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Bayesian Algorithms for One-Dimensional Global Optimization

✍ Scribed by M. Locatelli


Book ID
110261440
Publisher
Springer US
Year
1997
Tongue
English
Weight
206 KB
Volume
10
Category
Article
ISSN
0925-5001

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One-Dimensional global optimization for
✍ J.M. Calvin; A. ΕΏilinskas πŸ“‚ Article πŸ“… 2005 πŸ› Elsevier Science 🌐 English βš– 643 KB

A problem of one-dlmenstonal global optlmmatlon m the presence of noise is considered The approach is based on modeling the objective function as a standard Wiener process which is observed with independent Gausslan noise. An asymptotic bound for the average error ]s estimated for the nonadaptive st