Search Results for author: Sébastien Marmin

Found 4 papers, 1 papers with code

Variational Calibration of Computer Models

no code implementations29 Oct 2018 Sébastien Marmin, Maurizio Filippone

Bayesian calibration of black-box computer models offers an established framework to obtain a posterior distribution over model parameters.

Gaussian Processes Variational Inference

Efficient batch-sequential Bayesian optimization with moments of truncated Gaussian vectors

no code implementations9 Sep 2016 Sébastien Marmin, Clément Chevalier, David Ginsbourger

We deal with the efficient parallelization of Bayesian global optimization algorithms, and more specifically of those based on the expected improvement criterion and its variants.

Bayesian Optimization

Differentiating the multipoint Expected Improvement for optimal batch design

no code implementations18 Mar 2015 Sébastien Marmin, Clément Chevalier, David Ginsbourger

The computational burden of this selection rule being still an issue in application, we derive a closed-form expression for the gradient of the multipoint Expected Improvement, which aims at facilitating its maximization using gradient-based ascent algorithms.

Bayesian Optimization Gaussian Processes

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