An analysis of covariance parameters in Gaussian process-based optimization

Autor: Hossein Mohammadi, Rodolphe Le Riche, Xavier Bay, Eric Touboul

Publikováno v: Croatian Operational Research Review, Vol 9, Iss 1, Pp 1-10 (2018)

The need for globally optimizing expensive-to-evaluate functions frequently occurs in many real-world applications. Among the methods developed for solving such problems, the Efficient Global Optimization (EGO) is regarded as one of the state-of-the-

Externí odkaz: https://doaj.org/article/ca32864d20fd42839a38b68f5a88f591

An analysis of covariance parameters in Gaussian Process-based optimization

Autor: Rodolphe Le Riche, Hossein Mohammadi, Eric Touboul, Xavier Bay

Publikováno v: Croatian Operational Research Review (CRORR)
Croatian Operational Research Review (CRORR), 2018, 9 (1), pp.1-10. ⟨10.17535/crorr.2018.0001⟩
Croatian Operational Research Review, Vol 9, Iss 1, Pp 1-10 (2018)
Croatian Operational Research Review
Volume 9
Issue 1

Book of Abstracts 16th International Conference on Operational Research KOI 2016, Osijek, Croatia, Sept. 2016; International audience; Numerical optimization problems are at the core of many real-world applications in which the function to be optimiz

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5966f81cc399d16052baee9db8423ca6
https://hal-emse.ccsd.cnrs.fr/emse-01412156

Gaussian process emulators for computer experiments with inequality constraints

Autor: Xavier Bay, Hassan Maatouk

Publikováno v: Mathematical Geosciences
Mathematical Geosciences, 2017, 49 (5), pp.557-582. ⟨10.1007/s11004-017-9673-2⟩
Mathematical Geosciences, Springer Verlag, 2017, 49 (5), pp.557-582. ⟨10.1007/s11004-017-9673-2⟩

Physical phenomena are observed in many fields (sciences and engineering) and are often studied by time-consuming computer codes. These codes are analyzed with statistical models, often called emulators. In many situations, the physical system (compu

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f5e7ccae0619eba0adcd1e175a3df930
https://hal.science/hal-01096751

A new rejection sampling method for truncated multivariate Gaussian random variables restricted to convex sets

Autor: Hassan Maatouk, Xavier Bay

Publikováno v: Monte Carlo and Quasi-Monte Carlo Methods
Ronald Cools and Dirk Nuyens. Monte Carlo and Quasi-Monte Carlo Methods, 163, Springer International Publishing, pp.521-530, 2016, Springer Proceedings in Mathematics & Statistics, ⟨10.1007/978-3-319-33507-0_27⟩
Ronald Cools, Dirk Nuyens. Monte Carlo and Quasi-Monte Carlo Methods, 163, Springer International Publishing, pp 521-530, 2016, Springer Proceedings in Mathematics & Statistics, ⟨10.1007/978-3-319-33507-0_27⟩
Springer Proceedings in Mathematics & Statistics ISBN: 9783319335056
MCQMC

International audience; Statistical researchers have shown increasing interest in generating truncated multivariate normal distributions. In this paper, we only assume that the acceptance region is convex and we focus on rejection sampling. We propos

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ee504130982166cb44123e6bec3e623c
https://hal.archives-ouvertes.fr/hal-01063978/document

Integrating Industrial Energy Consumptions as Short-term Demand Response Resources

Autor: José Blancarte, Mireille Batton-Hubert, Murin Valérie, Xavier Bay, Marie-Agnès Girard

Publikováno v: 4th Annual International Conference on Sustainable Energy and Environmental Sciences (SEES 2015).

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::c4bb890e024c7f710584ac0ba0a000da
https://doi.org/10.5176/2251-189x_sees15.30