3 papers
stat.ML2026
Simple-regret rates and minimax optimality of fixed-prior expected improvement in Matérn and squared-exponential RKHSs
Emmanuel Vazquez, Sébastien Petit
We study the expected improvement (EI) policy for minimizing a deterministic objective function on a nonempty compact set . We assume that be…
stat.CO2026
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…
stat.ML2024
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…