%0 Journal Article
%T Sequential search based on kriging: convergence analysis of some algorithms
%A Emmanuel Vazquez
%A Julien Bect
%J Mathematics
%D 2011
%I arXiv
%X Let $\FF$ be a set of real-valued functions on a set $\XX$ and let $S:\FF \to \GG$ be an arbitrary mapping. We consider the problem of making inference about $S(f)$, with $f\in\FF$ unknown, from a finite set of pointwise evaluations of $f$. We are mainly interested in the problems of approximation and optimization. In this article, we make a brief review of results concerning average error bounds of Bayesian search methods that use a random process prior about $f$.
%U http://arxiv.org/abs/1111.3866v1