Bayesian numerical analysis : global optimization and other applications

We present a unifying framework for the global optimization of functions which are expensive to evaluate. The framework is based on a Bayesian interpretation of radial basis function interpolation which incorporates existing methods such as Kriging, Gaussian process regression and neural networks. T...

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Bibliographic Details
Main Author: Fowkes, Jaroslav Mrazek
Other Authors: Gould, Nicholas I. M. : Farmer, Chris L.
Published: University of Oxford 2011
Subjects:
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.556674