Open AccessA Bayesian subset simulation approach to constrained global optimization of expensive-to-evaluate black-box functions
Author(s) -
Paul Feliot,
Julien Bect,
Emmanuel Vázquez
Publication year - 2014
Publication title -
hal (le centre pour la communication scientifique directe)
Language(s) - English
Resource type - Conference proceedings
Subject(s) - bayesian optimization , mathematical optimization , computer science , bayesian probability , black box , gaussian process , surrogate model , sequence (biology) , focus (optics) , monte carlo method , algorithm , mathematics , gaussian , artificial intelligence , statistics , physics , genetics , quantum mechanics , biology , optics