Zeyu Zheng

CoRR, May, 2025

Collaborative Bayesian Optimization via Wasserstein Barycenters.

[BibT_eX]

[DOI]

CoRR, April, 2025

Nonstationary A/B Tests: Optimal Variance Reduction, Bias Correction, and Valid Inference.

[BibT_eX]

[DOI]

Manag. Sci., 2025

On Greedy-Like Policies in Online Matching with Reusable Network Resources and Decaying Rewards.

[BibT_eX]

[DOI]

Manag. Sci., 2025

A Simple and Optimal Policy Design with Safety Against Heavy-Tailed Risk for Stochastic Bandits.

[BibT_eX]

[DOI]

Manag. Sci., 2025

A Doubly Stochastic Simulator with Applications in Arrivals Modeling and Simulation.

[BibT_eX]

[DOI]

Yufeng Zheng

Tingyu Zhu

Oper. Res., 2025

Stochastic Localization Methods for Convex Discrete Optimization via Simulation.

[BibT_eX]

[DOI]

Haixiang Zhang

Javad Lavaei

Oper. Res., 2025

Clustering Then Estimation of Spatio-Temporal Self-Exciting Processes.

[BibT_eX]

[DOI]

INFORMS J. Comput., 2025

2024

Language Model Prompt Selection via Simulation Optimization.

[BibT_eX]

[DOI]

CoRR, 2024

Using Cosimla Within Policy Iteration for Mdps with Large State Spaces.

[BibT_eX]

[DOI]

Yifu Tang

Proceedings of the Winter Simulation Conference, 2024

2nd Workshop on Causal Inference and Machine Learning in Practice.

[BibT_eX]

[DOI]

Proceedings of the 30th ACM SIGKDD Conference on Knowledge Discovery and Data Mining, 2024

Daily Physical Activity Monitoring: Adaptive Learning from Multi-source Motion Sensor Data.

[BibT_eX]

[DOI]

Proceedings of the Conference on Health, 2024

2023

Learning to Simulate Sequentially Generated Data via Neural Networks and Wasserstein Training.

[BibT_eX]

[DOI]

Tingyu Zhu

Haoyu Liu

ACM Trans. Model. Comput. Simul., July, 2023

Immediacy Provision and Matchmaking.

[BibT_eX]

[DOI]

Yu An

Manag. Sci., February, 2023

Gradient-Based Algorithms for Convex Discrete Optimization via Simulation.

[BibT_eX]

[DOI]

Haixiang Zhang

Javad Lavaei

Oper. Res., 2023

Gradient-Based Simulation Optimization Algorithms via Multi-Resolution System Approximations.

[BibT_eX]

[DOI]

Jingxu Xu

INFORMS J. Comput., 2023

Regret Distribution in Stochastic Bandits: Optimal Trade-off between Expectation and Tail Risk.

[BibT_eX]

[DOI]

CoRR, 2023

Cosimla with General Regeneration Set to Compute Markov Chain Stationary Expectations.

[BibT_eX]

[DOI]

Proceedings of the Winter Simulation Conference, 2023

Contextual Gaussian Process Bandits with Neural Networks.

[BibT_eX]

[DOI]

Proceedings of the Advances in Neural Information Processing Systems 36: Annual Conference on Neural Information Processing Systems 2023, 2023

Stochastic Multi-armed Bandits: Optimal Trade-off among Optimality, Consistency, and Tail Risk.

[BibT_eX]

[DOI]

Proceedings of the Advances in Neural Information Processing Systems 36: Annual Conference on Neural Information Processing Systems 2023, 2023

Non-stationary Experimental Design under Linear Trends.

[BibT_eX]

[DOI]

Chonghuan Wang

Proceedings of the Advances in Neural Information Processing Systems 36: Annual Conference on Neural Information Processing Systems 2023, 2023

2nd Workshop on Multi-Armed Bandits and Reinforcement Learning: Advancing Decision Making in E-Commerce and Beyond.

[BibT_eX]

[DOI]

Proceedings of the 29th ACM SIGKDD Conference on Knowledge Discovery and Data Mining, 2023

Causal Inference and Machine Learning in Practice: Use Cases for Product, Brand, Policy and Beyond.

[BibT_eX]

[DOI]

Proceedings of the 29th ACM SIGKDD Conference on Knowledge Discovery and Data Mining, 2023

2022

Combining Numerical Linear Algebra with Simulation to Compute Stationary Distributions.

[BibT_eX]

[DOI]

Alex Infanger

Proceedings of the Winter Simulation Conference, 2022

A Simple and Optimal Policy Design for Online Learning with Safety against Heavy-tailed Risk.

[BibT_eX]

[DOI]

Proceedings of the Advances in Neural Information Processing Systems 35: Annual Conference on Neural Information Processing Systems 2022, 2022

2021

Technical Note - Approximating Systems Fed by Poisson Processes with Rapidly Changing Arrival Rates.

[BibT_eX]

[DOI]

Harsha Honnappa

Oper. Res., 2021

Explainable Modeling in Digital Twin.

[BibT_eX]

[DOI]

Proceedings of the Winter Simulation Conference, 2021

Efficient Computation for Stratified Splitting.

[BibT_eX]

[DOI]

Proceedings of the Winter Simulation Conference, 2021

Stochastic $L^\natural$-convex Function Minimization.

[BibT_eX]

[DOI]

Haixiang Zhang

Javad Lavaei

Proceedings of the Advances in Neural Information Processing Systems 34: Annual Conference on Neural Information Processing Systems 2021, 2021

Dynamic Planning and Learning under Recovering Rewards.

[BibT_eX]

[DOI]

Proceedings of the 38th International Conference on Machine Learning, 2021

2020

Simulating Nonstationary Spatio-Temporal Poisson Processes using the Inversion Method.

[BibT_eX]

[DOI]

Haoting Zhang

Proceedings of the Winter Simulation Conference, 2020

Joint Resource Allocation for Input Data Collection and Simulation.

[BibT_eX]

[DOI]

Jingxu Xu

Proceedings of the Winter Simulation Conference, 2020

2019

Estimation and Inference for Non-Stationary Arrival Models with a Linear Trend.

[BibT_eX]

[DOI]

Proceedings of the 2019 Winter Simulation Conference, 2019

2017

Fitting continuous piecewise linear poisson intensities via maximum likelihood and least squares.

[BibT_eX]

[DOI]

Proceedings of the 2017 Winter Simulation Conference, 2017

2016

Extensions of the regenerative method to new functionals.

[BibT_eX]

[DOI]