For estimating extreme tail probabilities or quantiles with Gaussian process emulators, the discrepancy criterion converges faster than expected improvement, and uniform tail-over-sampling initial designs improve accuracy.
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Sequential Computer Experimental Design for Estimating an Extreme Probability or Quantile
For estimating extreme tail probabilities or quantiles with Gaussian process emulators, the discrepancy criterion converges faster than expected improvement, and uniform tail-over-sampling initial designs improve accuracy.