bibtype |
C -
Conference Paper (international conference)
|
ARLID |
0431513 |
utime |
20240103204612.6 |
mtime |
20141013235959.9 |
WOS |
000356417900185 |
title
(primary) (eng) |
On Bayes approach to optimization |
specification |
page_count |
6 s. |
media_type |
C |
|
serial |
ARLID |
cav_un_epca*0431512 |
ISBN |
978-80-244-4209-9 |
title
|
Proceedings of 32nd International Conference Mathematical Methods in Economics MME 2014 |
page_num |
1078-1083 |
publisher |
place |
Olomouc |
name |
Palacký University |
year |
2014 |
|
editor |
|
|
keyword |
optimization |
keyword |
Bayes method |
keyword |
nonparametric regression. |
author
(primary) |
ARLID |
cav_un_auth*0101227 |
full_dept (cz) |
Stochastická informatika |
full_dept (eng) |
Department of Stochastic Informatics |
department (cz) |
SI |
department (eng) |
SI |
full_dept |
Department of Stochastic Informatics |
name1 |
Volf |
name2 |
Petr |
institution |
UTIA-B |
fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
source |
|
cas_special |
project |
ARLID |
cav_un_auth*0292652 |
project_id |
GA13-14445S |
agency |
GA ČR |
|
abstract
(eng) |
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. |
action |
ARLID |
cav_un_auth*0306071 |
name |
MME 2014. International Conference Mathematical Methods in Economics /32./ |
dates |
10.09.2014-12.09.2014 |
place |
Olomouc |
country |
CZ |
|
RIV |
BB |
reportyear |
2015 |
num_of_auth |
1 |
presentation_type |
PR |
inst_support |
RVO:67985556 |
permalink |
http://hdl.handle.net/11104/0237110 |
confidential |
S |
arlyear |
2014 |
mrcbU34 |
000356417900185 WOS |
mrcbU63 |
cav_un_epca*0431512 Proceedings of 32nd International Conference Mathematical Methods in Economics MME 2014 978-80-244-4209-9 1078 1083 Olomouc Palacký University 2014 |
mrcbU67 |
Talašová J. 340 |
mrcbU67 |
Stoklasa J. 340 |
mrcbU67 |
Talášek T. 340 |
|