Bayesian optimization via simulation with pairwise sampling and correlated prior beliefs
Jing Xie (Credibly, New York, New York), Peter I. Frazier (School of Operations Research and Information Engineering, Cornell University, Ithaca, New York), Stephen E. Chick (Technology and Operations Management Area, INSEAD, Fontainebleau, France)
| Year of publication: |
March-April 2016
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|---|---|
| Authors: | Xie, Jing ; Frazier, Peter I. ; Chick, Stephen E. |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 64.2016, 2, p. 542-559
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| Subject: | discrete optimization via simulation | value of information | Kriging | correlated samples | Simulation | Stichprobenerhebung | Sampling | Theorie | Theory | Bayes-Statistik | Bayesian inference | Monte-Carlo-Simulation | Monte Carlo simulation | Korrelation | Correlation | Informationswert | Information value |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2016.1480 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011485629