R. Benassi, J. Bect, and E. Vazquez, Robust Gaussian Process-Based Global Optimization Using a Fully Bayesian Expected Improvement Criterion, LION5, proceedings, 2011.
DOI : 10.1002/qre.945

URL : https://hal.archives-ouvertes.fr/hal-00607816

R. Benassi, J. Bect, and E. Vazquez, Bayesian Optimization Using Sequential Monte Carlo, 2012.
DOI : 10.1007/978-3-642-34413-8_24

URL : https://hal.archives-ouvertes.fr/hal-00717195

N. Chopin, A sequential particle filter method for static models, Biometrika, vol.89, issue.3, pp.539-552, 2002.
DOI : 10.1093/biomet/89.3.539

P. , D. Moral, A. Doucet, and A. Jasra, Sequential Monte Carlo samplers, J. R. Stat. Soc. B, vol.68, issue.3, pp.411-436, 2006.