Sequential search based on kriging: convergence analysis of some algorithms
Abstract
Let be a set of real-valued functions on a set and let S: be an arbitrary mapping. We consider the problem of making inference about S(f), with f∈ unknown, from a finite set of pointwise evaluations of f. We are mainly interested in the problems of approximation and optimization. In this article, we make a brief review of results concerning average error bounds of Bayesian search methods that use a random process prior about f.
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