\[ \newcommand{\argmin}{\operatorname{argmin}} \newcommand{\sign}{\operatorname{sign}} \newcommand{\diag}[1]{\operatorname{diag}(#1)} \newcommand{\prox}[2]{\operatorname{prox}_{#1}(#2)} \]


0.1 About

“Bayesian Optimization: A Conditional Simulation Approach” is an upcoming paper that addresses optimization in a Bayesian setting.

0.2 Examples

These examples are currently in development and ultimately for demonstration purposes only.

0.2.1 Rosenbrock Function

Link