Bayesian Optimization Allowing for Common Random Numbers (Q5060516): Difference between revisions

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-.1287/opre.2021.2208
@@ Property / DOI: 10.1287/opre.2021.2208 / rank @@
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+Stochastic Kriging for Simulation Metamodeling
@@ Property / cites work: Stochastic Kriging for Simulation Metamodeling / rank @@
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+The effects of common random numbers on stochastic kriging metamodels
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+The Knowledge-Gradient Policy for Correlated Normal Beliefs
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+Global optimization of stochastic black-box systems via sequential kriging meta-models
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+Efficient global optimization of expensive black-box functions
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+Using Common Random Numbers for Indifference-Zone Selection and Multiple Comparisons in Simulation
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+Multiobjective optimization using Gaussian process emulators via stepwise uncertainty reduction
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+Advanced Lectures on Machine Learning
@@ Property / cites work: Advanced Lectures on Machine Learning / rank @@
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+Gaussian Markov Random Fields for Discrete Optimization via Simulation: Framework and Algorithms
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+The Correlated Knowledge Gradient for Simulation Optimization of Continuous Parameters using Gaussian Process Regression
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+An informational approach to the global optimization of expensive-to-evaluate functions
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+Bayesian Optimization via Simulation with Pairwise Sampling and Correlated Prior Beliefs
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+Industrial strength COMPASS
@@ Property / cites work: Industrial strength COMPASS / rank @@
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+.1287/OPRE.2021.2208
@@ Property / DOI: 10.1287/OPRE.2021.2208 / rank @@
+Normal rank