A supermartingale approach to Gaussian process based sequential design of experiments
نویسندگان
چکیده
منابع مشابه
A supermartingale approach to Gaussian process based sequential design of experiments
Gaussian process (GP) models have become a well-established framework for the adaptive design of costly experiments, and in particular, but not only, of computer experiments. GP-based sequential designs have been proposed for various objectives, such as global optimization (estimating the global maximum or maximizer(s) of a function), reliability analysis (estimating a probability of failure) o...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2019
ISSN: 1350-7265
DOI: 10.3150/18-bej1074