Nonparametric Quantile Estimation Based on Surrogate Models

DOI10.1109/TIT.2016.2586080MaRDI QIDQ2976580zbMATH OpenOpenAlexFDO

Authors Georg C. Enss, Michael Kohler, Adam Krzyżak, Roland Platz

Publication date 28 April 2017

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tit.2016.2586080

Mathematics Subject Classification ID

Sampling theory in information and communication theory (94A20)

Cited in

(6)

• On estimation of surrogate models for multivariate computer experiments
• Nonparametric quantile estimation using surrogate models and importance sampling
• Estimating quantiles in imperfect simulation models using conditional density estimation
• Random weighting-based quantile estimation via importance resampling
• A multifidelity quantile-based approach for confidence sets of random excursion sets with application to ice-sheet dynamics
• Estimation of extreme quantiles in a simulation model

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