Smooth Nested Simulation: Bridging Cubic and Square Root Convergence Rates in High Dimensions

• Wenjia Wang

  Wenjia Wang

  [email protected]

  https://orcid.org/0000-0001-9219-0494

  Data Science and Analytics Thrust, Information Hub, The Hong Kong University of Science and Technology (Guangzhou), Guangzhou 511400, China;

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  ,
• Yanyuan Wang

  Yanyuan Wang

  [email protected]

  Department of Industrial Engineering and Decision Analytics, The Hong Kong University of Science and Technology, Clear Water Bay, Hong Kong Special Administrative Region, China

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  ,
• Xiaowei Zhang

  Corresponding Author

  Xiaowei Zhang

  [email protected]

  https://orcid.org/0000-0002-5798-646X

  Department of Industrial Engineering and Decision Analytics, The Hong Kong University of Science and Technology, Clear Water Bay, Hong Kong Special Administrative Region, China

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