| 2025 | AISTATS | Dissecting the Impact of Model Misspecification in Data-Driven Optimization. | Adam N. Elmachtoub, Henry Lam, Haixiang Lan, Haofeng Zhang |
| 2025 | ICLR | MallowsPO: Fine-Tune Your LLM with Preference Dispersions. | Haoxian Chen, Hanyang Zhao, Henry Lam, David D. Yao, Wenpin Tang |
| 2025 | WSC | Efficient Uncertainty Quantification of Bagging via the Cheap Bootstrap. | Arindam Roy Chowdhury, Henry Lam |
| 2025 | WSC | Control Variates Beyond Mean: Variance Reduction for Nonlinear Statistical Quantities. | Henry Lam, Zitong Wang |
| 2024 | ICLR | Learning from Sparse Offline Datasets via Conservative Density Estimation. | Zhepeng Cen, Zuxin Liu, Zitong Wang, Yihang Yao, Henry Lam, Ding Zhao |
| 2024 | WSC | Importance Sampling of Rare Events for Distribution Networks with Stochastic Loads. | Mark Christianen, Henry Lam, Maria Vlasiou, Bert Zwart |
| 2024 | WSC | Data-Driven Solutions and Uncertainty Quantification for Multistage Stochastic Optimization. | Yunhao Yan, Henry Lam |
| 2023 | AISTATS | Hedging against Complexity: Distributionally Robust Optimization with Parametric Approximation. | Garud Iyengar, Henry Lam, Tianyu Wang |
| 2023 | AISTATS | Group Distributionally Robust Reinforcement Learning with Hierarchical Latent Variables. | Mengdi Xu, Peide Huang, Yaru Niu, Visak Kumar, Jielin Qiu, Chao Fang, Kuan-Hui Lee, Xuewei Qi, Henry Lam, Bo Li, Ding Zhao |
| 2023 | ICML | Bootstrap in High Dimension with Low Computation. | Henry Lam, Zhenyuan Liu |
| 2023 | WSC | Curse of Dimensionality in Rare-Event Simulation. | Yuanlu Bai, Antonius B. Dieker, Henry Lam |
| 2023 | WSC | Optimal Batching Under Computation Budget. | Shengyi He, Henry Lam |
| 2023 | WSC | Statistical Uncertainty Quantification for Expensive Black-Box Models: Methodologies and Input Uncertainty Applications. | Henry Lam |
| 2023 | WSC | Resampling Stochastic Gradient Descent Cheaply. | Henry Lam, Zitong Wang |
| 2023 | UAI | Detection of Short-Term Temporal Dependencies in Hawkes Processes with Heterogeneous Background Dynamics. | Yu Chen, Fengpei Li, Anderson Schneider, Yuriy Nevmyvaka, Asohan Amarasingham, Henry Lam |
| 2022 | IROS | Scalable Safety-Critical Policy Evaluation with Accelerated Rare Event Sampling. | Mengdi Xu, Peide Huang, Fengpei Li, Jiacheng Zhu, Xuewei Qi, Kentaro Oguchi, Zhiyuan Huang, Henry Lam, Ding Zhao |
| 2022 | WSC | Importance Sampling for Rare-Event Gradient Estimation. | Yuanlu Bai, Shengyi He, Henry Lam, Guangxin Jiang, Michael C. Fu |
| 2022 | WSC | Rare-Event Simulation Without Variance Reduction: An Extreme Value Theory Approach. | Yuanlu Bai, Henry Lam, Sebastian Engelke |
| 2022 | WSC | Distributional Input Uncertainty. | Motong Chen, Zhenyuan Liu, Henry Lam |
| 2022 | WSC | Batching on Biased Estimators. | Shengyi He, Henry Lam |
| 2022 | WSC | Cheap Bootstrap for Input Uncertainty Quantification. | Henry Lam |
| 2021 | AISTATS | Deep Probabilistic Accelerated Evaluation: A Robust Certifiable Rare-Event Simulation Methodology for Black-Box Safety-Critical Systems. | Mansur Arief, Zhiyuan Huang, Guru Koushik Senthil Kumar, Yuanlu Bai, Shengyi He, Wenhao Ding, Henry Lam, Ding Zhao |
