My research interests include stochastic optimization, statistical learning, data science and their applications.
Manuscripts
Rahman, M.H., et al. (2024) "Achieving transit accessibility gains through flexible bus routing and advance online reservation for a low-demand route." Submitted.
Chen, Y. (2024) "Nonparametric data-driven optimal allocation via point estimation of optimal large deviations rates in sequential selection." Submitted.
Journal Articles
Wang, Y., et al. (2024) "Resource allocation in an uncertain environment: application to snowplowing operations in Utah." Transportation Science.
Wang, Y., et al. (2024) "Improving snowplowing operations in Utah through optimization and visualization." INFORMS Journal on Applied Analytics.
Kerfonta, C.M., et al. (2024) "Sequential selection for minimizing the variance with application to crystallication experiments." The American Statistician.
Chen, Y. & Ryzhov, I.O. (2023). "Balancing optimal large deviations in sequential selection." Management Science.
Chen, Y., et al. (2022) "Data-driven robust resource allocation with monotonic cost functions." Operations Research.
Chen, Y., et al. (2022) "Sequential selection for accelerated life testing via approximate Bayesian inference." Naval Research Logistics.
Chen, Y. & Ryzhov, I.O. (2020) "Consistency analysis of sequential learning under approximate Bayesian inference." Operations Research.
Chen, Y. & Ryzhov, I.O. (2019) "Complete expected improvement converges to an optimal budget allocation." Advances in Applied Probability.
Conference Proceedings
Chen, Y. (2023) "Data-driven optimal allocation for ranking and selection under unknown sampling distributions." Proceedings of the 2023 Winter Simulation Conference.
Ryzhov, I.O., et al. (2020) "Advanced statistical methods: inference, variable selection and experimental design." Proceedings of the 2020 Winter Simulation Conference.
Chen, Y. & Ryzhov, I.O. (2019) "Balancing optimal large deviations in ranking and selection." Proceedings of the 2019 Winter Simulation Conference.
Chen, Y. & Ryzhov, I.O. (2017) "Rate-optimality of the complete expected improvement criterion." Proceedings of the 2017 Winter Simulation Conference.
Chen, Y. & Ryzhov, I.O. (2016) "Approximate Bayesian inference as a form of stochastic approximation: a new consistency theory with applications." Proceedings of the 2016 Winter Simulation Conference.
Book Chapters
Chen, Y. (2023) "Ranking and Selection." In: Pardalos, P.M., Prokopyev, O.A. (eds) Encyclopedia of Optimization. Springer, Cham.
Ryzhov, I.O. & Chen, Y. (2017) "Bayesian belief models for simulation-based decision making." In: Advances in Modeling and Simulation: Seminal Research From 50 Years of Winter Simulation Conferences (eds. A. Tolk, J. Fowler, G. Shao and E. Yücesan). Springer.