Data-Driven Simulation & Stochastic Optimization on Xiaowei Zhang https://xiaoweiz.github.io/research_areas/data-driven-simulation-optimization/ Recent content in Data-Driven Simulation & Stochastic Optimization on Xiaowei Zhang Source Themes academia (https://sourcethemes.com/academic/) en-us Copyright © {year} Sun, 14 Jun 2026 08:53:22 +0800 Learning to Simulate: Generative Metamodeling via Quantile Regression https://xiaoweiz.github.io/publication/qr-gmm/ Sun, 14 Jun 2026 08:53:22 +0800 https://xiaoweiz.github.io/publication/qr-gmm/ On the Suboptimality of GP-UCB under Polynomial Effective Optimism https://xiaoweiz.github.io/publication/gpucb/ Wed, 20 May 2026 10:09:14 +0800 https://xiaoweiz.github.io/publication/gpucb/ Staffing under Taylor's Law: A Unifying Framework for Bridging Square-Root and Linear Safety Rules https://xiaoweiz.github.io/publication/taylor-staffing/ Thu, 23 Apr 2026 23:15:21 +0800 https://xiaoweiz.github.io/publication/taylor-staffing/ ''Over-Optimizing'' for Normality: Budget-Constrained Uncertainty Quantification for Contextual Decision-Making https://xiaoweiz.github.io/publication/wsaa/ Wed, 04 Mar 2026 15:34:23 +0800 https://xiaoweiz.github.io/publication/wsaa/ Smooth Nested Simulation: Bridging Cubic and Square Root Convergence Rates in High Dimensions https://xiaoweiz.github.io/publication/nested-simulation/ Tue, 10 Dec 2024 08:38:42 +0800 https://xiaoweiz.github.io/publication/nested-simulation/ Sample and Computationally Efficient Stochastic Kriging in High Dimensions https://xiaoweiz.github.io/publication/high-dim-kriging/ Thu, 21 Mar 2024 10:00:00 +0800 https://xiaoweiz.github.io/publication/high-dim-kriging/ Knowledge Gradient for Selection with Covariates: Consistency and Computation https://xiaoweiz.github.io/publication/kg-contextual-selection/ Tue, 22 Mar 2022 17:11:41 +0800 https://xiaoweiz.github.io/publication/kg-contextual-selection/ Surrogate-Based Simulation Optimization https://xiaoweiz.github.io/publication/surrogate-based-so/ Mon, 25 Oct 2021 22:07:59 +0800 https://xiaoweiz.github.io/publication/surrogate-based-so/ High-Dimensional Simulation Optimization via Brownian Fields and Sparse Grids https://xiaoweiz.github.io/publication/high-dim-sim-opt/ Mon, 19 Jul 2021 10:00:00 +0800 https://xiaoweiz.github.io/publication/high-dim-sim-opt/ Ranking and Selection with Covariates for Personalized Decision Making https://xiaoweiz.github.io/publication/contextual-selection/ Fri, 12 Feb 2021 18:06:44 +0800 https://xiaoweiz.github.io/publication/contextual-selection/ Distributionally Robust Selection of the Best https://xiaoweiz.github.io/publication/robust-selection/ Wed, 15 Jan 2020 21:11:51 +0800 https://xiaoweiz.github.io/publication/robust-selection/ A Scalable Approach to Enhancing Stochastic Kriging with Gradients https://xiaoweiz.github.io/publication/scalable-kriging-gradients-wsc/ Wed, 12 Dec 2018 18:06:44 +0800 https://xiaoweiz.github.io/publication/scalable-kriging-gradients-wsc/ Data-Driven Ranking and Selection: High-dimensional Covariates and General Dependence https://xiaoweiz.github.io/publication/contextual-selection-high-dimension/ Mon, 10 Dec 2018 19:05:59 +0800 https://xiaoweiz.github.io/publication/contextual-selection-high-dimension/ Enhancing Stochastic Kriging for Queueing Simulation with Stylized Models https://xiaoweiz.github.io/publication/stylized-model-stochastic-kriging/ Sat, 31 Mar 2018 18:06:44 +0800 https://xiaoweiz.github.io/publication/stylized-model-stochastic-kriging/ Scalable Stochastic Kriging with Markovian Covariances https://xiaoweiz.github.io/publication/scalable-kriging/ Fri, 02 Mar 2018 18:06:44 +0800 https://xiaoweiz.github.io/publication/scalable-kriging/ Stochastic Kriging for Inadequate Simulation Models https://xiaoweiz.github.io/publication/kriging-inadequate/ Thu, 08 Feb 2018 17:48:04 +0800 https://xiaoweiz.github.io/publication/kriging-inadequate/ Ranking and Selection with Covariates https://xiaoweiz.github.io/publication/contextual-selection-wsc/ Sun, 10 Dec 2017 18:06:44 +0800 https://xiaoweiz.github.io/publication/contextual-selection-wsc/ Sequential Sampling for Bayesian Robust Ranking and Selection https://xiaoweiz.github.io/publication/robust-knowledge-gradient/ Sat, 10 Dec 2016 18:06:44 +0800 https://xiaoweiz.github.io/publication/robust-knowledge-gradient/ Simulation Metamodeling in the Presence of Model Inadequacy https://xiaoweiz.github.io/publication/kriging-inadequate-wsc/ Sat, 03 Dec 2016 21:00:44 +0800 https://xiaoweiz.github.io/publication/kriging-inadequate-wsc/ Affine Point Processes: Approximation and Efficient Simulation https://xiaoweiz.github.io/publication/affine-point-processes/ Tue, 03 Nov 2015 20:16:50 +0800 https://xiaoweiz.github.io/publication/affine-point-processes/ Scaling and Modeling of Call Center Arrivals https://xiaoweiz.github.io/publication/scaling-arrival-wsc/ Wed, 10 Dec 2014 18:06:44 +0800 https://xiaoweiz.github.io/publication/scaling-arrival-wsc/ A Bayesian Approach for Modeling and Analysis of Call Center Arrivals https://xiaoweiz.github.io/publication/bayesian-modeling-arrival-wsc/ Tue, 10 Dec 2013 21:16:19 +0800 https://xiaoweiz.github.io/publication/bayesian-modeling-arrival-wsc/ Robust Selection of the Best https://xiaoweiz.github.io/publication/robust-selection-wsc/ Tue, 10 Dec 2013 18:06:44 +0800 https://xiaoweiz.github.io/publication/robust-selection-wsc/ A Regenerative Bootstrap Approach to Estimating the Initial Transient https://xiaoweiz.github.io/publication/regenerative-bootstrap/ Fri, 10 Dec 2010 18:06:44 +0800 https://xiaoweiz.github.io/publication/regenerative-bootstrap/ On the Dynamics of a Finite Buffer Queue Conditioned on the Amount of Loss https://xiaoweiz.github.io/publication/loss-process/ Thu, 09 Dec 2010 17:48:04 +0800 https://xiaoweiz.github.io/publication/loss-process/ Rare Event Simulation for a Generalized Hawkes Process https://xiaoweiz.github.io/publication/rare-event-hawkes/ Thu, 10 Dec 2009 18:06:44 +0800 https://xiaoweiz.github.io/publication/rare-event-hawkes/ Efficient Suboptimal Rare-event Simulation https://xiaoweiz.github.io/publication/suboptimal-rare-event/ Mon, 10 Dec 2007 18:06:44 +0800 https://xiaoweiz.github.io/publication/suboptimal-rare-event/