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The empirical likelihood approach to quantifying uncertainty in sample average approximation
Lam, Henry; Zhou, Enlu - In: Operations research letters 45 (2017) 4, pp. 301-307
Persistent link: https://www.econbiz.de/10011740327
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Minimax efficient finite-difference stochastic gradient estimators using black-box function evaluations
Lam, Henry; Li, Haidong; Zhang, Xuhui - In: Operations research letters 49 (2021) 1, pp. 40-47
Persistent link: https://www.econbiz.de/10012485995
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Efficient rare event simulation for heavy-tailed systems via cross entropy
Blanchet, Jose; Shi, Yixi - In: Operations research letters 41 (2013) 3, pp. 271-276
Persistent link: https://www.econbiz.de/10010108702
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Efficient rare event simulation for heavy-tailed systems via cross entropy
Blanchet, Jose; Shi, Yixi - In: Operations research letters 41 (2013) 3, pp. 271-276
Persistent link: https://www.econbiz.de/10009757335
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Optimal uncertainty size in distributionally robust inverse covariance estimation
Blanchet, Jose; Si, Nian - In: Operations research letters 47 (2019) 6, pp. 618-621
Persistent link: https://www.econbiz.de/10012131899