Sparse Grid

Sample and Computationally Efficient Stochastic Kriging in High Dimensions featured image
Simulation Metamodeling

Sample and Computationally Efficient Stochastic Kriging in High Dimensions

Stochastic kriging has been widely employed for simulation metamodeling to predict the response surface of complex simulation models. However, its use is limited to cases where the …

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Liang Ding
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High-Dimensional Simulation Optimization via Brownian Fields and Sparse Grids featured image
Simulation Optimization

High-Dimensional Simulation Optimization via Brownian Fields and Sparse Grids

High-dimensional simulation optimization is notoriously challenging. We propose a new sampling algorithm that converges to a global optimal solution and suffers minimally from the …

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Liang Ding
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