Value-at-Risk Optimization with Gaussian Processes

13 May 2021

Papers citing "Value-at-Risk Optimization with Gaussian Processes"

3 / 3 papers shown

Title
Spectral Mixture Kernels for Bayesian Optimization Yi Zhang Cheng Hua GP 38 0 0 23 May 2025
Bayesian Quantile and Expectile Optimisation Victor Picheny Henry B. Moss Léonard Torossian N. Durrande 22 21 0 12 Jan 2020
Truncated Variance Reduction: A Unified Approach to Bayesian Optimization and Level-Set Estimation Ilija Bogunovic Jonathan Scarlett Andreas Krause Volkan Cevher 76 89 0 24 Oct 2016