
  28. Prediction-Enhanced Monte Carlo: A Machine Learning View on Control Variate
    2024/12/15 by Li, Fengpei, Chen, Haoxian, Lin, Jiahe +7 · 1 citation
    #Computational Engineering #FOS: Computer and information sciences #FOS: Economics and business #Finance #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Pricing of Securities (q-fin.PR) #and Science (cs.CE)
  29. Dissecting the Impact of Model Misspecification in Data-driven Optimization
    2025/03/01 by Adam N. Elmachtoub, Henry Lam, Elmachtoub, Adam N. +5 · 2 citations
    Computer Science · Decision Sciences · #Advanced Bandit Algorithms Research #FOS: Computer and information sciences #Machine Learning (cs.LG) #Risk and Portfolio Optimization #Stochastic Gradient Optimization Techniques
  30. Stochastic Optimization with Optimal Importance Sampling
    2025/04/04 by Aolaritei, Liviu, Van Parys, Bart P. G., Lam, Henry +1 · 1 citation
    #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Statistics Theory (math.ST)