184 citations · 815 across the 63 of their papers we have counts for
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stat.ME2016★ 184 cited
Practical heteroskedastic Gaussian process modeling for large simulation experiments
Mickael Binois, Robert B. Gramacy, Michael Ludkovski
We present a unified view of likelihood based Gaussian progress regression for simulation experiments exhibiting input-dependent noise. Replication plays an important role in that…
stat.CO2016★ 49 cited
Bayesian optimization under mixed constraints with a slack-variable augmented Lagrangian
Victor Picheny, Robert B. Gramacy, Stefan M. Wild +1
An augmented Lagrangian (AL) can convert a constrained optimization problem into a sequence of simpler (e.g., unconstrained) problems, which are then usually solved with local solv…