Gaussian process optimization with failures: classification and convergence proof
type: Item
instance of: scholarly article
title: Gaussian process optimization with failures: classification and convergence proof
zbMATH Open document ID: 1472.60062
author: François Bachoc
author: Céline Helbert
author: Victor Picheny
published in: Journal of Global Optimization
publication date: 2021-04-28T00:00:00Z
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 90C26
zbMATH DE Number: 7340607
zbMATH Keywords: computation failures
zbMATH Keywords: optimization
zbMATH Keywords: Gaussian processes
zbMATH Keywords: classification
zbMATH Keywords: convergence
cites work: restrictedMVN
cites work: Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation
cites work: A supermartingale approach to Gaussian process based sequential design of experiments
cites work: The Normal Law Under Linear Restrictions: Simulation and Estimation via Minimax Tilting
cites work: Convergence rates of efficient global optimization algorithms
cites work: On degeneracy and invariances of random fields paths with applications in Gaussian process modelling
cites work: Efficient global optimization of expensive black-box functions
cites work: Q2774021
cites work: Finite-Dimensional Gaussian Approximation with Linear Inequality Constraints
cites work: A New Rejection Sampling Method for Truncated Multivariate Gaussian Random Variables Restricted to Convex Sets
cites work: Q4177353
cites work: Q3096183
cites work: Q3394879
cites work: Convergence properties of the expected improvement algorithm with fixed mean and covariance functions
cites work: Selection of a covariance function for a Gaussian random field aimed for modeling global optimization problems
cites work: Bi-objective decision making in global optimization based on statistical models
describes a project that uses: restrictedMVN
describes a project that uses: DiceKriging
describes a project that uses: DiceOptim
describes a project that uses: Spearmint
describes a project that uses: QSIMVN
describes a project that uses: tmg
MaRDI profile type: Publication
full work available at URL: s10898-020-00920-0
OpenAlex ID: W3003788789
DOI: 10.1007/S10898-020-00920-0
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description: scientific article; zbMATH DE number 7340607