Edit Profile (opens in new tab) Lam, Henry Compute Distance To: Compute Author ID: 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 all top 5 Co-Authors 3 single-authored 8 Blanchet, Jose H. 2 Liu, Zhenming 2 Mitzenmacher, Michael 1 Bazant, Martin Z. 1 Burch, Damian 1 Byon, Eunshin 1 Chen, Xinyun 1 Choe, Youngjun 1 Chung, Kai-Min 1 Delache, Alexandre 1 Fu, Michael C. 1 Ghosh, Soumyadip 1 Glynn, Peter W. 1 Godeferd, Fabien S. 1 Goeva, Aleksandrina 1 Heidergott, Bernd F. 1 Li, Haidong 1 Lin, Lizhen 1 Mottet, Clementine 1 Peng, Yijie 1 Qian, Huajie 1 Sun, Xiaorui 1 Tang, Qihe 1 Yuan, Zhongyi 1 Zhang, Michael Minyi 1 Zhang, Xuhui 1 Zhou, Enlu 1 Zwart, Bert P. all top 5 Serials 5 Operations Research 2 Mathematics of Operations Research 2 Operations Research Letters 1 Journal of Fluid Mechanics 1 Insurance Mathematics & Economics 1 Journal of Theoretical Probability 1 Queueing Systems 1 Stochastic Processes and their Applications 1 Computational Statistics and Data Analysis 1 Boletín de la Sociedad Matemática Mexicana. Third Series 1 Methodology and Computing in Applied Probability 1 North American Actuarial Journal 1 Statistics and Its Interface 1 Stochastic Systems all top 5 Fields 11 Operations research, mathematical programming (90-XX) 10 Probability theory and stochastic processes (60-XX) 9 Statistics (62-XX) 5 Numerical analysis (65-XX) 4 Computer science (68-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Number theory (11-XX) 1 Fluid mechanics (76-XX) Publications by Year all cited Publications top 5 cited Publications 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 1361.65008Lam, Henry 24 2016 Chernoff-Hoeffding bounds for Markov chains: generalized and simplified. Zbl 1245.68143Chung, Kai-Min; Lam, Henry; Liu, Zhenming; Mitzenmacher, Michael 12 2012 The empirical likelihood approach to quantifying uncertainty in sample average approximation. Zbl 1409.62073Lam, Henry; Zhou, Enlu 7 2017 Tail analysis without parametric models: a worst-case perspective. Zbl 1405.62145Lam, Henry; Mottet, Clementine 5 2017 Two-parameter sample path large deviations for infinite-server queues. Zbl 1327.60066Blanchet, Jose; Chen, Xinyun; Lam, Henry 3 2014 Efficient rare-event simulation for perpetuities. Zbl 1254.65019Blanchet, Jose; Lam, Henry; Zwart, Bert 3 2012 Recovering best statistical guarantees via the empirical divergence-based distributionally robust optimization. Zbl 1455.90122Lam, Henry 3 2019 Uncertainty quantification of stochastic simulation for black-box computer experiments. Zbl 1417.62039Choe, Youngjun; Lam, Henry; Byon, Eunshin 3 2018 Rare-event simulation for many-server queues. Zbl 1310.60125Blanchet, Jose; Lam, Henry 2 2014 Corrections to the central limit theorem for heavy-tailed probability densities. Zbl 1234.60028Lam, Henry; Blanchet, Jose; Burch, Damian; Bazant, Martin Z. 2 2011 Rare event simulation for a slotted time M/G/s model. Zbl 1209.90105Blanchet, J.; Glynn, P.; Lam, H. 2 2009 Robust analysis in stochastic simulation: computation and performance guarantees. Zbl 1455.90002Ghosh, Soumyadip; Lam, Henry 2 2019 Uniform large deviations for heavy-tailed queues under heavy traffic. Zbl 1311.60104Blanchet, Jose; Lam, Henry 1 2013 A heavy traffic approach to modeling large life insurance portfolios. Zbl 1284.91513Blanchet, Jose; Lam, Henry 1 2013 Spectral library searching for peptide identification in proteomics. Zbl 1245.68079Lam, Henry 1 2012 Maximum likelihood estimation by Monte Carlo simulation: toward data-driven stochastic modeling. Zbl 1460.62035Peng, Yijie; Fu, Michael C.; Heidergott, Bernd; Lam, Henry 1 2020 Robust and parallel Bayesian model selection. Zbl 1469.62178Zhang, Michael Minyi; Lam, Henry; Lin, Lizhen 1 2018 Optimization-based calibration of simulation input models. Zbl 1444.90027Goeva, Aleksandrina; Lam, Henry; Qian, Huajie; Zhang, Bo 