Bayesian Optimization via Simulation with Pairwise Sampling and Correlated Prior Beliefs
Work
Year: 2016
Type: article
Abstract: This paper addresses discrete optimization via simulation. We show that allowing for both a correlated prior distribution on the means (e.g., with discrete Kriging models) and sampling correlation (e.... more
Source: Operations Research
Institutions Cornell University, INSEAD
Cites: 62
Cited by: 56
Related to: 10
FWCI: 7.125
Citation percentile (by year/subfield): 95.01
Field: Decision Sciences
Domain: Social Sciences
Open Access status: bronze