Gaussian process

Regret Optimality of GP-UCB
Knowledge Gradient for Selection with Covariates: Consistency and Computation
Surrogate-based Simulation Optimization
Surrogate-Based Simulation Optimization
Sample and Computationally Efficient Simulation Metamodeling in High Dimensions
Bayesian Sequential Learning for Contextual Selection
A Scalable Approach to Enhancing Stochastic Kriging with Gradients