Henry Lam

Henry Lam

Columbia University in the City of New York

H-index: 23

North America-United States

About Henry Lam

Henry Lam, With an exceptional h-index of 23 and a recent h-index of 20 (since 2020), a distinguished researcher at Columbia University in the City of New York, specializes in the field of Monte Carlo simulation, uncertainty quantification, optimization under uncertainty, rare-event analysis, statistical learning.

His recent articles reflect a diverse array of research interests and contributions to the field:

Optimal Regret Is Achievable with Bounded Approximate Inference Error: An Enhanced Bayesian Upper Confidence Bound Framework

Efficient Uncertainty Quantification and Reduction for Over-Parameterized Neural Networks

A Shrinkage Approach to Improve Direct Bootstrap Resampling under Input Uncertainty

Burn-in selection in simulating stationary time series

Learning from Sparse Offline Datasets via Conservative Density Estimation

Quantifying Distributional Input Uncertainty via Inflated Kolmogorov-Smirnov Confidence Band

Efficient learning for clustering and optimizing context-dependent designs

Dynamic Stratification and Post-Stratified Adaptive Sampling for Simulation Optimization

Henry Lam Information

University

Position

___

Citations(all)

2891

Citations(since 2020)

2200

Cited By

1522

hIndex(all)

23

hIndex(since 2020)

20

i10Index(all)

55

i10Index(since 2020)

45

Email

University Profile Page

Columbia University in the City of New York

Google Scholar

View Google Scholar Profile

Henry Lam Skills & Research Interests

Monte Carlo simulation

uncertainty quantification

optimization under uncertainty

rare-event analysis

statistical learning

Top articles of Henry Lam

Title

Journal

Author(s)

Publication Date

Optimal Regret Is Achievable with Bounded Approximate Inference Error: An Enhanced Bayesian Upper Confidence Bound Framework

Advances in Neural Information Processing Systems

Ziyi Huang

Henry Lam

Amirhossein Meisami

Haofeng Zhang

2024/2/13

Efficient Uncertainty Quantification and Reduction for Over-Parameterized Neural Networks

Advances in Neural Information Processing Systems

Ziyi Huang

Henry Lam

Haofeng Zhang

2024/2/13

A Shrinkage Approach to Improve Direct Bootstrap Resampling under Input Uncertainty

INFORMS Journal on Computing

Eunhye Song

Henry Lam

Russell R Barton

2024/2/2

Burn-in selection in simulating stationary time series

Computational Statistics & Data Analysis

Yuanbo Li

Chu Kin Chan

Chun Yip Yau

Wai Leong Ng

Henry Lam

2024/4/1

Learning from Sparse Offline Datasets via Conservative Density Estimation

arXiv preprint arXiv:2401.08819

Zhepeng Cen

Zuxin Liu

Zitong Wang

Yihang Yao

Henry Lam

...

2024/1/16

Quantifying Distributional Input Uncertainty via Inflated Kolmogorov-Smirnov Confidence Band

arXiv preprint arXiv:2403.09877

Motong Chen

Henry Lam

Zhenyuan Liu

2024/3/14

Efficient learning for clustering and optimizing context-dependent designs

Operations Research

Haidong Li

Henry Lam

Yijie Peng

2024/3

Dynamic Stratification and Post-Stratified Adaptive Sampling for Simulation Optimization

Pranav Jain

Sara Shashaani

2023/12/10

Reverse Engineering the Future–An Automated Backward Simulation Approach to on-Time Production in the Semiconductor Industry

Madlene Leißau

Christoph Laroque

2023/12/10

Statistical Uncertainty Quantification for Expensive Black-Box Models: Methodologies and Input Uncertainty Applications

Henry Lam

2023/12/10

Hedging against complexity: Distributionally robust optimization with parametric approximation

Garud Iyengar

Henry Lam

Tianyu Wang

2023/4/11

Adaptive importance sampling for efficient stochastic root finding and quantile estimation

Operations Research

Shengyi He

Guangxin Jiang

Henry Lam

Michael C Fu

2023/6/2

Pseudo-bayesian optimization

arXiv preprint arXiv:2310.09766

Haoxian Chen

Henry Lam

2023/10/15

Properties of Several Performance Indicators for Global Multi-Objective Simulation Optimization

Susan R Hunter

Burla E Ondes

2023/12/10

Stochastic Constraints: How Feasible Is Feasible?

David J Eckman

Shane G Henderson

Sara Shashaani

2023/12/10

Resampling Stochastic Gradient Descent Cheaply

Henry Lam

Zitong Wang

2023/12/10

Group distributionally robust reinforcement learning with hierarchical latent variables

Mengdi Xu

Peide Huang

Yaru Niu

Visak Kumar

Jielin Qiu

...

2023/4/11

Conditional coverage estimation for high-quality prediction intervals

Journal of Systems Science and Systems Engineering

Ziyi Huang

Henry Lam

Haofeng Zhang

2023/6

Bootstrap in high dimension with low computation

Henry Lam

Zhenyuan Liu

2023/7/3

Robust Importance Sampling for Stochastic Simulations with Uncertain Parametric Input Model

Seung Min Baik

Young Myoung Ko

Eunshin Byon

2023/12/10

See List of Professors in Henry Lam University(Columbia University in the City of New York)