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Author ID: lam.henry Recent zbMATH articles by "Lam, Henry"
Published as: Lam, Henry; Lam, H.
External Links: MGP · Wikidata
Documents Indexed: 22 Publications since 2009
Co-Authors: 26 Co-Authors with 18 Joint Publications
678 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

20 Publications have been cited 76 times in 67 Documents Cited by Year
Robust sensitivity analysis for stochastic systems. Zbl 1361.65008
Lam, Henry
24
2016
Chernoff-Hoeffding bounds for Markov chains: generalized and simplified. Zbl 1245.68143
Chung, Kai-Min; Lam, Henry; Liu, Zhenming; Mitzenmacher, Michael
12
2012
The empirical likelihood approach to quantifying uncertainty in sample average approximation. Zbl 1409.62073
Lam, Henry; Zhou, Enlu
7
2017
Tail analysis without parametric models: a worst-case perspective. Zbl 1405.62145
Lam, Henry; Mottet, Clementine
5
2017
Two-parameter sample path large deviations for infinite-server queues. Zbl 1327.60066
Blanchet, Jose; Chen, Xinyun; Lam, Henry
3
2014
Efficient rare-event simulation for perpetuities. Zbl 1254.65019
Blanchet, Jose; Lam, Henry; Zwart, Bert
3
2012
Recovering best statistical guarantees via the empirical divergence-based distributionally robust optimization. Zbl 1455.90122
Lam, Henry
3
2019
Uncertainty quantification of stochastic simulation for black-box computer experiments. Zbl 1417.62039
Choe, Youngjun; Lam, Henry; Byon, Eunshin
3
2018
Rare-event simulation for many-server queues. Zbl 1310.60125
Blanchet, Jose; Lam, Henry
2
2014
Corrections to the central limit theorem for heavy-tailed probability densities. Zbl 1234.60028
Lam, Henry; Blanchet, Jose; Burch, Damian; Bazant, Martin Z.
2
2011
Rare event simulation for a slotted time M/G/s model. Zbl 1209.90105
Blanchet, J.; Glynn, P.; Lam, H.
2
2009
Robust analysis in stochastic simulation: computation and performance guarantees. Zbl 1455.90002
Ghosh, Soumyadip; Lam, Henry
2
2019
Uniform large deviations for heavy-tailed queues under heavy traffic. Zbl 1311.60104
Blanchet, Jose; Lam, Henry
1
2013
A heavy traffic approach to modeling large life insurance portfolios. Zbl 1284.91513
Blanchet, Jose; Lam, Henry
1
2013
Spectral library searching for peptide identification in proteomics. Zbl 1245.68079
Lam, Henry
1
2012
Maximum likelihood estimation by Monte Carlo simulation: toward data-driven stochastic modeling. Zbl 1460.62035
Peng, Yijie; Fu, Michael C.; Heidergott, Bernd; Lam, Henry
1
2020
Robust and parallel Bayesian model selection. Zbl 1469.62178
Zhang, Michael Minyi; Lam, Henry; Lin, Lizhen
1
2018
Optimization-based calibration of simulation input models. Zbl 1444.90027
Goeva, Aleksandrina; Lam, Henry; Qian, Huajie; Zhang, Bo
1
2019
Information dissemination via random walks in \(d\)-dimensional space. Zbl 1422.68224
Lam, Henry; Liu, Zhenming; Mitzenmacher, Michael; Sun, Xiaorui; Wang, Yajun
1
2012
Robust actuarial risk analysis. Zbl 1411.91266
Blanchet, Jose; Lam, Henry; Tang, Qihe; Yuan, Zhongyi
1
2019
Maximum likelihood estimation by Monte Carlo simulation: toward data-driven stochastic modeling. Zbl 1460.62035
Peng, Yijie; Fu, Michael C.; Heidergott, Bernd; Lam, Henry
1
2020
Recovering best statistical guarantees via the empirical divergence-based distributionally robust optimization. Zbl 1455.90122
Lam, Henry
3
2019
Robust analysis in stochastic simulation: computation and performance guarantees. Zbl 1455.90002
Ghosh, Soumyadip; Lam, Henry
2
2019
Optimization-based calibration of simulation input models. Zbl 1444.90027
Goeva, Aleksandrina; Lam, Henry; Qian, Huajie; Zhang, Bo
1
2019
Robust actuarial risk analysis. Zbl 1411.91266
Blanchet, Jose; Lam, Henry; Tang, Qihe; Yuan, Zhongyi
1
2019
Uncertainty quantification of stochastic simulation for black-box computer experiments. Zbl 1417.62039
Choe, Youngjun; Lam, Henry; Byon, Eunshin
3
2018
Robust and parallel Bayesian model selection. Zbl 1469.62178
Zhang, Michael Minyi; Lam, Henry; Lin, Lizhen
1
2018
The empirical likelihood approach to quantifying uncertainty in sample average approximation. Zbl 1409.62073
Lam, Henry; Zhou, Enlu
7
2017
Tail analysis without parametric models: a worst-case perspective. Zbl 1405.62145
Lam, Henry; Mottet, Clementine
5
2017
Robust sensitivity analysis for stochastic systems. Zbl 1361.65008
Lam, Henry
24
2016
Two-parameter sample path large deviations for infinite-server queues. Zbl 1327.60066
Blanchet, Jose; Chen, Xinyun; Lam, Henry
3
2014
Rare-event simulation for many-server queues. Zbl 1310.60125
Blanchet, Jose; Lam, Henry
2
2014
Uniform large deviations for heavy-tailed queues under heavy traffic. Zbl 1311.60104
Blanchet, Jose; Lam, Henry
1
2013
A heavy traffic approach to modeling large life insurance portfolios. Zbl 1284.91513
Blanchet, Jose; Lam, Henry
1
2013
Chernoff-Hoeffding bounds for Markov chains: generalized and simplified. Zbl 1245.68143
Chung, Kai-Min; Lam, Henry; Liu, Zhenming; Mitzenmacher, Michael
12
2012
Efficient rare-event simulation for perpetuities. Zbl 1254.65019
Blanchet, Jose; Lam, Henry; Zwart, Bert
3
2012
Spectral library searching for peptide identification in proteomics. Zbl 1245.68079
Lam, Henry
1
2012
Information dissemination via random walks in \(d\)-dimensional space. Zbl 1422.68224
Lam, Henry; Liu, Zhenming; Mitzenmacher, Michael; Sun, Xiaorui; Wang, Yajun
1
2012
Corrections to the central limit theorem for heavy-tailed probability densities. Zbl 1234.60028
Lam, Henry; Blanchet, Jose; Burch, Damian; Bazant, Martin Z.
2
2011
Rare event simulation for a slotted time M/G/s model. Zbl 1209.90105
Blanchet, J.; Glynn, P.; Lam, H.
2
2009
all top 5

