Practical heteroskedastic Gaussian process modeling for large simulation experiments

17 November 2016

Papers citing "Practical heteroskedastic Gaussian process modeling for large simulation experiments"

14 / 14 papers shown

Title
Adaptive Replication Strategies in Trust-Region-Based Bayesian Optimization of Stochastic Functions Mickael Binois Jeffrey Larson 74 0 0 29 Apr 2025
Multi-Response Heteroscedastic Gaussian Process Models and Their Inference Taehee Lee Jun S. Liu 11 1 0 29 Aug 2023
Active Learning of Piecewise Gaussian Process Surrogates Chiwoo Park R. Waelder Bonggwon Kang Benji Maruyama Soondo Hong R. Gramacy GP 19 1 0 20 Jan 2023
A review of predictive uncertainty estimation with machine learning Hristos Tyralis Georgia Papacharalampous UD UQCV 51 43 0 17 Sep 2022
Bayesian multi-objective optimization for stochastic simulators: an extension of the Pareto Active Learning method Bruno Barracosa Julien Bect H. Baraffe J. Morin Josselin Fournel E. Vázquez 29 2 0 08 Jul 2022
Stochastic polynomial chaos expansions to emulate stochastic simulators X. Zhu Bruno Sudret 13 17 0 07 Feb 2022
Scaling Bayesian Optimization With Game Theory L. Mathesen G. Pedrielli R. L. Smith 14 1 0 07 Oct 2021
mlOSP: Towards a Unified Implementation of Regression Monte Carlo Algorithms M. Ludkovski 28 7 0 01 Dec 2020
Energy consumption forecasting using a stacked nonparametric Bayesian approach Dilusha Weeraddana N. Khoa Lachlan OÑeil Weihong Wang C. Cai AI4TS 8 3 0 11 Nov 2020
KrigHedge: Gaussian Process Surrogates for Delta Hedging M. Ludkovski Yuri F. Saporito 35 5 0 16 Oct 2020
Global sensitivity analysis for stochastic simulators based on generalized lambda surrogate models Xujia Zhu Bruno Sudret 14 37 0 04 May 2020
Achieving Robustness to Aleatoric Uncertainty with Heteroscedastic Bayesian Optimisation Ryan-Rhys Griffiths Alexander A. Aldrick Miguel García-Ortegón Vidhi R. Lalchand A. Lee 31 35 0 17 Oct 2019
The Kalai-Smorodinski solution for many-objective Bayesian optimization M. Binois Victor Picheny P. Taillandier A. Habbal 24 17 0 18 Feb 2019
Local Gaussian process approximation for large computer experiments R. Gramacy D. Apley 124 391 0 02 Mar 2013