| 2021 | AISTATS | Learning Prediction Intervals for Regression: Generalization and Calibration. | Haoxian Chen, Ziyi Huang, Henry Lam, Huajie Qian, Haofeng Zhang |
| 2021 | WSC | Higher-Order Coverage Error Analysis for Batching and Sectioning. | Shengyi He, Henry Lam |
| 2021 | WSC | Neural Predictive Intervals for Simulation Metamodeling. | Henry Lam, Haofeng Zhang |
| 2021 | WSC | Simulating New York City Hospital Load Balancing During COVID-19. | Enrique Lelo de Larrea, Henry Lam, Elioth Sanabria, Jay Sethuraman, Sevin Mohammadi, Audrey Olivier, Andrew W. Smyth, Edward M. Dolan, Nicholas E. Johnson, Timothy R. Kepler, Afsan Quayyum, Kathleen S. Thomson |
| 2021 | WSC | Short-Term Adaptive Emergency Call Volume Prediction. | Elioth Sanabria, Henry Lam, Enrique Lelo de Larrea, Jay Sethuraman, Sevin Mohammadi, Audrey Olivier, Andrew W. Smyth, Edward M. Dolan, Nicholas E. Johnson, Timothy R. Kepler, Afsan Quayyum, Kathleen S. Thomson |
| 2020 | ACML | Constrained Reinforcement Learning via Policy Splitting. | Haoxian Chen, Henry Lam, Fengpei Li, Amirhossein Meisami |
| 2020 | AISTATS | Robust Importance Weighting for Covariate Shift. | Fengpei Li, Henry Lam, Siddharth Prusty |
| 2020 | WSC | On the Error of Naive Rare-Event Monte Carlo Estimator. | Yuanlu Bai, Henry Lam |
| 2020 | WSC | Calibrating Input Parameters via Eligibility Sets. | Yuanlu Bai, Henry Lam |
| 2020 | WSC | Distributionally Constrained Stochastic Gradient Estimation Using Noisy Function Evaluations. | Henry Lam, Junhui Zhang |
| 2020 | WSC | Optimally Tuning Finite-Difference Estimators. | Haidong Li, Henry Lam |
| 2020 | WSC | Context-Dependent Ranking and Selection under a Bayesian Framework. | Haidong Li, Henry Lam, Zhe Liang, Yijie Peng |
| 2020 | WSC | Sample Average Approximation For Functional Decisions Under Shape Constraints. | Dashi I. Singham, Henry Lam |
| 2019 | WSC | On The Impacts of Tail Model Uncertainty in Rare-Event Estimation. | Zhiyuan Huang, Henry Lam |
| 2019 | WSC | Random Perturbation and Bagging to Quantify Input Uncertainty. | Henry Lam, Huajie Qian |
| 2019 | WSC | Validating Optimization with Uncertain Constraints. | Henry Lam, Huajie Qian |
| 2019 | WSC | On The Stability of Kernelized Control Functionals On Partial And Biased Stochastic Inputs. | Henry Lam, Haofeng Zhang |
| 2019 | WSC | Minimax Efficient Finite-Difference Gradient Estimators. | Henry Lam, Xuhui Zhang |
| 2018 | WSC | Revisiting Direct bootstrap resampling for input Model uncertainty. | Russell R. Barton, Henry Lam, Eunhye Song |
| 2018 | WSC | Achieving Optimal Bias-variance Tradeoff in Online derivative estimation. | Thibault Duplay, Henry Lam, Xinyu Zhang |
| 2018 | WSC | Constructing simulation output Intervals under input uncertainty via Data sectioning. | Peter W. Glynn, Henry Lam |
| 2018 | WSC | Designing Importance samplers to simulate Machine Learning Predictors via Optimization. | Zhiyuan Huang, Henry Lam, Ding Zhao |
| 2018 | WSC | Rare-Event simulation without Structural Information: a Learning-based Approach. | Zhiyuan Huang, Henry Lam, Ding Zhao |
| 2018 | WSC | On efficiencies of stochastic Optimization Procedures under Importance Sampling. | Henry Lam, Guangxin Jiang, Michael C. Fu |
| 2018 | WSC | Sampling uncertain Constraints under parametric distributions. | Henry Lam, Fengpei Li |
