Bayesian Monte Carlo for the Global Optimization of Expensive Functions.
Perry GrootAdriana BirlutiuTom HeskesPublished in: ECAI (2010)
Keyphrases
- global optimization
- monte carlo
- monte carlo methods
- monte carlo simulation
- importance sampling
- particle swarm optimization
- markov chain
- pso algorithm
- markov chain monte carlo
- adaptive sampling
- image completion
- particle filter
- global solution
- maximum likelihood
- markovian decision
- bayesian networks
- constrained global optimization
- matrix inversion
- deterministic annealing
- global search
- monte carlo tree search
- temporal difference
- bayesian learning
- quasi monte carlo
- posterior probability