324 citations · 635 across the 25 of their papers we have counts for
3 papers · 1 filter
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…
Numerical issues in maximum likelihood parameter estimation for Gaussian process interpolation
Subhasish Basak, Sébastien Petit, Julien Bect +1
This article investigates the origin of numerical issues in maximum likelihood parameter estimation for Gaussian process (GP) interpolation and investigates simple but effective st…