Yuanlu Bai

3 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-0352-1755

Department of Industrial Engineering and Operations Research, Columbia University, New York, NY10027, USA

Publications

• Overconservativeness of Variance-Based Efficiency Criteria and Probabilistic Efficiency in Rare-Event Simulation — Management Science 2024
• Certifiable Deep Importance Sampling for Rare-Event Simulation of Black Box Systems — Operations Research
• A Distributionally Robust Optimization Framework for Extreme Event Estimation — Journal of the American Statistical Association