On the Error of Naive Rare-Event Monte Carlo Estimator. - Yuanlu Bai; Henry Lam (WSC, 2020)

Calibrating Input Parameters via Eligibility Sets. - Yuanlu Bai; Henry Lam (WSC, 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)

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 (AISTATS, 2021)

Calibrating Over-Parametrized Simulation Models: A Framework via Eligibility Set. - Yuanlu Bai; Tucker Balch; Haoxian Chen 002; Danial Dervovic; Henry Lam; Svitlana Vyetrenko (CoRR, 2021)

Efficient Calibration of Multi-Agent Market Simulators from Time Series with Bayesian Optimization. - Yuanlu Bai; Henry Lam; Svitlana Vyetrenko; Tucker Balch (CoRR, 2021)

Efficient Calibration of Multi-Agent Simulation Models from Output Series with Bayesian Optimization. - Yuanlu Bai; Henry Lam; Tucker Balch; Svitlana Vyetrenko (ICAIF, 2022)

Importance Sampling for Rare-Event Gradient Estimation. - Yuanlu Bai; Shengyi He; Henry Lam; Guangxin Jiang; Michael C. Fu 001 (WSC, 2022)

Rare-Event Simulation Without Variance Reduction: An Extreme Value Theory Approach. - Yuanlu Bai; Henry Lam; Sebastian Engelke (WSC, 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)

Curse of Dimensionality in Rare-Event Simulation. - Yuanlu Bai; Antonius B. Dieker; Henry Lam (WSC, 2023)

Overconservativeness of Variance-Based Efficiency Criteria and Probabilistic Efficiency in Rare-Event Simulation. - Yuanlu Bai; Zhiyuan Huang; Henry Lam; Ding Zhao (Manag. Sci., 2024)

Uncertainty quantification and confidence intervals for naive rare-event estimators. - Yuanlu Bai; Henry Lam (J. Appl. Probab., 2025)