Optimization Working Group IV: Bayesian Optimization & Decision Analysis

Group Leaders: Mike West

SAMSI Webmaster: Michael Lindon

Weekly Meetings: SAMSI Room 203; Wednesday 9:00 am ET

Description: This WG aims to define advances in (a) Bayesian optimization methods in decision analysis problems arising in multi‐step sequential, dynamic contexts; (b) methods of Bayesian emulation for decisions that address optimization problems via synthetic (Bayesian) inference problems, replacing “maximize” with “integrate;” (c) use of optimization methods to define novel and effective computational approaches to full Bayesian analysis of complex models; (d) optimization‐based approaches to Bayesian analysis of sparsity in structure of multivariate dynamic models.

News and Updates:

SAMSI Directorate Liaison: Ilse Ipsen

Questions: msl33@duke.edu

Program on Optimization