Convergence properties of the expected improvement algorithm with fixed mean and covariance functions

[1]  Sonja Kuhnt,et al.  Design and analysis of computer experiments , 2010 .

[2]  Julien Bect,et al.  Pointwise consistency of the kriging predictor with known mean and covariance functions , 2009, 0912.1479.

[3]  Andy J. Keane,et al.  Engineering Design via Surrogate Modelling - A Practical Guide , 2008 .

[4]  Jesús López Fidalgo,et al.  Moda 8 - Advances in Model-Oriented Design and Analysis , 2007 .

[5]  N. Zheng,et al.  Global Optimization of Stochastic Black-Box Systems via Sequential Kriging Meta-Models , 2006, J. Glob. Optim..

[6]  I. Molchanov.  Theory of Random Sets , 2005 .

[7]  Thomas J. Santner,et al.  Design and analysis of computer experiments , 1998 .

[8]  Ingo Steinwart,et al.  On the Influence of the Kernel on the Consistency of Support Vector Machines , 2002, J. Mach. Learn. Res..

[9]  Donald R. Jones,et al.  A Taxonomy of Global Optimization Methods Based on Response Surfaces , 2001, J. Glob. Optim..

[10]  Milan Lukić,et al.  Stochastic processes with sample paths in reproducing kernel Hilbert spaces , 2001 .

[11]  Roger Woodard,et al.  Interpolation of Spatial Data: Some Theory for Kriging , 1999, Technometrics.

[12]  J. Chilès,et al.  Geostatistics: Modeling Spatial Uncertainty , 1999 .

[13]  Donald R. Jones,et al.  Efficient Global Optimization of Expensive Black-Box Functions , 1998, J. Glob. Optim..

[14]  William J. Welch,et al.  Computer experiments and global optimization , 1997 .

[15]  Marco Locatelli,et al.  Bayesian Algorithms for One-Dimensional Global Optimization , 1997, J. Glob. Optim..

[16]  Donald R. Jones,et al.  A Data-Analytic Approach to Bayesian Global Optimization , 1997 .

[17]  Antanas Zilinskas,et al.  A review of statistical models for global optimization , 1992, J. Glob. Optim..

[18]  T. J. Mitchell,et al.  Bayesian Prediction of Deterministic Functions, with Applications to the Design and Analysis of Computer Experiments , 1991 .

[19]  David Williams,et al.  Probability with Martingales , 1991, Cambridge mathematical textbooks.

[20]  J. Mockus.  Bayesian Approach to Global Optimization: Theory and Applications , 1989 .

[21]  Aimo A. Törn,et al.  Global Optimization , 1999, Science.

[22]  J. Mockus,et al.  The Bayesian approach to global optimization , 1989 .

[23]  H. Zimmermann.  Towards global optimization 2: L.C.W. DIXON and G.P. SZEGÖ (eds.) North-Holland, Amsterdam, 1978, viii + 364 pages, US $ 44.50, Dfl. 100,-. , 1979 .

[24]  N. Aronszajn.  Theory of Reproducing Kernels. , 1950 .