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Volumn 7997 LNCS, Issue , 2013, Pages 59-69

Fast computation of the multi-points expected improvement with applications in batch selection

Author keywords

Computer experiments; Expected improvement; Kriging; Parallel optimization

Indexed keywords

BAYESIAN OPTIMIZATION; CLOSED-FORM FORMULAE; COMPUTER EXPERIMENT; EXPECTED IMPROVEMENTS; KRIGING; MONTE-CARLO SIMULATIONS; OPTIMIZATION STRATEGY; PARALLEL OPTIMIZATION;

EID: 84890900037     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-642-44973-4_7     Document Type: Conference Paper
Times cited : (139)

References (22)
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    • (1978) Towards Global Optimization , pp. 117-129
    • Mockus, J.1    Tiesis, V.2    Zilinskas, A.3
  • 10
    • 84867845967 scopus 로고    scopus 로고
    • Expected improvements for the asynchronous parallel global optimization of expensive functions: Potentials and challenges
    • Hamadi, Y., Schoenauer, M. (eds.) LION 6. Springer, Heidelberg
    • Janusevskis, J., Le Riche, R., Ginsbourger, D., Girdziusas, R.: Expected improvements for the asynchronous parallel global optimization of expensive functions: potentials and challenges. In: Hamadi, Y., Schoenauer, M. (eds.) LION 6. LNCS, vol. 7219, pp. 413-418. Springer, Heidelberg (2012)
    • (2012) LNCS , vol.7219 , pp. 413-418
    • Janusevskis, J.1    Le Riche, R.2    Ginsbourger, D.3    Girdziusas, R.4
  • 13
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    • The moment generating function of the truncated multi-normal distribution
    • Tallis, G.: The moment generating function of the truncated multi-normal distribution. J. Roy. Statist. Soc. Ser. B 23(1), 223-229 (1961)
    • (1961) J. Roy. Statist. Soc. Ser. B , vol.23 , Issue.1 , pp. 223-229
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    • Numerical computation of multivariate normal probabilities
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    • Genetic optimization using derivatives: The rgenoud package for R
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.