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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Main Authors:	Jhong-Yi Sie, 謝鐘毅
Other Authors:	Ray-Bing Chen
Format:	Others
Language:	en_US
Published:	2006
Online Access:	http://ndltd.ncl.edu.tw/handle/37338396301335496717

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spelling	ndltd-TW-094NUK053370032016-06-17T04:16:01Z http://ndltd.ncl.edu.tw/handle/37338396301335496717 A Bayesian Approach for Optimization Problems in ComputerExperiments 利用一個貝式方法來解決電腦模擬實驗的極值問題 Jhong-Yi Sie 謝鐘毅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. Ray-Bing Chen 陳瑞彬 2006 學位論文 ; thesis 28 en_US
collection	NDLTD
language	en_US
format	Others
sources	NDLTD
description	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.
author2	Ray-Bing Chen
author_facet	Ray-Bing Chen Jhong-Yi Sie 謝鐘毅
author	Jhong-Yi Sie 謝鐘毅
spellingShingle	Jhong-Yi Sie 謝鐘毅 A Bayesian Approach for Optimization Problems in ComputerExperiments
author_sort	Jhong-Yi Sie
title	A Bayesian Approach for Optimization Problems in ComputerExperiments
title_short	A Bayesian Approach for Optimization Problems in ComputerExperiments
title_full	A Bayesian Approach for Optimization Problems in ComputerExperiments
title_fullStr	A Bayesian Approach for Optimization Problems in ComputerExperiments
title_full_unstemmed	A Bayesian Approach for Optimization Problems in ComputerExperiments
title_sort	bayesian approach for optimization problems in computerexperiments
publishDate	2006
url	http://ndltd.ncl.edu.tw/handle/37338396301335496717
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A Bayesian Approach for Optimization Problems in ComputerExperiments

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