Quantifying uncertainty on Pareto fronts with Gaussian process conditional simulations
DOI10.1016/J.EJOR.2014.07.032zbMATH Open1346.90730OpenAlexW2061871300MaRDI QIDQ319103FDOQ319103
Authors: M. Binois, D. Ginsbourger, O. Roustant 
Publication date: 6 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://boris.unibe.ch/64125/8/Quantifying%20uncertainty%20on%20Pareto%20fronts%20with%20Gaussian%20Process%20conditional%20simulations.pdf
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Krigingmulti-objective optimizationattainment functionexpected hypervolume improvementVorob'ev expectation
Applications of statistics (62Pxx) Numerical mathematical programming methods (65K05) Multi-objective and goal programming (90C29) Approximation methods and heuristics in mathematical programming (90C59)
Cites Work
- Efficient global optimization of expensive black-box functions
- ParEGO
- Interpolation of spatial data. Some theory for kriging
- Design and analysis of computer experiments. With comments and a rejoinder by the authors
- Gaussian processes for machine learning.
- Model-based geostatistics.
- Theory of Random Sets
- An informational approach to the global optimization of expensive-to-evaluate functions
- Fast update of conditional simulation ensembles
- Nonlinear multiobjective optimization
- Cross validation and maximum likelihood estimations of hyper-parameters of Gaussian processes with model misspecification
- Multivariate versus univariate Kriging metamodels for multi-response simulation models
- The attainment-function approach to stochastic multiobjective optimizer assessment and comparison
- Hypervolume-based multiobjective optimization: theoretical foundations and practical implications
- Evolutionary Multi-Criterion Optimization
- On degeneracy and invariances of random fields paths with applications in Gaussian process modelling
Cited In (13)
- Quantifying uncertainties on excursion sets under a Gaussian random field prior
- Inferring the dynamics of rising radical right-wing party support using Gaussian processes
- On the estimation of Pareto fronts from the point of view of copula theory
- Linear programming-based directed local search for expensive multi-objective optimization problems: application to drinking water production plants
- Evolutionary robust optimization in production planning -- interactions between number of objectives, sample size and choice of robustness measure
- Expected improvement for expensive optimization: a review
- Simulation and multi-objective optimization to improve the final shape and process efficiency of a laser-based material accumulation process
- Multiobjective optimization of expensive-to-evaluate deterministic computer simulator models
- Four algorithms to construct a sparse kriging kernel for dimensionality reduction
- Targeting solutions in Bayesian multi-objective optimization: sequential and batch versions
- Multiobjective optimization using Gaussian process emulators via stepwise uncertainty reduction
- Fast update of conditional simulation ensembles
- Using BART to Perform Pareto Optimization and Quantify its Uncertainties
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