Random variables with moment-matching staircase density functions

DOI10.1016/j.apm.2018.07.029zbMath1480.62061OpenAlexW2883693158WikidataQ89867540 ScholiaQ89867540MaRDI QIDQ2306998

Daniel P. Giesy, Bret K. Stanford, Sean P. Kenny, Luis G. Crespo

Publication date: 27 March 2020

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc7039250

zbMATH Keywords

momentsoptimizationuncertaintyprobabilityrisk

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Parametric inference under constraints (62F30) Convex programming (90C25) Applications of mathematical programming (90C90)

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Scalable Bayesian optimization with randomized prior networks

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