Bayesian Optimization Via Barrier Functions

DOI10.1080/10618600.2021.1935270OpenAlexW3171723270MaRDI QIDQ5083356

Herbert K. H. Lee, Tony Pourmohamad

Publication date: 22 June 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10618600.2021.1935270

zbMATH Keywords

Gaussian processblack-box functionexpensive computer experiments

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

BO-B\&B: a hybrid algorithm based on Bayesian optimization and branch-and-bound for discrete network design problems

Uses Software

• laGP
• Spearmint

Cites Work

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• Multivariate stochastic process models for correlated responses of mixed type
• Efficient global optimization of expensive black-box functions
• The design and analysis of computer experiments.
• Constrained Bayesian optimization with noisy experiments
• A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
• Introduction to Derivative-Free Optimization
• Design and analysis of simulation experiments