Nonparametric Quantile Estimation Based on Surrogate Models

DOI10.1109/TIT.2016.2586080zbMath1359.94377OpenAlexW2471593724MaRDI QIDQ2976580

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

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)

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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 ⋮ On estimation of surrogate models for multivariate computer experiments ⋮ Estimation of extreme quantiles in a simulation model ⋮ Nonparametric quantile estimation using surrogate models and importance sampling ⋮ Estimating quantiles in imperfect simulation models using conditional density estimation

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