3 papers
stat.ME2026
Duality and Error for Predictively Oriented Inference
Aurya Javeed, Drew P. Kouri, Teresa Portone +1
Predictively oriented (PrO) inference quantifies uncertainty by selecting a distribution over model parameters to optimize a scoring rule applied to the induced predictive distribu…
math.OC2023
A Risk Management Perspective on Statistical Estimation and Generalized Variational Inference
Aurya S. Javeed, Drew P. Kouri, Thomas M. Surowiec
Generalized variational inference (GVI) provides an optimization-theoretic framework for statistical estimation that encapsulates many traditional estimation procedures. The typica…
math.OC2018
An efficient, globally convergent method for optimization under uncertainty using adaptive model reduction and sparse grids
Matthew J. Zahr, Kevin T. Carlberg, Drew P. Kouri
This work introduces a new method to efficiently solve optimization problems constrained by partial differential equations (PDEs) with uncertain coefficients. The method leverages…