Financial Applications of Gaussian Processes and Bayesian Optimization

12 March 2019

Papers citing "Financial Applications of Gaussian Processes and Bayesian Optimization"

8 / 8 papers shown

Title
A Tutorial on Bayesian Optimization P. Frazier GP 75 1,759 0 08 Jul 2018
Generalized Robust Bayesian Committee Machine for Large-scale Gaussian Process Regression Haitao Liu Jianfei Cai Yi Wang Yew-Soon Ong 39 83 0 03 Jun 2018
Predictive Entropy Search for Efficient Global Optimization of Black-box Functions José Miguel Hernández-Lobato Matthew W. Hoffman Zoubin Ghahramani 63 646 0 10 Jun 2014
Gaussian Process Kernels for Pattern Discovery and Extrapolation A. Wilson Ryan P. Adams GP 48 604 0 18 Feb 2013
Practical Bayesian Optimization of Machine Learning Algorithms Jasper Snoek Hugo Larochelle Ryan P. Adams 258 7,883 0 13 Jun 2012
Kernels for Vector-Valued Functions: a Review Mauricio A. Alvarez Lorenzo Rosasco Neil D. Lawrence GP 117 918 0 30 Jun 2011
Convergence rates of efficient global optimization algorithms Adam D. Bull 77 641 0 18 Jan 2011
A Tutorial on Bayesian Optimization of Expensive Cost Functions, with Application to Active User Modeling and Hierarchical Reinforcement Learning E. Brochu Vlad M. Cora Nando de Freitas GP 102 2,437 0 12 Dec 2010