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Commit b4e9ea70 authored by Bas Nijholt's avatar Bas Nijholt
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......@@ -65,3 +65,29 @@
year={2008},
school={Rice University}
}
@article{chen2017intelligent,
title={Intelligent adaptive sampling guided by Gaussian process inference},
author={Chen, Yuhang and Peng, Chaoyang},
journal={Measurement Science and Technology},
volume={28},
number={10},
pages={105005},
year={2017},
publisher={IOP Publishing}
}
@article{takhtaganov2018adaptive,
title={Adaptive Gaussian process surrogates for Bayesian inference},
author={Takhtaganov, Timur and M{\"u}ller, Juliane},
journal={arXiv preprint arXiv:1809.10784},
year={2018}
}
@online{mathematica_adaptive,
author = {Stephen Wolfram},
title = {{M}athematica: {A}daptive {P}lotting},
year = 2011,
url = {http://demonstrations.wolfram.com/AdaptivePlotting/},
urldate = {2019-09-10}
}
......@@ -24,9 +24,9 @@ Even though it is suboptimal, one usually resorts to sampling $X$ on a homogeneo
#### Choosing new points based on existing data improves the simulation efficiency.
<!-- This should convey the point that it is advantageous to do this. -->
A better alternative which improves the simulation efficiency is to choose new, potentially interesting points in $X$ based on existing data. [@gramacy2004parameter; @de1995adaptive; @castro2008active]<!-- cite i.e. hydrodynamics, Bayesian sampling -->
Baysian optimization works well for high-cost simulations where one needs to find a minimum (or maximum).
If the goal of the simulation is to approximate a contineous function with the least amount of points, the continuity of the approximation is achieved by a greedy algorithm that samples mid-points of intervals with the largest Euclidean distance. <!-- cite literature to support this claim that it is better, Mathematica and MATLAB maybe -->
A better alternative which improves the simulation efficiency is to choose new, potentially interesting points in $X$ based on existing data. [@gramacy2004parameter; @de1995adaptive; @castro2008active; @chen2017intelligent] <!-- cite i.e. hydrodynamics-->
Baysian optimization works well for high-cost simulations where one needs to find a minimum (or maximum). [@@takhtaganov2018adaptive]
If the goal of the simulation is to approximate a contineous function with the least amount of points, the continuity of the approximation is achieved by a greedy algorithm that samples mid-points of intervals with the largest Euclidean distance. [@mathematica_adaptive] <!-- cite literature to support this claim that it is better, Mathematica and MATLAB maybe -->
Such a sampling strategy would trivially speedup many simulations.
One of the most significant complications here is to parallelize this algorithm, as it requires a lot of bookkeeping and planning ahead.
......
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