high-dimensional

Smooth Nested Simulation: Bridging Cubic and Square Root Convergence Rates in High Dimensions
Wenjia Wang, Yanyuan Wang, Xiaowei Zhang
Smooth Nested Simulation: Bridging Cubic and Square Root Convergence Rates in High Dimensions
Sample and Computationally Efficient Stochastic Kriging in High Dimensions
Liang Ding, Xiaowei Zhang
Sample and Computationally Efficient Stochastic Kriging in High Dimensions
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
Sample and Computationally Efficient Simulation Metamodeling in High Dimensions
Dec 5, 2020 11:15 AM — 12:00 PM Chinese University of Hong Kong (Shenzhen)
Data-Driven Ranking and Selection: High-dimensional Covariates and General Dependence
Xiaocheng Li, Xiaowei Zhang, Zeyu Zheng