Počet záznamů: 1
On Bayes approach to optimization
- 1.0431513 - ÚTIA 2015 RIV CZ eng C - Konferenční příspěvek (zahraniční konf.)
Volf, Petr
On Bayes approach to optimization.
Proceedings of 32nd International Conference Mathematical Methods in Economics MME 2014. Olomouc: Palacký University, 2014 - (Talašová, J.; Stoklasa, J.; Talášek, T.), s. 1078-1083. ISBN 978-80-244-4209-9.
[MME 2014. International Conference Mathematical Methods in Economics /32./. Olomouc (CZ), 10.09.2014-12.09.2014]
Grant CEP: GA ČR GA13-14445S
Institucionální podpora: RVO:67985556
Klíčová slova: optimization * Bayes method * nonparametric regression.
Kód oboru RIV: BB - Aplikovaná statistika, operační výzkum
http://library.utia.cas.cz/separaty/2014/SI/volf-0431513.pdf
In many real optimization problems we have not full information on the objective function and can afford to evaluate it at just a few points. Then, certain assumptions on the objective function must be done. This could be taken as a prior information in a Bayes scheme. The Bayes approach to optimization then offers the way of effective search for the extremal point. We describe the technique how to mapproach the optimum using the Gauss process or a regression-like models.
Trvalý link: http://hdl.handle.net/11104/0237110
Počet záznamů: 1