Statistically Optimal Uncertainty Quantification for Expensive Black-Box Models

Uncertainty quantification, by means of confidence interval (CI) construction, has been a fundamental problem in statistics and also important in risk-aware decision-making. In this paper, we revisit the basic problem of CI construction, but in the setting of expensive black-box models. This means w...

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Bibliographische Detailangaben

Hauptverfasser:	He, Shengyi, Lam, Henry
Format:	Artikel
Sprache:	eng
Schlagworte:	Statistics - Computation Statistics - Methodology
Online-Zugang:	Volltext bestellen
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