A Hierarchical Expected Improvement Method for Bayesian Optimization
Author:
Affiliation:
1. H. Milton Stewart School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, GA
2. Department of Statistical Science, Duke University, Durham, NC
Funder
NSF CSSI
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/01621459.2023.2210803
Reference47 articles.
1. Robust Gaussian Process-Based Global Optimization Using a Fully Bayesian Expected Improvement Criterion
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3. Bayes and Empirical Bayes Methods for Data Analysis, Second Edition
4. Bayesian linear regression with sparse priors
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