A Bayesian Approach for Optimization Problems in ComputerExperiments
碩士 === 國立高雄大學 === 統計學研究所 === 94 === In this thesis, we propose an iterative algorithm for solving the optimization problems in computer experiments. The key point of our algorithm is to approximate the true yet unknown response surface by a linear combination of predefined bases, and a Bayesian appr...
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| Format: | Others |
| Language: | en_US |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/37338396301335496717 |
| Summary: | 碩士 === 國立高雄大學 === 統計學研究所 === 94 === In this thesis, we propose an iterative algorithm for solving the optimization problems in computer experiments. The key point of our algorithm is to approximate the true yet unknown response surface by a linear combination of predefined bases, and a Bayesian approach is applied here for inferring the corresponding coefficients. Several simulations and real experiments are displayed to show the performances of our new algorithm. Finally we compare our algorithm with other statistical optimization methods.
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