Stochastic global optimization as a filtering problem

DOI10.1016/j.jcp.2011.11.019zbMath1242.90148arXiv0912.4072OpenAlexW2074216031MaRDI QIDQ423021

Panos Stinis

Publication date: 18 May 2012

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0912.4072

zbMATH Keywords

stochastic global optimizationparticle filteringexponential densitiesparametric density estimation

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Stochastic programming (90C15)

Related Items (3)

Discriminative Bayesian filtering lends momentum to the stochastic Newton method for minimizing log-convex functions ⋮ Parallel sequential Monte Carlo for stochastic gradient-free nonconvex optimization ⋮ Enforcing constraints for interpolation and extrapolation in generative adversarial networks

Cites Work

• Stochastic global optimization.
• A maximum likelihood algorithm for the estimation and renormalization of exponential densities
• Sequential Monte Carlo Methods in Practice
• Graphical Models, Exponential Families, and Variational Inference
• A survey of convergence results on particle filtering methods for practitioners
• Introduction to evolutionary computing
• Introduction to global optimization.
• Monte Carlo strategies in scientific computing
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