Convergence properties of the expected improvement algorithm with fixed mean and covariance functions (Q988941)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Convergence properties of the expected improvement algorithm with fixed mean and covariance functions
scientific article

    Statements

    Convergence properties of the expected improvement algorithm with fixed mean and covariance functions (English)
    0 references
    0 references
    0 references
    19 August 2010
    0 references
    0 references
    0 references
    0 references
    0 references
    Bayesian optimization
    0 references
    computer experiments
    0 references
    Gaussian process
    0 references
    global optimization
    0 references
    sequential design
    0 references
    RKHS
    0 references
    0 references
    0 references
    0 references
    0 references