matrix inversion

Sample and Computationally Efficient Stochastic Kriging in High Dimensions
Liang Ding, Xiaowei Zhang
Sample and Computationally Efficient Stochastic Kriging in High Dimensions
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