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Greedy mutual information criterion
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Classroom Contents
Sequential Design Based on Mutual Information for Computer Experiments - Joakim Beck, KAUST
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- 1 Intro
- 2 Outline
- 3 Problem setting
- 4 GP emulation
- 5 Sequential adaptive designs
- 6 ALM and ALC
- 7 Greedy mutual information criterion
- 8 MI sequential design algorithm
- 9 Designing sensor placements (Krause et al., 2008)
- 10 A practical issue with the MI algorithm
- 11 Mutual Information for Computer Experiments (MICE)
- 12 A nugget parameter for smoothing
- 13 The improvement in terms of robustness
- 14 A visualisation of the design selection
- 15 A comparison of the computational cost
- 16 Numerical results: 4-D Oscillatory Function
- 17 Numerical results: 7-D Piston Simulation
- 18 Case study tsunami modelling
- 19 An extension: MICE in GP optimisation (optim-MICE)
