Paul, Supratik; Chatzilygeroudis, Konstantinos; Ciosek, Kamil; Mouret, Jean-Baptiste; Osborne, Michael A.; Whiteson, Shimon Robust reinforcement learning with Bayesian optimisation and quadrature. (English) Zbl 07306857 J. Mach. Learn. Res. 21, Paper No. 151, 31 p. (2020). MSC: 68T05 PDF BibTeX XML Cite \textit{S. Paul} et al., J. Mach. Learn. Res. 21, Paper No. 151, 31 p. (2020; Zbl 07306857) Full Text: Link
Tan, Matthias H. Y. Bayesian optimization of expected quadratic loss for multiresponse computer experiments with internal noise. (English) Zbl 1448.62124 SIAM/ASA J. Uncertain. Quantif. 8, 891-925 (2020). MSC: 62K25 62J02 62C10 90C26 60G15 46N30 62-08 PDF BibTeX XML Cite \textit{M. H. Y. Tan}, SIAM/ASA J. Uncertain. Quantif. 8, 891--925 (2020; Zbl 1448.62124) Full Text: DOI
El Amri, Mohamed Reda; Helbert, Céline; Lepreux, Olivier; Zuniga, Miguel Munoz; Prieur, Clémentine; Sinoquet, Delphine Data-driven stochastic inversion via functional quantization. (English) Zbl 1436.62716 Stat. Comput. 30, No. 3, 525-541 (2020). MSC: 62R10 60G15 62-08 62L05 62H25 62P12 PDF BibTeX XML Cite \textit{M. R. El Amri} et al., Stat. Comput. 30, No. 3, 525--541 (2020; Zbl 1436.62716) Full Text: DOI
Salemi, Peter L.; Song, Eunhye; Nelson, Barry L.; Staum, Jeremy Gaussian Markov random fields for discrete optimization via simulation: framework and algorithms. (English) Zbl 07259341 Oper. Res. 67, No. 1, 250-266 (2019). MSC: 90C10 90C15 PDF BibTeX XML Cite \textit{P. L. Salemi} et al., Oper. Res. 67, No. 1, 250--266 (2019; Zbl 07259341) Full Text: DOI
Bect, Julien; Bachoc, François; Ginsbourger, David A supermartingale approach to Gaussian process based sequential design of experiments. (English) Zbl 1428.62369 Bernoulli 25, No. 4A, 2883-2919 (2019). MSC: 62L05 68T05 60G48 60G15 PDF BibTeX XML Cite \textit{J. Bect} et al., Bernoulli 25, No. 4A, 2883--2919 (2019; Zbl 1428.62369) Full Text: DOI Euclid
Marmin, Sébastien; Ginsbourger, David; Baccou, Jean; Liandrat, Jacques Warped Gaussian processes and derivative-based sequential designs for functions with heterogeneous variations. (English) Zbl 1403.62144 SIAM/ASA J. Uncertain. Quantif. 6, 991-1018 (2018). MSC: 62L05 60G15 62K99 PDF BibTeX XML Cite \textit{S. Marmin} et al., SIAM/ASA J. Uncertain. Quantif. 6, 991--1018 (2018; Zbl 1403.62144) Full Text: DOI
Sinsbeck, Michael; Nowak, Wolfgang Sequential design of computer experiments for the solution of Bayesian inverse problems. (English) Zbl 1387.62093 SIAM/ASA J. Uncertain. Quantif. 5, 640-664 (2017). MSC: 62L05 62F15 65C60 PDF BibTeX XML Cite \textit{M. Sinsbeck} and \textit{W. Nowak}, SIAM/ASA J. Uncertain. Quantif. 5, 640--664 (2017; Zbl 1387.62093) Full Text: DOI
Svenson, Joshua; Santner, Thomas Multiobjective optimization of expensive-to-evaluate deterministic computer simulator models. (English) Zbl 06918665 Comput. Stat. Data Anal. 94, 250-264 (2016). MSC: 62 PDF BibTeX XML Cite \textit{J. Svenson} and \textit{T. Santner}, Comput. Stat. Data Anal. 94, 250--264 (2016; Zbl 06918665) Full Text: DOI
Marzat, Julien; Walter, Eric; Piet-Lahanier, Hélène A new expected-improvement algorithm for continuous minimax optimization. (English) Zbl 1345.90105 J. Glob. Optim. 64, No. 4, 785-802 (2016). MSC: 90C47 PDF BibTeX XML Cite \textit{J. Marzat} et al., J. Glob. Optim. 64, No. 4, 785--802 (2016; Zbl 1345.90105) Full Text: DOI
