kernel ridge regression

Smooth Nested Simulation: Bridging Cubic and Square Root Convergence Rates in High Dimensions
Wenjia Wang, Yanyuan Wang, Xiaowei Zhang
Smooth Nested Simulation: Bridging Cubic and Square Root Convergence Rates in High Dimensions
High-Dimensional Simulation Optimization via Brownian Fields and Sparse Grids
Liang Ding, Rui Tuo, Xiaowei Zhang
High-Dimensional Simulation Optimization via Brownian Fields and Sparse Grids