Risk-Adapted Optimal Experimental Design
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Publication:5097842
DOI10.1137/20M1357615zbMath1493.62464MaRDI QIDQ5097842
J. Gabriel Huerta, John D. Jakeman, Drew P. Kouri
Publication date: 1 September 2022
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
optimal designrisk measuresstatistical estimationexperimental designaverage value-at-riskconditional value-at-riskdistributionally robust optimizationR-optimality
Statistical methods; risk measures (91G70) Optimal statistical designs (62K05) Convex programming (90C25) Applications of mathematical programming (90C90) Stochastic programming (90C15)
Uses Software
Cites Work
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