2 papers
stat.ME2019
Emulating computer models with step-discontinuous outputs using Gaussian processes
Hossein Mohammadi, Peter Challenor, Marc Goodfellow +1
In many real-world applications we are interested in approximating costly functions that are analytically unknown, e.g. complex computer codes. An emulator provides a fast approxim…
math.OC2016
Small ensembles of kriging models for optimization
Hossein Mohammadi, Rodolphe Le Riche, Eric Touboul
The Efficient Global Optimization (EGO) algorithm uses a conditional Gaus-sian Process (GP) to approximate an objective function known at a finite number of observation points and…