Bayesian methods in global optimization

Keywords

Mathematics, Global optimization, Bayesian probability, Bayesian optimization, Mathematical optimization

References

• A Bayesian Analysis of the Number of Cells of a Multinomial DistributionC. G. E. Boender, A. H. G. Rinnooy Kan — 1983
• A sequential Bayesian approach to estimating the dimension of a multinomial distributionC. G. E. Boender, Ryszard Zieliński — 1985
• Tailfree and Neutral Random Probabilities and Their Posterior DistributionsKjell A. Doksum — 1974
• A versatile stochastic model of a function of unknown and time varying formHarold J. Kushner — 1962
• Sequential stopping rules for the multistart algorithm in global optimisationBruno Betrò, Fabio Schoen — 1987
• Bayesian stopping rules for multistart global optimization methodsC. G. E. Boender, A. H. G. Rinnooy Kan — 1987
• Bayesian testing of nonparametric hypotheses and its application to global optimizationBruno Betrò — 1984
• A probabilistic algorithm for global optimizationFrancesco Archetti, Bruno Betrò — 1979
• The theory of stochastic processesIosif Il’ich Gihman, Anatoliĭ Vladimirovich Skorohod — 1974
• Prior Distributions on Spaces of Probability MeasuresThomas S. Ferguson — 1974
• Optimal Statistical DecisionsDavid Siegmund, Morris H. DeGroot — 1970
• Stopping eules for the multistart method when different local minima have different function valuesMauro Piccioni, Alessandro Ramponi — 1990
• Shepard’s method of “metric interpolation” to bivariate and multivariate interpolationWilliam J. Gordon, James A. Wixom — 1978
• A statistical estimate of the structure of multi-extremal problemsRyszard Zieliński — 1981
• A comparison of service disciplines for gi/g/m queuesJohn Gittins — 1978
• The Geometry of Random FieldsRobert J. Adler — 1982
• The information approach to multiextremal optimization problemsRoman G. Strongin — 1989
• Bayesian Nonparametric Estimation Based on Censored DataThomas S. Ferguson, Eswar G. Phadia — 1979
• A Bayesian Analysis of Some Nonparametric ProblemsThomas S. Ferguson — 1973
• A monte carlo study of a Bayesian decision rulf concerning the number of oifferent values of a discrete random variableBruno Betrò, Ryszard. Zielihski — 1987

Cited by

• A Non-myopic Utility Function for Statistical Global Optimization AlgorithmsSimon Streltsov, Pirooz Vakili — 1999
• Problèmes d'optimisation globale en statistique robusteSalvador Flores — 2011
• Bayesian approach adapting stochastic and heuristic methods of global and discrete optimizationAudrius Mockus, Audris Mockus, Linas Mockus — 1994
• Optimization of composite structures by estimation of distribution algorithmsLaurent Grosset, Raphael T. Haftka — 2004
• Efficient Global Optimization of Expensive Black-Box FunctionsDonald R. Jones, Matthias Schonlau, William J. Welch — 1998
• Test Functions with Variable Attraction Regions for Global Optimization ProblemsM. Gaviano, Daniela Lera — 1998
• A Theoretical Framework for Managing the NPD Portfolio: When and How to Use Strategic BucketsRaul O. Chao, Stelios Kavadias — 2008
• Computer experiments and global optimizationWilliam J. Welch, Matthias Schonlau — 1997
• Robust Parameter Design for Automatically Controlled Systems and Nanostructure SynthesisTirthankar Dasgupta — 2007
• Bayesian numerical analysis : global optimization and other applicationsJaroslav Fowkes — 2011
• A parallel method for finding the global minimum of univariate functionsYaroslav D. Sergeyev, Vladimir Grishagin — 1994
• Nonlinear optimization and parallel computingAthanasios Migdalas, Gerardo Toraldo, Vipin Kumar — 2003
• A multi-attribute preference model for optimal irrigated crop planning under water scarcity conditionsA. Montazar, Richard L. Snyder — 2012
• Consistency of a myopic Bayesian algorithm for one-dimensional global optimizationJames M. Calvin — 1993
• GloMIQO: Global mixed-integer quadratic optimizerRuth Misener, Christodoulos A. Floudas — 2012
• Algorithms for multi-extremal mathematical programming problems employing the set of joint space-filling curvesRoman G. Strongin — 1992
• An adaptive stochastic global optimization algorithm for one-dimensional functionsMarco Locatelli, Fabio Schoen — 1995
• Random Linkage: a family of acceptance/rejection algorithms for global optimisationMarco Locatelli, Fabio Schoen — 1999
• Balancing Exploitation and Exploration in Discrete Optimization via Simulation Through a Gaussian Process-Based SearchLihua Sun, L. Jeff Hong, Zhaolin Hu — 2014
• On a new stochastic global optimization algorithm based on censored observationsFabio Schoen — 1994

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