A Bayesian approach for quantile optimization problems with high-dimensional uncertainty sources
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Cites work
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- Asymptotic Statistics
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- Posterior consistency of Bayesian quantile regression based on the misspecified asymmetric Laplace density
- Quantile-based robust optimization of a supersonic nozzle for organic rankine cycle turbines
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- Sequential approximate optimization for design under uncertainty problems utilizing Kriging metamodeling in augmented input space
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Cited in
(5)- High-dimensional Bayesian optimization with projections using quantile Gaussian processes
- Variational Bayesian strategies for high-dimensional, stochastic design problems
- Robust optimization with quantile measures on global metamodels
- Bounds optimization of model response moments: a twin-engine Bayesian active learning method
- Variational Bayesian approximation of inverse problems using sparse precision matrices
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