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Sequential search strategies based on kriging

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Academic year: 2021

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Table 2.2: Industrial contracts
Figure 1: Average results and error distributions for testbed T 1 , for FBA (solid black line), EGO (dashed black line), the EI with the parameters used to generate sample paths (solid gray line), the space-filling strategy (dashed gray line).
Figure 2: Average results and distribution of errors for testbed T 2 . See Figure 1 for details.
Fig. 1 γ n as a function of p n (see Proposition 3). In both cases, γ n is maximum at p n = 1/2 Cauchy-Schwarz inequality in L 2 ( X , B ( X ), P X ): J n (x) ≤ E n γ n+1 d P X X n+1 = x
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