6 citations · 13 across the 6 of their papers we have counts for
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math.OC2014★ 5 cited
A warped kernel improving robustness in Bayesian optimization via random embeddings
Mickaël Binois, David Ginsbourger, Olivier Roustant
This works extends the Random Embedding Bayesian Optimization approach by integrating a warping of the high dimensional subspace within the covariance kernel. The proposed warping,…
math.PR2014★ 1 cited
On ANOVA decompositions of kernels and Gaussian random field paths
David Ginsbourger, Olivier Roustant, Dominic Schuhmacher +2
The FANOVA (or "Sobol'-Hoeffding") decomposition of multivariate functions has been used for high-dimensional model representation and global sensitivity analysis. When the objecti…