Adaptive Batching for Gaussian Process Surrogates with Application in Noisy Level Set Estimation

no code implementations • 19 Mar 2020 • Xiong Lyu, Mike Ludkovski

We develop adaptive replicated designs for Gaussian process metamodels of stochastic experiments.

Evaluating Gaussian Process Metamodels and Sequential Designs for Noisy Level Set Estimation

no code implementations • 18 Jul 2018 • Xiong Lyu, Mickael Binois, Michael Ludkovski

We consider the problem of learning the level set for which a noisy black-box function exceeds a given threshold.