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Dynamic Selection in Algorithmic Decision-making
Jin Li, Ye Luo, Xiaowei Zhang
Dynamic Selection in Algorithmic Decision-making
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
Affine Jump-Diffusions: Stochastic Stability and Limit Theorems
Xiaowei Zhang, Peter W. Glynn
Scalable Stochastic Kriging with Markovian Covariances
Liang Ding, Xiaowei Zhang
Stochastic Kriging for Inadequate Simulation Models
Lu Zou, Xiaowei Zhang