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math.NA2022
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…
math.NA2006★ 1 cited
An informational approach to the global optimization of expensive-to-evaluate functions
Julien Villemonteix, Emmanuel Vazquez, Eric Walter
In many global optimization problems motivated by engineering applications, the number of function evaluations is severely limited by time or cost. To ensure that each evaluation c…