Zeyu Zheng

Zeyu Zheng

Associate Professor in Department of Industrial Engineering and Operations Research, UC Berkeley.

A Scalable Approach to Enhancing Stochastic Kriging with Gradients

It is known that incorporating gradient information can significantly enhance the prediction accuracy of stochastic kriging. However, such an enhancement cannot be scaled trivially …

Haojun Huo

Data-Driven Ranking and Selection: High-dimensional Covariates and General Dependence

This paper considers the problem of ranking and selection with covariates (R&S-C), which is first introduced by Shen et al. (2017) and aims to identify a decision rule that …

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Xiaocheng Li