Bayesian optimization with output-weighted optimal sampling.
Antoine BlanchardThemistoklis P. SapsisPublished in: J. Comput. Phys. (2021)
Keyphrases
- optimal selection
- optimal design
- joint optimization
- approximately optimal
- max min
- dynamic programming
- bayesian networks
- random sampling
- bayesian inference
- global optimization
- monte carlo
- optimization algorithm
- optimal solution
- neural network
- closed form
- optimization process
- markov chain monte carlo
- order statistics
- input data
- sampled data
- np hard
- bayesian decision