Tim Sullivan

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Luc Bonnet, Jean-Luc Akian, Éric Savin, and I have just uploaded a preprint of our recent work “Adaptive reconstruction of imperfectly-observed monotone functions, with applications to uncertainty quantification” to the arXiv. In this work, motivated by the computational needs of the optimal uncertainty quantification (OUQ) framework, we present and develop an algorithm for reconstructing a monotone function $$F$$ given the ability to interrogate $$F$$ pointwise but subject to partially controllable one-sided observational errors of the type that one would typically encounter if the observations would arise from a numerical optimisation routine.