Wenjia Wang

Wenjia Wang

Presidential Young Professor in the Department of Industrial Systems Engineering and Management, National University of Singapore.
SPARKLE: A Nonparametric Approach for Online Decision-Making with High-Dimensional Covariates featured image
Contextual Bandit

SPARKLE: A Nonparametric Approach for Online Decision-Making with High-Dimensional Covariates

Personalized services are central to today's digital economy, and their sequential decisions are often modeled as contextual bandits. Modern applications pose two main challenges: …

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Smooth Nested Simulation: Bridging Cubic and Square Root Convergence Rates in High Dimensions featured image
Kernel Ridge Regression

Smooth Nested Simulation: Bridging Cubic and Square Root Convergence Rates in High Dimensions

Nested simulation concerns estimating functionals of a conditional expectation via simulation. In this paper, we propose a new method based on kernel ridge regression to exploit …

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Wenjia Wang
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