Evaluating Gaussian Process Metamodels and Sequential Designs for Noisy Level Set Estimation - Data
Xiong Lyu, Michael Ludkovski, Mickaël Binois · Zenodo (CERN European Organization for Nuclear Research) · 2021
This is the simulation dataset for synthetic experiments (2D Modified Branin-Hoo function and 2D Michalewicz function) and case study (2D put option and 3D call option) in the article "Evaluating Gaussian Process Metamodels and Sequential Designs for Noisy Level Set Estimation". The code to generate the dataset is also uploaded to Zenodo (DOI 10.5281/zenodo.4579994).