Bayesian Optimization via Simulation with Pairwise Sampling and Correlated Prior Beliefs.
Jing XiePeter I. FrazierStephen E. ChickPublished in: Oper. Res. (2016)
Keyphrases
- pairwise
- optimization problems
- optimization algorithm
- bayesian model
- bayesian methods
- similarity measure
- monte carlo methods
- prior distribution
- optimization process
- global optimization
- metabolic engineering
- prior knowledge
- monte carlo
- sample size
- loss function
- prior information
- low discrepancy sequences
- fully bayesian
- maximum likelihood
- higher order
- markov chain monte carlo
- monte carlo sampling
- semi supervised
- prior probabilities
- bayesian networks
- decision making
- efficient optimization
- sampling algorithm
- random sampling
- bayesian framework
- optimization method