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

DOI10.1007/BF01096740MaRDI QIDQ2366971zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• A one-dimensional optimization algorithm and its convergence rate under the Wiener measure
• Bayesian algorithms for one-dimensional global optimization
• Optimal random non-adaptive algorithm for global optimization of Brownian motion
• An adaptive stochastic global optimization algorithm for one-dimensional functions
• An adaptive univariate global optimization algorithm and its convergence rate under the Wiener measure

Cites work

• scientific article; zbMATH DE number 3913429 (Why is no real title available?)
• scientific article; zbMATH DE number 43985 (Why is no real title available?)
• scientific article; zbMATH DE number 3538599 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 3278887 (Why is no real title available?)
• Bayesian methods in global optimization
• Global optimization
• On the consistency of Bayes estimates
• The joint density of the maximum and its location for a Wiener process with drift

Cited in

(1)

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

This page was built for publication: Consistency of a myopic Bayesian algorithm for one-dimensional global optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2366971)