324 citations · 635 across the 25 of their papers we have counts for
26 papers
Simple-regret rates and minimax optimality of fixed-prior expected improvement in Matérn and squared-exponential RKHSs
Emmanuel Vazquez, Sébastien Petit
We study expected improvement (EI) for minimizing a deterministic function in the RKHS of a continuous positive-semidefinite kernel on a nonempty compact set…
Bayesian sequential design of computer experiments for quantile set inversion
Romain Ait Abdelmalek-Lomenech, Julien Bect, Vincent Chabridon +1
We consider an unknown multivariate function representing a system-such as a complex numerical simulator-taking both deterministic and uncertain inputs. Our objective is to estimat…
Bayesian multi-objective optimization for stochastic simulators: an extension of the Pareto Active Learning method
Bruno Barracosa, Julien Bect, Héloïse Dutrieux Baraffe +3
This article focuses on the multi-objective optimization of stochastic simulators with high output variance, where the input space is finite and the objective functions are expensi…
Relaxed Gaussian process interpolation: a goal-oriented approach to Bayesian optimization
Sébastien Petit, Julien Bect, Emmanuel Vazquez
This work presents a new procedure for obtaining predictive distributions in the context of Gaussian process (GP) modeling, with a relaxation of the interpolation constraints outsi…
Integration of bounded monotone functions: Revisiting the nonsequential case, with a focus on unbiased Monte Carlo (randomized) methods
Subhasish Basak, Julien Bect, Emmanuel Vazquez
In this article we revisit the problem of numerical integration for monotone bounded functions, with a focus on the class of nonsequential Monte Carlo methods. We first provide new…
Parameter selection in Gaussian process interpolation: an empirical study of selection criteria
Sébastien Petit, Julien Bect, Paul Feliot +1
This article revisits the fundamental problem of parameter selection for Gaussian process interpolation. By choosing the mean and the covariance functions of a Gaussian process wit…