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

19 Mar 2020 Xiong Lyu Mike Ludkovski

We develop adaptive replicated designs for Gaussian process metamodels of stochastic experiments. Adaptive batching is a natural extension of sequential design heuristics with the benefit of replication growing as response features are learned, inputs concentrate, and the metamodeling overhead rises... (read more)

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