A hybrid approach based on saddlepoint and importance sampling methods for bootstrap tail probability estimation. - Stephen M. S. Lee; Irene O. L. Wong (Stat. Comput., 2002)

Minimum variance unbiased estimation based on bootstrap iterations. - Kenny Y. F. Chan; Stephen M. S. Lee; Kai W. Ng (Stat. Comput., 2006)

Second-order accuracy of depth-based bootstrap confidence regions. - Bei Wei; Stephen M. S. Lee (J. Multivar. Anal., 2012)

Stochastically optimal bootstrap sample size for shrinkage-type statistics. - Bei Wei; Stephen M. S. Lee; Xiyuan Wu (Stat. Comput., 2016)

Revisiting Over-smoothing in BERT from the Perspective of Graph. - Han Shi; Jiahui Gao; Hang Xu 004; Xiaodan Liang; Zhenguo Li; Lingpeng Kong; Stephen M. S. Lee; James T. Kwok (ICLR, 2022)

High-dimensional local polynomial regression with variable selection and dimension reduction. - Kin Yap Cheung; Stephen M. S. Lee (Stat. Comput., 2024)