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Robust sensitivity analysis for stochastic systems
Lam, Henry - In: Mathematics of operations research 41 (2016) 4, pp. 1248-1275
Persistent link: https://www.econbiz.de/10011595052
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Robust analysis in stochastic simulation : computation and performance guarantees
Ghosh, Soumyadip; Lam, Henry - In: Operations research 67 (2019) 1, pp. 232-249
Persistent link: https://www.econbiz.de/10012000817
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Maximum likelihood estimation by Monte Carlo simulation : toward data-driven stochastic modeling
Peng, Yijie; Fu, Michael; Heidergott, Bernd; Lam, Henry - In: Operations research 68 (2020) 6, pp. 1896-1912
Persistent link: https://www.econbiz.de/10012392175
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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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Adaptive importance sampling for efficient stochastic root finding and quantile estimation
He, Shengyi; Jiang, Guangxin; Lam, Henry; Fu, Michael - In: Operations research 72 (2024) 6, pp. 2612-2630
Persistent link: https://www.econbiz.de/10015371528
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Quantile regression forests for individualized surgery scheduling
Dean, Arlen; Meisami, Amirhossein; Lam, Henry; Van … - In: Health care management science : a new journal serving … 25 (2022) 4, pp. 682-709
Persistent link: https://www.econbiz.de/10013483720
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Enhanced balancing of bias-variance tradeoff in stochastic estimation : a minimax perspective
Lam, Henry; Zhang, Xinyu; Zhang, Xuhui - In: Operations research 71 (2023) 6, pp. 2352-2373
Persistent link: https://www.econbiz.de/10014445044
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A new likelihood ratio method for training artificial neural networks
Peng, Yijie; Xiao, Li; Heidergott, Bernd; Hong, L. Jeff; … - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 1, pp. 638-655
Persistent link: https://www.econbiz.de/10013361323