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[PENDING] Quantile-Based Optimization of Noisy Computer Experiments with Tunable Precision

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Academic year: 2024

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Figure 1 represents two examples of response convergence. First, the convergence of the output of the stochastic simulator of Section 7.2 is drawn for its nominal design values
Figure 2 illustrates the dependence of the EQI on both τ n+1 2 and β. The actual function is y(x) = 1 2
Table 1: EQI algorithm with on-line resource allocation
Table 2: Summary of the test problem configurations Function Initial design size n 0 Budget T 0 τ
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