Efficient Simulation Sampling Allocation Using Multifidelity Models

DOI10.1109/TAC.2018.2886165zbMath1482.62067OpenAlexW2905058552MaRDI QIDQ5228299

Yijie Peng, Jianqiang Hu, Chun-Hung Chen, Loo Hay Lee, Jie Xu

Publication date: 12 August 2019

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2018.2886165

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Bayesian inference (62F15)

Related Items (5)

Combined Global and Local Search for Optimization with Gaussian Process Models ⋮ Practical Nonparametric Sampling Strategies for Quantile-Based Ordinal Optimization ⋮ Optimal computing budget allocation for regression with gradient information ⋮ An efficient simulation procedure for the expected opportunity cost using metamodels ⋮ Ranking and selection for pairwise comparison

This page was built for publication: Efficient Simulation Sampling Allocation Using Multifidelity Models