Sequential search based on kriging: convergence analysis of some algorithms

Details Sequential search based on kriging: convergence analysis of some algorithms Sequential search based on kriging: convergence analysis of some algorithms

2011-11-16

arxiv.org/abs/1111.3866v1

Mathematics

Statistics Theory

Scientific paper

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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