Bayesian methods in global optimization

DOI10.1007/BF00120661zbMATH Open0754.90050OpenAlexW2129033354MaRDI QIDQ1177909FDOQ1177909

Authors: Bruno Betrò 

Publication date: 26 June 1992

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00120661

Recommendations

• scientific article; zbMATH DE number 4174179
• Application of Bayesian approach to numerical methods of global and stochastic optimization
• scientific article; zbMATH DE number 4100966
• scientific article; zbMATH DE number 3885666
• scientific article; zbMATH DE number 43985

zbMATH Keywords

Bayesian inferenceglobal optimizationstochastic processesMultistart MethodRandom Function Approach

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

• Algorithm AS 133: Optimization of One-Dimensional Multimodal Functions
• Title not available (Why is that?)
• Prior distributions on spaces of probability measures
• A Bayesian analysis of some nonparametric problems
• Title not available (Why is that?)
• Title not available (Why is that?)
• Bayesian nonparametric estimation based on censored data
• Statistical decision theory. Foundations, concepts, and methods
• A versatile stochastic model of a function of unknown and time varying form
• Title not available (Why is that?)
• Tailfree and neutral random probabilities and their posterior distributions
• The information approach to multiextremal optimization problems
• Shepard's Method of "Metric Interpolation" to Bivariate and Multivariate Interpolation
• Bayesian stopping rules for multistart global optimization methods
• Axiomatic characterization of a global optimization algorithm and investigation of its search strategy
• Axiomatic approach to statistical models and their use in multimodal optimization theory
• A probabilistic algorithm for global optimization
• A statistical estimate of the structure of multi-extremal problems
• Title not available (Why is that?)
• On statistical models for multimodal optimization
• Title not available (Why is that?)
• Bayesian testing of nonparametric hypotheses and its application to global optimization
• Sequential stopping rules for the multistart algorithm in global optimisation
• Title not available (Why is that?)
• Title not available (Why is that?)
• A monte carlo study of a Bayesian decision rulf concerning the number of oifferent values of a discrete random variable
• Title not available (Why is that?)
• Title not available (Why is that?)
• Stopping eules for the multistart method when different local minima have different function values

Cited In (38)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Bayesian optimization and genericity
• Bayesian nonparametrie inference and monte carlo optimization
• Combining Bayesian optimization and Lipschitz optimization
• Title not available (Why is that?)
• Machine learning for global optimization
• Scalability of the Bayesian optimization algorithm.
• Global approximation to arbitrary cost functions: a Bayesian approach with application to US banking
• Stochastic optimization with adaptive restart: a framework for integrated local and global learning
• Bayesian optimization
• Title not available (Why is that?)
• Consistency of a myopic Bayesian algorithm for one-dimensional global optimization
• Selection of a covariance function for a Gaussian random field aimed for modeling global optimization problems
• Probability models in global optimization
• An adaptive stochastic global optimization algorithm for one-dimensional functions
• On a new stochastic global optimization algorithm based on censored observations
• Bayesian adaptive reconstruction of profile optima and optimizers
• Application of Bayesian approach to numerical methods of global and stochastic optimization
• Survey on Bayesian optimization methodology and applications
• Optimised one-class classification performance
• Posterior exploration based sequential Monte Carlo for global optimization
• Bayesian Optimization Allowing for Common Random Numbers
• A genetic algorithm based optimized convolutional neural network for face recognition
• Title not available (Why is that?)
• Algorithms for multi-extremal mathematical programming problems employing the set of joint space-filling curves
• Machine Learning Surrogate Modeling for Meshless Methods: Leveraging Universal Approximation
• Bayesian Optimization for Cascade-Type Multistage Processes
• A parallel method for finding the global minimum of univariate functions
• A comparison of Bayesian/sampling global optimization techniques
• Bayesian emulation for multi-step optimization in decision problems
• Internal modelling of objective functions for global optimization
• Bayesian stopping rules for multistart global optimization methods
• Title not available (Why is that?)
• Bayesian Monte Carlo for the Global Optimization of Expensive Functions
• Approximate Bayesian inference for simulation and optimization
• Title not available (Why is that?)
• Bayesian and High-Dimensional Global Optimization

This page was built for publication: Bayesian methods in global optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1177909)