Bayesian Adaptive Reconstruction of Profile Optima and Optimizers

DOI10.1137/130949555zbMath1308.62157OpenAlexW4302450225MaRDI QIDQ2938455

Nicolas Garland, Jean Baccou, Clément Chevalier, Frédéric Perales, Yann Monerie, David Ginsbourger

Publication date: 14 January 2015

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/130949555

zbMATH Keywords

robust designactive learningconditional simulationuncertainty quantificationGaussian process regressionexpected improvement

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Derivative-free methods and methods using generalized derivatives (90C56) Numerical optimization and variational techniques (65K10) Sequential statistical design (62L05) Response surface designs (62K20)

Related Items (7)

Robust calibration of numerical models based on relative regret ⋮ Fast update of conditional simulation ensembles ⋮ Conditional optimization of a noisy function using a kriging metamodel ⋮ Bayesian Optimization of Expected Quadratic Loss for Multiresponse Computer Experiments with Internal Noise ⋮ Expected improvement for expensive optimization: a review ⋮ Continuous multi-task Bayesian optimisation with correlation ⋮ A supermartingale approach to Gaussian process based sequential design of experiments

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