Convergence properties of the expected improvement algorithm with fixed mean and covariance functions

Journal of Statistical Planning and Inference

Volumn 140, Issue 11, 2010, Pages 3088-3095

  Vazquez, Emmanuel ^a   Bect, Julien ^a  

^a SUPELEC   (France)

Author keywords

Bayesian optimization; Computer experiments; Gaussian process; Global optimization; RKHS; Sequential esign

Indexed keywords

EID: 77954033598     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2010.04.018     Document Type: Article

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