| 2018 | WSC | Subsampling variance for input uncertainty Quantification. | Henry Lam, Huajie Qian |
| 2018 | WSC | Assessing solution Quality in stochastic Optimization via bootstrap Aggregating. | Henry Lam, Huajie Qian |
| 2018 | UAI | Sequential Learning under Probabilistic Constraints. | Amirhossein Meisami, Henry Lam, Chen Dong, Abhishek Pani |
| 2017 | ICRA | Evaluation of automated vehicles in the frontal cut-in scenario - An enhanced approach using piecewise mixture models. | Zhiyuan Huang, Ding Zhao, Henry Lam, David J. LeBlanc, Huei Peng |
| 2017 | WSC | Computing worst-case expectations given marginals via simulation. | Jose H. Blanchet, Fei He, Henry Lam |
| 2017 | WSC | Sequential experimentation to efficiently test automated vehicles. | Zhiyuan Huang, Henry Lam, Ding Zhao |
| 2017 | WSC | Improving prediction from stochastic simulation via model discrepancy learning. | Henry Lam, Xinyu Zhang, Matthew Plumlee |
| 2017 | WSC | Uncertainty quantification on simulation analysis driven by random forests. | Amirhossein Meisami, Mark P. Van Oyen, Henry Lam |
| 2016 | WSC | Approximating data-driven joint chance-constrained programs via uncertainty set construction. | L. Jeff Hong, Zhiyuan Huang, Henry Lam |
| 2016 | WSC | Advanced tutorial: Input uncertainty and robust analysis in stochastic simulation. | Henry Lam |
| 2016 | WSC | The empirical likelihood approach to simulation input uncertainty. | Henry Lam, Huajie Qian |
| 2016 | WSC | Learning stochastic model discrepancy. | Matthew Plumlee, Henry Lam |
| 2015 | WSC | Mirror descent stochastic approximation for computing worst-case stochastic input models. | Soumyadip Ghosh, Henry Lam |
| 2015 | WSC | A statistical perspective on linear programs with uncertain parameters. | L. Jeff Hong, Henry Lam |
| 2015 | WSC | Simulating tail events with unspecified tail models. | Henry Lam, Clementine Mottet |
| 2015 | WSC | Quantifying uncertainty in sample average approximation. | Henry Lam, Enlu Zhou |
| 2014 | ICML | A Bayesian Framework for Online Classifier Ensemble. | Qinxun Bai, Henry Lam, Stan Sclaroff |
| 2014 | WSC | Robust rare-event performance analysis with natural non-convex constraints. | Jose H. Blanchet, Christopher Dolan, Henry Lam |
| 2014 | WSC | Reconstructing input models via simulation optimization. | Aleksandrina Goeva, Henry Lam, Bo Zhang |
| 2013 | AISTATS | Why Steiner-tree type algorithms work for community detection. | Mung Chiang, Henry Lam, Zhenming Liu, H. Vincent Poor |
| 2013 | WSC | Iterative methods for robust estimation under bivariate distributional uncertainty. | Henry Lam, Soumyadip Ghosh |
| 2012 | WSC | Efficient importance sampling under partial information. | Henry Lam |
| 2012 | SODA | Information dissemination via random walks in | Henry Lam, Zhenming Liu, Michael Mitzenmacher, Xiaorui Sun, Yajun Wang |
| 2012 | STACS | Chernoff-Hoeffding Bounds for Markov Chains: Generalized and Simplified. | Kai-Min Chung, Henry Lam, Zhenming Liu, Michael Mitzenmacher |
| 2011 | WSC | Rare event simulation techniques. | Jose H. Blanchet, Henry Lam |
| 2011 | WSC | Importance sampling for actuarial cost analysis under a heavy traffic model. | Jose H. Blanchet, Henry Lam |