相关论文: Bayesian optimization for the spanwise oscillation…

Bayesian Optimization, the application of Bayesian function approximation to finding optima of expensive functions, has exploded in popularity in recent years. In particular, much attention has been paid to improving its efficiency on…

This paper presents a special type of distributed optimization problems, where the summation of agents' local cost functions (i.e., global cost function) is convex, but each individual can be non-convex. Unlike most distributed optimization…

Optimization of accelerator performance parameters is limited by numerous trade-offs and finding the appropriate balance between optimization goals for an unknown system is challenging to achieve. Here we show that multi-objective Bayesian…

High-dimensional simulation optimization is notoriously challenging. We propose a new sampling algorithm that converges to a global optimal solution and suffers minimally from the curse of dimensionality. The algorithm consists of two…

This paper presents a novel Bayesian strategy for the estimation of smooth signals corrupted by Gaussian noise. The method assumes a smooth evolution of a succession of continuous signals that can have a numerical or an analytical…

Optimization is widely used in statistics, and often efficiently delivers point estimates on useful spaces involving structural constraints or combinatorial structure. To quantify uncertainty, Gibbs posterior exponentiates the negative loss…

The Bayesian inversion method demonstrates significant potential for solving inverse problems, enabling both point estimation and uncertainty quantification (UQ). However, Bayesian maximum a posteriori (MAP) estimation may become unstable…

Modern cosmological data demand modern data analysis techniques. We introduce BayOp, a new likelihood sampling and maximisation method which is based on the Bayesian Optimisation algorithm and learns a function instead of randomly sampling…

Applying Bayesian optimization in problems wherein the search space is unknown is challenging. To address this problem, we propose a systematic volume expansion strategy for the Bayesian optimization. We devise a strategy to guarantee that…

We consider Bayesian optimization of objective functions of the form $\rho[ F(x, W) ]$, where $F$ is a black-box expensive-to-evaluate function and $\rho$ denotes either the VaR or CVaR risk measure, computed with respect to the randomness…

Optimising black-box functions is important in many disciplines, such as tuning machine learning models, robotics, finance and mining exploration. Bayesian optimisation is a state-of-the-art technique for the global optimisation of…

Bayesian Optimization, leveraging Gaussian process models, has proven to be a powerful tool for minimizing expensive-to-evaluate objective functions by efficiently exploring the search space. Extensions such as constrained Bayesian…

This thesis focuses on Bayesian optimization with the improvements coming from two aspects:(i) the use of derivative information to accelerate the optimization convergence; and (ii) the consideration of scalable GPs for handling massive…

Bayesian optimization (BO) has been widely used to optimize expensive and gradient-free objective functions across various domains. However, existing BO methods have not addressed the objective where both inputs and outputs are functions,…

Phase estimation is known to be a robust method for single-qubit gate calibration in quantum computers, while Bayesian estimation is widely used in devising optimal methods for learning in quantum systems. We present Bayesian phase…

Bayesian optimization is a sample-efficient method for finding a global optimum of an expensive-to-evaluate black-box function. A global solution is found by accumulating a pair of query point and its function value, repeating these two…

This study proposes an adaptive experimental design framework for a channel-simulation-based base station (BS) design that supports the joint optimization of transmission power and placement. We consider a system in which multiple…

This article improves on existing methods to estimate the spectral density of stationary and nonstationary time series assuming a Gaussian process prior. By optimising an appropriate eigendecomposition using a smoothing spline covariance…

We consider the problem of finding an input to a stochastic black box function such that the scalar output of the black box function is as close as possible to a target value in the sense of the expected squared error. While the…

We propose a novel Bayesian optimization (BO) procedure aimed at identifying the ``profile optima'' of a deterministic black-box computer simulation that has a single control parameter and multiple nuisance parameters. The profile optima…