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Local optimization of black-box functions with high or infinite-dimensional inputs: application to nuclear safety

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  • Angelina Roche

    (Université Paris-Dauphine, PSL Research University, CNRS, UMR [7534], CEREMADE)

Abstract

Black-box optimization problems when the input space is a high-dimensional space or a function space appear in more and more applications. In this context, the methods available for finite-dimensional data do not apply. The aim is then to propose a general method for optimization involving dimension reduction techniques. Different dimension reduction basis are considered (including data-driven basis). The methodology is illustrated on simulated functional data. The choice of the different parameters, in particular the dimension of the approximation space, is discussed. The method is finally applied to a problem of nuclear safety.

Suggested Citation

  • Angelina Roche, 2018. "Local optimization of black-box functions with high or infinite-dimensional inputs: application to nuclear safety," Computational Statistics, Springer, vol. 33(1), pages 467-485, March.
    • Handle: RePEc:spr:compst:v:33:y:2018:i:1:d:10.1007_s00180-017-0751-1
    DOI: 10.1007/s00180-017-0751-1
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    References listed on IDEAS

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