1 2019 Information dissemination via random walks in \(d\)-dimensional space. Zbl 1422.68224Lam, Henry; Liu, Zhenming; Mitzenmacher, Michael; Sun, Xiaorui; Wang, Yajun 1 2012 Robust actuarial risk analysis. Zbl 1411.91266Blanchet, Jose; Lam, Henry; Tang, Qihe; Yuan, Zhongyi 1 2019 Maximum likelihood estimation by Monte Carlo simulation: toward data-driven stochastic modeling. Zbl 1460.62035Peng, Yijie; Fu, Michael C.; Heidergott, Bernd; Lam, Henry 1 2020 Recovering best statistical guarantees via the empirical divergence-based distributionally robust optimization. Zbl 1455.90122Lam, Henry 3 2019 Robust analysis in stochastic simulation: computation and performance guarantees. Zbl 1455.90002Ghosh, Soumyadip; Lam, Henry 2 2019 Optimization-based calibration of simulation input models. Zbl 1444.90027Goeva, Aleksandrina; Lam, Henry; Qian, Huajie; Zhang, Bo 1 2019 Robust actuarial risk analysis. Zbl 1411.91266Blanchet, Jose; Lam, Henry; Tang, Qihe; Yuan, Zhongyi 1 2019 Uncertainty quantification of stochastic simulation for black-box computer experiments. Zbl 1417.62039Choe, Youngjun; Lam, Henry; Byon, Eunshin 3 2018 Robust and parallel Bayesian model selection. Zbl 1469.62178Zhang, Michael Minyi; Lam, Henry; Lin, Lizhen 1 2018 The empirical likelihood approach to quantifying uncertainty in sample average approximation. Zbl 1409.62073Lam, Henry; Zhou, Enlu 7 2017 Tail analysis without parametric models: a worst-case perspective. Zbl 1405.62145Lam, Henry; Mottet, Clementine 5 2017 Robust sensitivity analysis for stochastic systems. Zbl 1361.65008Lam, Henry 24 2016 Two-parameter sample path large deviations for infinite-server queues. Zbl 1327.60066Blanchet, Jose; Chen, Xinyun; Lam, Henry 3 2014 Rare-event simulation for many-server queues. Zbl 1310.60125Blanchet, Jose; Lam, Henry 2 2014 Uniform large deviations for heavy-tailed queues under heavy traffic. Zbl 1311.60104Blanchet, Jose; Lam, Henry 1 2013 A heavy traffic approach to modeling large life insurance portfolios. Zbl 1284.91513Blanchet, Jose; Lam, Henry 1 2013 Chernoff-Hoeffding bounds for Markov chains: generalized and simplified. Zbl 1245.68143Chung, Kai-Min; Lam, Henry; Liu, Zhenming; Mitzenmacher, Michael 12 2012 Efficient rare-event simulation for perpetuities. Zbl 1254.65019Blanchet, Jose; Lam, Henry; Zwart, Bert 3 2012 Spectral library searching for peptide identification in proteomics. Zbl 1245.68079Lam, Henry 1 2012 Information dissemination via random walks in \(d\)-dimensional space. Zbl 1422.68224Lam, Henry; Liu, Zhenming; Mitzenmacher, Michael; Sun, Xiaorui; Wang, Yajun 1 2012 Corrections to the central limit theorem for heavy-tailed probability densities. Zbl 1234.60028Lam, Henry; Blanchet, Jose; Burch, Damian; Bazant, Martin Z. 2 2011 Rare event simulation for a slotted time M/G/s model. Zbl 1209.90105Blanchet, J.; Glynn, P.; Lam, H. 2 2009 all cited Publications top 5 cited Publications 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 all top 5 Cited in 18 Fields 24 Probability theory and stochastic processes (60-XX) 21 Operations research, mathematical programming (90-XX) 20 Statistics (62-XX) 12 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Numerical analysis (65-XX) 7 Systems theory; control (93-XX) 6 Computer science (68-XX) 3 Information and communication theory, circuits (94-XX) 2 Combinatorics (05-XX) 2 Partial differential equations (35-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Mathematical logic and foundations (03-XX) 1 Difference and functional equations (39-XX) 1 Operator theory (47-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Mechanics of deformable solids (74-XX) 1 Geophysics (86-XX) 1 Biology and other natural sciences (92-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. Updates and corrections should be made in Wikidata.