Robust Bayesian optimization via localized online conformal prediction

DOI10.1109/TSP.2025.3559568MaRDI QIDQ6901473zbMATH OpenFDO

Authors Dongwon Kim, Matteo Zecchin, Sang Woo Park, Joon Hyuk Kang, O. Simeone

Publication date 12 November 2025

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonlinear programming (90C30) Stochastic programming (90C15) Derivative-free methods and methods using generalized derivatives (90C56)

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