Improved sampling strategies for ensemble-based optimization
From MaRDI portal
Publication:2192778
DOI10.1007/s10596-019-09914-8zbMath1439.86034OpenAlexW3021695225MaRDI QIDQ2192778
Olwijn Leeuwenburgh, Karthik Raghavan Ramaswamy, M. M. Siraj, Renato M. Fonseca, Van den Hof, Paul M. J.
Publication date: 18 August 2020
Published in: Computational Geosciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10596-019-09914-8
Monte Carlo methods (65C05) Large-scale problems in mathematical programming (90C06) Applications of mathematical programming (90C90) Geostatistics (86A32) Potentials, prospecting (86A20)
Related Items (1)
Cites Work
- Unnamed Item
- Low-discrepancy and low-dispersion sequences
- Effect of rounding errors on the variable metric method
- Theoretical connections between optimization algorithms based on an approximate gradient
- A theoretical look at ensemble-based optimization in reservoir management
- Quasi-Monte Carlo integration
- Smart sampling and incremental function learning for very large high dimensional data
- A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
- Optimization Methods
- Using Sampling and Simplex Derivatives in Pattern Search Methods
- Some Systematic Supersaturated Designs
- Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
- Quasi-Monte Carlo methods and pseudo-random numbers
- Construction of supersaturated designs through partially aliased interactions
- Monte Carlo Variance of Scrambled Net Quadrature
- Detection and Remediation of Stagnation in the Nelder--Mead Algorithm Using a Sufficient Decrease Condition
- Optimal Supersaturated Designs
- A Stochastic Simplex Approximate Gradient (StoSAG) for optimization under uncertainty
- Screening
This page was built for publication: Improved sampling strategies for ensemble-based optimization