Probabilistic nonconvex constrained optimization with fixed number of function evaluations
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Cites work
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- Bayesian optimization via simulation with pairwise sampling and correlated prior beliefs
- Constrained optimization in expensive simulation: novel approach
- Construction of probability distributions in high dimension using the maximum entropy principle: Applications to stochastic processes, random fields and random matrices
- Data-driven probability concentration and sampling on manifold
- Design under uncertainty employing stochastic expansion methods
- Diffusion maps
- Efficient global optimization of expensive black-box functions
- Geometric diffusions as a tool for harmonic analysis and structure definition of data: diffusion maps
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- scientific article; zbMATH DE number 1082208 (Why is no real title available?)
- Intrinsic modeling of stochastic dynamical systems using empirical geometry
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- MCMC using Hamiltonian dynamics
- Multivariate density estimation. Theory, practice, and visualization
- On the use of stochastic Hessian information in optimization methods for machine learning
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- Statistical and computational inverse problems.
Cited in
(4)- Physics-constrained non-Gaussian probabilistic learning on manifolds
- Probabilistic learning for modeling and quantifying model-form uncertainties in nonlinear computational mechanics
- Transient anisotropic kernel for probabilistic learning on manifolds
- Enabling probabilistic learning on manifolds through double diffusion maps
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