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On Bayes approach to optimization

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    0431513 - ÚTIA 2015 RIV CZ eng C - Conference Paper (international conference)
    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]
    R&D Projects: GA ČR GA13-14445S
    Institutional support: RVO:67985556
    Keywords : optimization * Bayes method * nonparametric regression.
    Subject RIV: BB - Applied Statistics, Operational Research
    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.
    Permanent Link: http://hdl.handle.net/11104/0237110

     
     
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