Kumar, Arun Sequential tuning of complex computer models. (English) Zbl 07183074 J. Stat. Comput. Simulation 85, No. 2, 393-404 (2015). MSC: 60 62 PDF BibTeX XML Cite \textit{A. Kumar}, J. Stat. Comput. Simulation 85, No. 2, 393--404 (2015; Zbl 07183074) Full Text: DOI
Marzat, Julien; Walter, Eric; Piet-Lahanier, Hélène Worst-case global optimization of black-box functions through Kriging and relaxation. (English) Zbl 1268.90054 J. Glob. Optim. 55, No. 4, 707-727 (2013). MSC: 90C26 90C47 PDF BibTeX XML Cite \textit{J. Marzat} et al., J. Glob. Optim. 55, No. 4, 707--727 (2013; Zbl 1268.90054) Full Text: DOI
Janusevskis, Janis; Le Riche, Rodolphe Simultaneous Kriging-based estimation and optimization of mean response. (English) Zbl 1287.90043 J. Glob. Optim. 55, No. 2, 313-336 (2013). MSC: 90C15 PDF BibTeX XML Cite \textit{J. Janusevskis} and \textit{R. Le Riche}, J. Glob. Optim. 55, No. 2, 313--336 (2013; Zbl 1287.90043) Full Text: DOI
Pedone, P.; Vicario, G.; Romano, D. Kriging-based sequential inspection plans for coordinate measuring machine. (English) Zbl 1224.62153 Appl. Stoch. Models Bus. Ind. 25, No. 2, 133-149 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 62P30 62L05 PDF BibTeX XML Cite \textit{P. Pedone} et al., Appl. Stoch. Models Bus. Ind. 25, No. 2, 133--149 (2009; Zbl 1224.62153) Full Text: DOI
Villemonteix, Julien; Vazquez, Emmanuel; Walter, Eric An informational approach to the global optimization of expensive-to-evaluate functions. (English) Zbl 1180.90253 J. Glob. Optim. 44, No. 4, 509-534 (2009). MSC: 90C26 90C59 PDF BibTeX XML Cite \textit{J. Villemonteix} et al., J. Glob. Optim. 44, No. 4, 509--534 (2009; Zbl 1180.90253) Full Text: DOI
Villemonteix, Julien; Vazquez, Emmanuel; Sidorkiewicz, Maryan; Walter, Eric Global optimization of expensive-to-evaluate functions: An empirical comparison of two sampling criteria. (English) Zbl 1169.90460 J. Glob. Optim. 43, No. 2-3, 373-389 (2009). MSC: 90C30 PDF BibTeX XML Cite \textit{J. Villemonteix} et al., J. Glob. Optim. 43, No. 2--3, 373--389 (2009; Zbl 1169.90460) Full Text: DOI
Kleijnen, Jack P. C. Kriging metamodeling in simulation: a review. (English) Zbl 1157.90544 Eur. J. Oper. Res. 192, No. 3, 707-716 (2009). MSC: 90C31 62L05 PDF BibTeX XML Cite \textit{J. P. C. Kleijnen}, Eur. J. Oper. Res. 192, No. 3, 707--716 (2009; Zbl 1157.90544) Full Text: DOI
van Beers, Wim C. M.; Kleijnen, Jack P. C. Customized sequential designs for random simulation experiments: Kriging metamodeling and bootstrapping. (English) Zbl 1133.62060 Eur. J. Oper. Res. 186, No. 3, 1099-1113 (2008). MSC: 62L05 65C60 62K99 60K25 PDF BibTeX XML Cite \textit{W. C. M. van Beers} and \textit{J. P. C. Kleijnen}, Eur. J. Oper. Res. 186, No. 3, 1099--1113 (2008; Zbl 1133.62060) Full Text: DOI
Loh, Wei-Liem Fixed-domain asymptotics for a subclass of Matérn-type Gaussian random fields. (English) Zbl 1086.62111 Ann. Stat. 33, No. 5, 2344-2394 (2005). MSC: 62M40 62G05 62G20 62E20 PDF BibTeX XML Cite \textit{W.-L. Loh}, Ann. Stat. 33, No. 5, 2344--2394 (2005; Zbl 1086.62111) Full Text: DOI arXiv