Bayesian optimization allowing for common random numbers
Michael Arthur Leopold Pearce, Matthias Poloczek, Juergen Branke
| Year of publication: |
2022
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|---|---|
| Authors: | Pearce, Michael Arthur Leopold ; Poloczek, Matthias ; Branke, Juergen |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 70.2022, 6, p. 3457-3472
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| Subject: | Bayesian optimization | common random numbers | Gaussian process regression | kriging | myopically optimal policies | Simulation | Theorie | Theory | Bayes-Statistik | Bayesian inference | Stochastischer Prozess | Stochastic process | Zufallsvariable | Random variable | Statistische Methodenlehre | Statistical theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2021.2208 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014307875