Gaussian Process-Based Dimension Reduction for Goal-Oriented Sequential Design

DOI10.1137/18M1167930zbMath1436.62390MaRDI QIDQ4960979

François Bachoc, Fabrice Gamboa, Olivier Roustant, Malek Ben Salem, Lionel Tomaso

Publication date: 24 April 2020

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

zbMATH Keywords

design of experiments; variable selection; surrogate modeling; Bayesian optimization

Mathematics Subject Classification ID

60G15: Gaussian processes

62K05: Optimal statistical designs

62F15: Bayesian inference

62L05: Sequential statistical design

62F07: Statistical ranking and selection procedures

Uses Software

• EGO
• DiceKriging
• DiceOptim
• NLPQL
• SMAC