Interval uncertainty propagation by a parallel Bayesian global optimization method
DOI10.1016/J.APM.2022.03.031zbMATH Open1503.90168OpenAlexW4220754804MaRDI QIDQ2109600FDOQ2109600
Michael A. Beer, Pengfei Wei, Marcos A. Valdebenito, Matthias Faes, Chao Dang
Publication date: 21 December 2022
Published in: Applied Mathematical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apm.2022.03.031
Gaussian processparallel computingBayesian global optimizationinfill sampling criterioninterval uncertainty propagation
Approximation methods and heuristics in mathematical programming (90C59) Stochastic programming (90C15) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)
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Cited In (5)
- A bivariate subinterval method for dynamic analysis of mechanical systems with interval uncertain parameters
- A new Bayesian probabilistic integration framework for hybrid uncertainty propagation
- The application of a unified Bayesian stopping criterion in competing parallel algorithms for global optimization
- Bayesian updating with two-step parallel Bayesian optimization and quadrature
- Estimation of small failure probabilities by partially Bayesian active learning line sampling: theory and algorithm
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