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math.ST2023★ 1 cited
Improved Convergence Rate of Nested Simulation with LSE on Sieve
Ruoxue Liu, Liang Ding, Wenjia Wang +1
Nested simulation encompasses the estimation of functionals linked to conditional expectations through simulation techniques. In this paper, we treat conditional expectation as a f…
stat.ML2023
Representing Additive Gaussian Processes by Sparse Matrices
Lu Zou, Haoyuan Chen, Liang Ding
Among generalized additive models, additive Matérn Gaussian Processes (GPs) are one of the most popular for scalable high-dimensional problems. Thanks to their additive structure a…