Estimating the probability that a function observed with noise is convex
Year of publication: |
2020
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Authors: | Jian, Nanjing ; Henderson, Shane G. |
Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 32.2020, 2, p. 376-389
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Subject: | convexity detection | Bayesian sequential models | variance reduction | likelihood ratio | conditional Monte Carlo | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Bayes-Statistik | Bayesian inference | Wahrscheinlichkeitsrechnung | Probability theory |
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