2 papers
stat.AP2025
Expected Diverse Utility (EDU): Diverse Bayesian Optimization of Expensive Computer Simulators
John Joshua Miller, Simon Mak, Benny Sun +5
The optimization of expensive black-box simulators arises in a myriad of modern scientific and engineering applications. Bayesian optimization provides an appealing solution, by le…
stat.CO2024
PolytopeWalk: Sparse MCMC Sampling over Polytopes
Benny Sun, Yuansi Chen
High dimensional sampling is an important computational tool in statistics and other computational disciplines, with applications ranging from Bayesian statistical uncertainty quan…