Expected improvement in efficient global optimization through bootstrapped Kriging
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Cites work
- scientific article; zbMATH DE number 708500 (Why is no real title available?)
- scientific article; zbMATH DE number 806799 (Why is no real title available?)
- Constrained optimization in expensive simulation: novel approach
- Convergence rates of efficient global optimization algorithms
- Design and analysis of computer experiments. With comments and a rejoinder by the authors
- Design and analysis of simulation experiments
- Efficient global optimization of expensive black-box functions
- Estimating the Prediction Mean Squared Error in Gaussian Stochastic Processes with Exponential Correlation Structure
- Global optimization of expensive-to-evaluate functions: An empirical comparison of two sampling criteria
- Sequential Approximate Multiobjective Optimization Using Computational Intelligence
- Stochastic kriging for simulation metamodeling
- Stochastic radial basis function algorithms for large-scale optimization involving expensive black-box objective and constraint functions
- The correct Kriging variance estimated by bootstrapping
- The design and analysis of computer experiments.
- The knowledge-gradient policy for correlated normal beliefs
Cited in
(22)- Gaussian processes for history-matching: application to an unconventional gas reservoir
- A surrogate-based optimization method with RBF neural network enhanced by linear interpolation and hybrid infill strategy
- Tracking global optima in dynamic environments with efficient global optimization
- A comparison study of parametric and semiparametric bootstrapping in deterministic simulation
- Universal Prediction Distribution for Surrogate Models
- Simultaneous Kriging-based estimation and optimization of mean response
- A new expected-improvement algorithm for continuous minimax optimization
- The procedure of kriging variance estimation based on semi parametric bootstrapping in deterministic simulation
- Efficient global optimization algorithm assisted by multiple surrogate techniques
- A Multilevel Simulation Optimization Approach for Quantile Functions
- Expected improvement for expensive optimization: a review
- An extended two-stage sequential optimization approach: properties and performance
- Efficient global optimization algorithm based on gradient method
- Exploring or reducing noise? A global optimization algorithm in the presence of noise
- Comparison of Kriging-based algorithms for simulation optimization with heterogeneous noise
- Kriging and expected improvement combined to an industrial context. Prediction of new geometries increasing the efficiency of fans
- Branch and bound algorithms for maximizing expected improvement functions
- Bi-objective decision making in global optimization based on statistical models
- The correct Kriging variance estimated by bootstrapping
- An informational approach to the global optimization of expensive-to-evaluate functions
- Combined Global and Local Search for Optimization with Gaussian Process Models
- An improved approach for estimating the hyperparameters of the Kriging model for high-dimensional problems through the partial least squares method
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