9 citations · 9 across the 1 of their papers we have counts for
2 papers
math.NA2019★ 9 cited
Monte Carlo Integration with adaptive variance selection for improved stochastic Efficient Global Optimization
Felipe Carraro, Rafael Holdorf Lopez, Leandro Fleck Fadel Miguel +1
In this paper, the minimization of computational cost on evaluating multi-dimensional integrals is explored. More specifically, a method based on an adaptive scheme for error varia…
math.NA2018
Nesterov-aided Stochastic Gradient Methods using Laplace Approximation for Bayesian Design Optimization
Andre Gustavo Carlon, Ben Mansour Dia, Luis FR Espath +2
Finding the best setup for experiments is the primary concern for Optimal Experimental Design (OED). Here, we focus on the Bayesian experimental design problem of finding the setup…