Bayesian Monte Carlo for the Global Optimization of Expensive Functions.

Perry Groot Adriana Birlutiu Tom Heskes

Published 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