Gaussian process

Sample and Computationally Efficient Stochastic Kriging in High Dimensions
Liang Ding, Xiaowei Zhang
Sample and Computationally Efficient Stochastic Kriging in High Dimensions
Regret Optimality of GP-UCB
Wenjia Wang, Xiaowei Zhang, Lu Zou
Regret Optimality of GP-UCB
Knowledge Gradient for Selection with Covariates: Consistency and Computation
Liang Ding, L. Jeff Hong, Haihui Shen, Xiaowei Zhang
Surrogate-Based Simulation Optimization
L. Jeff Hong, Xiaowei Zhang
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
A Scalable Approach to Enhancing Stochastic Kriging with Gradients
Haojun Huo, Xiaowei Zhang, Zeyu Zheng
Enhancing Stochastic Kriging for Queueing Simulation with Stylized Models
Haihui Shen, L. Jeff Hong, Xiaowei Zhang
Scalable Stochastic Kriging with Markovian Covariances
Liang Ding, Xiaowei Zhang
Stochastic Kriging for Inadequate Simulation Models
Lu Zou, Xiaowei Zhang
Simulation Metamodeling in the Presence of Model Inadequacy
Xiaowei Zhang, Lu Zou