Yuanlu Bai

According to our database, Yuanlu Bai authored at least 12 papers between 2020 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Overconservativeness of Variance-Based Efficiency Criteria and Probabilistic Efficiency in Rare-Event Simulation.

Yuanlu Bai, Zhiyuan Huang, Henry Lam, Ding Zhao

Manag. Sci., 2024

2023

Curse of Dimensionality in Rare-Event Simulation.

Yuanlu Bai, Antonius B. Dieker, Henry Lam

Proceedings of the Winter Simulation Conference, 2023

2022

Rare-event Simulation for Neural Network and Random Forest Predictors.

Yuanlu Bai, Zhiyuan Huang, Henry Lam, Ding Zhao

ACM Trans. Model. Comput. Simul., 2022

Rare-Event Simulation Without Variance Reduction: An Extreme Value Theory Approach.

Yuanlu Bai, Henry Lam, Sebastian Engelke

Proceedings of the Winter Simulation Conference, 2022

Importance Sampling for Rare-Event Gradient Estimation.

Yuanlu Bai, Shengyi He, Henry Lam, Guangxin Jiang, Michael C. Fu

Proceedings of the Winter Simulation Conference, 2022

Efficient Calibration of Multi-Agent Simulation Models from Output Series with Bayesian Optimization.

Yuanlu Bai, Henry Lam, Tucker Balch, Svitlana Vyetrenko

Proceedings of the 3rd ACM International Conference on AI in Finance, 2022

2021

Efficient Calibration of Multi-Agent Market Simulators from Time Series with Bayesian Optimization.

Yuanlu Bai, Henry Lam, Svitlana Vyetrenko, Tucker Balch

CoRR, 2021

Calibrating Over-Parametrized Simulation Models: A Framework via Eligibility Set.

Yuanlu Bai, Tucker Balch, Haoxian Chen, Danial Dervovic, Henry Lam, Svitlana Vyetrenko

CoRR, 2021

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

Proceedings of the 24th International Conference on Artificial Intelligence and Statistics, 2021

2020

Deep Probabilistic Accelerated Evaluation: A Certifiable Rare-Event Simulation Methodology for Black-Box Autonomy.

Mansur Arief, Zhiyuan Huang, Guru Koushik Senthil Kumar, Yuanlu Bai, Shengyi He, Wenhao Ding, Henry Lam, Ding Zhao

CoRR, 2020

Calibrating Input Parameters via Eligibility Sets.

Yuanlu Bai, Henry Lam

Proceedings of the Winter Simulation Conference, 2020

On the Error of Naive Rare-Event Monte Carlo Estimator.

Yuanlu Bai, Henry Lam

Proceedings of the Winter Simulation Conference, 2020