Gaussian process optimization with failures: classification and convergence proof
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Publication:2022175
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Cites work
- A New Rejection Sampling Method for Truncated Multivariate Gaussian Random Variables Restricted to Convex Sets
- A supermartingale approach to Gaussian process based sequential design of experiments
- Approximations for binary Gaussian process classification
- Bi-objective decision making in global optimization based on statistical models
- Convergence properties of the expected improvement algorithm with fixed mean and covariance functions
- Convergence rates of efficient global optimization algorithms
- Efficient global optimization of expensive black-box functions
- Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation
- Finite-Dimensional Gaussian Approximation with Linear Inequality Constraints
- Gaussian processes for machine learning.
- scientific article; zbMATH DE number 1713116 (Why is no real title available?)
- scientific article; zbMATH DE number 3612796 (Why is no real title available?)
- On degeneracy and invariances of random fields paths with applications in Gaussian process modelling
- restrictedMVN
- Selection of a covariance function for a Gaussian random field aimed for modeling global optimization problems
- The normal law under linear restrictions: simulation and estimation via minimax tilting
Cited in
(9)- A new \texttt{DIRECT-GLh} algorithm for global optimization with hidden constraints
- Gaussian process surrogates for failure detection: a Bayesian experimental design approach
- Learning Enabled Constrained Black-Box Optimization
- A hybrid model-classifier framework for managing prediction uncertainty in expensive optimisation problems
- Global optimization for mixed categorical-continuous variables based on Gaussian process models with a randomized categorical space exploration step
- A taxonomy of constraints in black-box simulation-based optimization
- DIRECTGO: A new DIRECT-type MATLAB toolbox for derivative-free global optimization
- Block-additive Gaussian processes under monotonicity constraints
- GPCsign
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