Cited by 128 Authors

6 Lam, Henry
5 Blanchet, Jose H.
4 Cohen, Asaf
3 Kim, Michael Jong
3 Rey-Bellet, Luc
2 Birrell, Jeremiah
2 Byon, Eunshin
2 Choe, Youngjun
2 Duchi, John C.
2 Fan, Jianqing
2 Gao, Xuefeng
2 Gotoh, Jun-ya
2 Jiang, Bai
2 Kara, Ali Devran
2 Katsoulakis, Markos A.
2 Kim, Sojung
2 Lim, Andrew E. B.
2 Namkoong, Hongseok
2 Penev, Spiridon I.
2 Rao, Shravas K.
2 Shevchenko, Pavel V.
2 Yüksel, Serdar
2 Zhu, Lingjiong
2 Zwart, Bert P.
1 Basrak, Bojan
1 Basu, Ranojoy
1 Baviera, Roberto
1 Bazant, Martin Z.
1 Bazant, Zdenek Pavel
1 Behague, Natalie C.
1 Bianchi, Giulia
1 Bistritz, Ilai
1 Blanchard, Antoine B.
1 Bressan, Marco
1 Bukh, Boris
1 Campi, Marco Claudio
1 Chen, Bohan
1 Chen, Richard Li-Yang
1 Chen, Ye
1 Chen, Yen-Chi
1 Cheng, Jianqiang
1 Collamore, Jeffrey F.
1 Conroy, Michael J.
1 Das, Bikramjit
1 Dhara, Anulekha
1 Diao, Guoqing
1 Dupuis, Paul G.
1 Duque, Daniel
1 Eng, Jimmy K.
1 Fu, Michael C.
1 Garatti, Simone
1 Glynn, Peter W.
1 Goeva, Aleksandrina
1 Gracar, Peter
1 Guo, Yongyi
1 He, Shuangchi
1 He, Simai
1 He, Yuchen
1 Heidergott, Bernd F.
1 Hening, Alexandru
1 Honnappa, Harsha
1 Jiang, Bo
1 Jordan, Michael Irwin
1 Kallus, Nathan
1 Kamphorst, Bart
1 Kang, Sung Ha
1 Kang, Yang
1 Kim, Kyoung-Kuk
1 Ko, Young Myoung
1 Kontorovich, Leonid Aryeh
1 Le, Jia-Liang
1 Leshem, Amir
1 Li, Chenxin
1 Li, Qunhua
1 Li, Shuoran
1 Liao, Wenjing
1 Liu, Yingjie
1 Liu, Zhiyuan
1 Longepierre, Léa
1 Mao, Yixiang
1 Marbach, Trent Gregory
1 Marković, Nikola
1 Matias, Catherine
1 Morton, David P.
1 Murthy, Karthyek R. A.
1 Najm, Habib N.
1 Naor, Assaf
1 Natarajan, Karthik
1 Olvera-Cravioto, Mariana
1 Palmowski, Zbigniew
1 Pass, Rafael
1 Peng, Yijie
1 Peserico, Enoch
1 Pinar, Ali
1 Prałat, Paweł
1 Pretto, Luca
1 Qian, Huajie
1 Rabinovich, Maxim
1 Ramdas, Aaditya K.
1 Regev, Oded
...and 28 more Authors
all top 5

Cited in 38 Serials

9 Operations Research
6 Mathematics of Operations Research
4 Stochastic Processes and their Applications
3 SIAM Journal on Control and Optimization
3 SIAM Journal on Optimization
2 Journal of Applied Probability
2 Queueing Systems
2 The Annals of Applied Probability
2 European Journal of Operational Research
2 Electronic Journal of Statistics
2 The Annals of Applied Statistics
2 SIAM/ASA Journal on Uncertainty Quantification
1 Advances in Applied Probability
1 Journal of Computational Physics
1 Journal of the Mechanics and Physics of Solids
1 Physica A
1 The Annals of Statistics
1 Journal of the American Statistical Association
1 Insurance Mathematics & Economics
1 Operations Research Letters
1 Journal of Global Optimization
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Mathematical Programming. Series A. Series B
1 SIAM Journal on Scientific Computing
1 The Electronic Journal of Combinatorics
1 Electronic Communications in Probability
1 Bernoulli
1 Theory of Computing Systems
1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
1 Extremes
1 Methodology and Computing in Applied Probability
1 Quantitative Finance
1 Stochastic Models
1 Journal of Machine Learning Research (JMLR)
1 North American Actuarial Journal
1 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
1 Stochastic Systems
1 Bayesian Analysis

Citations by Year

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