Consistency of a myopic Bayesian algorithm for one-dimensional global optimization

DOI10.1007/BF01096740zbMATH Open0803.90110OpenAlexW2023330497MaRDI QIDQ2366971FDOQ2366971

Authors: James M. Calvin 

Publication date: 15 August 1993

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

Full work available at URL: https://doi.org/10.1007/bf01096740

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zbMATH Keywords

consistencyBrownian motionworst-case analysisBayesian optimizationmyopic algorithm

Mathematics Subject Classification ID

Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Cites Work

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• On the consistency of Bayes estimates
• The joint density of the maximum and its location for a Wiener process with drift
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• Bayesian methods in global optimization
• Global optimization
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Cited In (1)

• Convergence properties of the expected improvement algorithm with fixed mean and covariance functions

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