Yanyuan Wang

PhD student in the Department of Industrial Engineering and Decision Analytics, HKUST.

''Over-Optimizing'' for Normality: Budget-Constrained Uncertainty Quantification for Contextual Decision-Making

We study uncertainty quantification for contextual stochastic optimization, focusing on weighted sample average approximation (wSAA), which uses machine-learned relevance weights …

Yanyuan Wang

• Oct 11, 2025 • 1 min read

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 …

Wenjia Wang

• Dec 10, 2024 • 1 min read

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Yanyuan Wang

''Over-Optimizing'' for Normality: Budget-Constrained Uncertainty Quantification for Contextual Decision-Making

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