Statistics of Nadaraya-Watson estimator errors in surrogate-based optimization

DOI10.1007/s11081-006-9980-9zbMath1138.90484OpenAlexW2068549401MaRDI QIDQ862517

Zailong Wan, Takeru Igusa

Publication date: 24 January 2007

Published in: Optimization and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11081-006-9980-9

zbMATH Keywords

random samplingadditive noisemean-square errorsurrogate-based optimizationlocal averaging

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Sensitivity, stability, parametric optimization (90C31)

Uses Software

• DFO
• DAKOTA

Cites Work

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• Optimal bandwidth selection in nonparametric regression function estimation
• Optimal global rates of convergence for nonparametric regression
• Error analysis for general multtvariate kernel estimators
• Nonparametric regression: An up–to–date bibliography
• On the Global Convergence of Trust Region Algorithms Using Inexact Gradient Information
• Numerical Experience with a Class of Algorithms for Nonlinear Optimization Using Inexact Function and Gradient Information
• On Non-Parametric Estimates of Density Functions and Regression Curves

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