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Shengyi He
Shengyi He
Verified email at columbia.edu
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Cited by
Year
Deep probabilistic accelerated evaluation: A robust certifiable rare-event simulation methodology for black-box safety-critical systems
M Arief, Z Huang, GKS Kumar, Y Bai, S He, W Ding, H Lam, D Zhao
International Conference on Artificial Intelligence and Statistics, 595-603, 2021
332021
Adaptive importance sampling for efficient stochastic root finding and quantile estimation
S He, G Jiang, H Lam, MC Fu
Operations Research, 2023
142023
Certifiable deep importance sampling for rare-event simulation of black-box systems
M Arief, Y Bai, W Ding, S He, Z Huang, H Lam, D Zhao
arXiv preprint arXiv:2111.02204, 2021
92021
Deep probabilistic accelerated evaluation: A certifiable rare-event simulation methodology for black-box autonomy
M Arief, Z Huang, GKS Kumar, Y Bai, S He, W Ding, H Lam, D Zhao
arXiv preprint arXiv:2006.15722 1 (4), 2020
92020
Higher-order coverage error analysis for batching and sectioning
S He, H Lam
2021 Winter Simulation Conference (WSC), 1-12, 2021
42021
Higher-order coverage errors of batching methods via Edgeworth expansions on t-statistics
S He, H Lam
The Annals of Statistics 52 (4), 1360-1383, 2024
32024
Higher-order expansion and bartlett correctability of distributionally robust optimization
S He, H Lam
arXiv preprint arXiv:2108.05908, 2021
32021
Optimal Batching under Computation Budget
S He, H Lam
2023 Winter Simulation Conference (WSC), 433-444, 2023
22023
Importance Sampling for Rare-Event Gradient Estimation
Y Bai, S He, H Lam, G Jiang, MC Fu
2022 Winter Simulation Conference (WSC), 3063-3074, 2022
12022
Statistically Optimal Uncertainty Quantification for Expensive Black-Box Models
S He, H Lam
arXiv preprint arXiv:2408.05887, 2024
2024
Statistically Efficient Methods for Computation-Aware Uncertainty Quantification and Rare-Event Optimization
S He
Columbia University, 2024
2024
Batching on biased estimators
S He, H Lam
2022 Winter Simulation Conference (WSC), 2606-2616, 2022
2022
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