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11/12/2021
Higher-Order Coverage Errors of Batching Methods via Edgeworth Expansions on t-Statistics
While batching methods have been widely used in simulation and statistic...
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11/03/2021
Certifiable Deep Importance Sampling for Rare-Event Simulation of Black-Box Systems
Rare-event simulation techniques, such as importance sampling (IS), cons...
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08/11/2021
Higher-Order Expansion and Bartlett Correctability of Distributionally Robust Optimization
Distributionally robust optimization (DRO) is a worst-case framework for...
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02/21/2021
Adaptive Importance Sampling for Efficient Stochastic Root Finding and Quantile Estimation
In solving simulation-based stochastic root-finding or optimization prob...
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06/28/2020
