Parallelization of adaptive Bayesian cubature using multimodal optimization algorithms

PurposeBayesian cubature (BC) has emerged to be one of most competitive approach for estimating the multi-dimensional integral especially when the integrand is expensive to evaluate, and alternative acquisition functions, such as the Posterior Variance Contribution (PVC) function, have been develope...

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Bibliographic Details
Published in:	Engineering computations Vol. 41; no. 2; pp. 413 - 437
Main Authors:	Hong, Fangqi, Wei, Pengfei, Beer, Michael
Format:	Journal Article
Language:	English
Published:	Bradford Emerald Publishing Limited 16.04.2024 Emerald Group Publishing Limited
Subjects:	Algorithms Approximation Bayesian analysis Cluster analysis Clustering Design of experiments Engineering Experiments Integrals Maxima Numerical analysis Optimization Optimization algorithms Partial differential equations Probability distribution Stochastic models Vector quantization Adaptive experiment design Parallel computation Acquisition function Multimodal optimization Bayesian cubature
ISSN:	0264-4401, 1758-7077
Online Access:	Get full text
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