Dependence in constrained Bayesian optimization: When do we need it and how does it help? - Zhang, Shiqiang; Lee, Robert M.; Shafei, Behrang; Walz, David; Misener, Ruth (Optimization letters, 2024)
Keywords: Computational Intelligence; Mathematics; Mathematics and Statistics; Numerical and Computational Physics; Operations Research/Decision Theory; Optimization; Original Paper; Simulation; Bayesian Optimization; Expectation propagation; Multiple output Gaussian processes; Dependence