Level Set Estimation Using Uncoordinated Mobile Sensors

2007 ◽  
pp. 101-114 ◽  
Author(s):  
Gagan Raj Gupta ◽  
Parmesh Ramanathan
Keyword(s):  
Level Set ◽  
Mobile Sensors ◽  
Set Estimation ◽  
Level Set Estimation

Path efficient level set estimation for mobile sensors

2017 ◽  
Author(s):  
Lorenzo Bottarelli ◽  
Jason Blum ◽  
Manuele Bicego ◽  
Alessandro Farinelli
Keyword(s):  
Level Set ◽  
Mobile Sensors ◽  
Set Estimation ◽  
Efficient Level ◽  
Level Set Estimation

scholarly journals Evaluating Gaussian process metamodels and sequential designs for noisy level set estimation

2021 ◽  
Vol 31 (4) ◽  
Author(s):  
Xiong Lyu ◽  
Mickaël Binois ◽  
Michael Ludkovski
Keyword(s):  
Gaussian Process ◽  
Level Set ◽  
Signal To Noise Ratio ◽  
Black Box ◽  
Signal To Noise ◽  
Sequential Designs ◽  
Set Estimation ◽  
Bermudan Options ◽  
Heavy Tailed ◽  
Level Set Estimation

AbstractWe consider the problem of learning the level set for which a noisy black-box function exceeds a given threshold. To efficiently reconstruct the level set, we investigate Gaussian process (GP) metamodels. Our focus is on strongly stochastic simulators, in particular with heavy-tailed simulation noise and low signal-to-noise ratio. To guard against noise misspecification, we assess the performance of three variants: (i) GPs with Student-t observations; (ii) Student-t processes (TPs); and (iii) classification GPs modeling the sign of the response. In conjunction with these metamodels, we analyze several acquisition functions for guiding the sequential experimental designs, extending existing stepwise uncertainty reduction criteria to the stochastic contour-finding context. This also motivates our development of (approximate) updating formulas to efficiently compute such acquisition functions. Our schemes are benchmarked by using a variety of synthetic experiments in 1–6 dimensions. We also consider an application of level set estimation for determining the optimal exercise policy of Bermudan options in finance.

scholarly journals Level Set Estimation with Search Space Warping

2020 ◽  
pp. 827-839
Author(s):  
Manisha Senadeera ◽  
Santu Rana ◽  
Sunil Gupta ◽  
Svetha Venkatesh
Keyword(s):  
Level Set ◽  
Search Space ◽  
Set Estimation ◽  
Level Set Estimation
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