15 citations · 31 across the 18 of their papers we have counts for
4 papers · 1 filter
Smooth Nested Simulation: Bridging Cubic and Square Root Convergence Rates in High Dimensions
Wenjia Wang, Yanyuan Wang, Xiaowei Zhang
Nested simulation concerns estimating functionals of a conditional expectation via simulation. In this paper, we propose a new method based on kernel ridge regression to exploit th…
Eigenvector-based sparse canonical correlation analysis: Fast computation for estimation of multiple canonical vectors
Wenjia Wang, Yi-Hui Zhou
Classical canonical correlation analysis (CCA) requires matrices to be low dimensional, i.e. the number of features cannot exceed the sample size. Recent developments in CCA have m…
A Double Penalty Model for Interpretability
Wenjia Wang, Yi-Hui Zhou
Modern statistical learning techniques have often emphasized prediction performance over interpretability, giving rise to "black box" models that may be difficult to understand, an…
Multi-Resolution Functional ANOVA for Large-Scale, Many-Input Computer Experiments
Chih-Li Sung, Wenjia Wang, Matthew Plumlee +1
The Gaussian process is a standard tool for building emulators for both deterministic and stochastic computer experiments. However, application of Gaussian process models is greatl…