Sequential search based on Kriging: convergence analysis of some algorithms

Emmanuel Vazquez (1, 2) , Julien Bect (2)

1 GdR MASCOT-NUM - Méthodes d'Analyse Stochastique des Codes et Traitements Numériques
2 E3S - Supélec Sciences des Systèmes

Domains: Mathematics [math]; Statistics [math.ST]; Statistics [stat]; Statistics Theory [stat.TH]; Computer Science [cs]; Machine Learning [cs.LG]

Emmanuel Vazquez, Julien Bect. Sequential search based on Kriging: convergence analysis of some algorithms. 58th World Statistics Congress of the International Statistical Institute, Aug 2011, Dublin, Ireland. (10 p.). ⟨hal-00643159⟩