Simulation based Bayesian optimization

DOI10.1007/S11222-025-10715-6MaRDI QIDQ6933069zbMATH OpenFDO

Authors Roi Naveiro, Becky Tang

Publication date 5 September 2025

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11222-025-10715-6

zbMATH Keywords

acquisition functionsBayesian decision theoryblack-box functionscombinatorial optimizationMarkov chain Monte Carlo

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian problems; characterization of Bayes procedures (62C10) Nonlinear programming (90C30)

Cites work

• Application of Bayesian approach to numerical methods of global and stochastic optimization
• BART: Bayesian additive regression trees
• Bayesian-Optimal Design via Interacting Particle Systems
• Decision analysis by augmented probability simulation
• Efficient global optimization of expensive black-box functions
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• Optimal Bayesian Design by Inhomogeneous Markov Chain Simulation

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