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arXiv · 1111.3866

Sequential search based on kriging: convergence analysis of some algorithms

Emmanuel Vazquez·Julien Bect
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Abstract

Let $\FF$ be a set of real-valued functions on a set $\XX$ and let $S:\FF \to \GG$ be an arbitrary mapping. We consider the problem of making inference about $S(f)$, with $f\in\FF$ unknown, from a finite set of pointwise evaluations of $f$. We are mainly interested in the problems of approximation and optimization. In this article, we make a brief review of results concerning average error bounds of Bayesian search methods that use a random process prior about $f$.

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BibTeXRIS

Emmanuel Vazquez, Julien Bect. 2011-11-16. Sequential search based on kriging: convergence analysis of some algorithms. https://arxiv.org/abs/1111.3866

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