A one-dimensional optimization algorithm and its convergence rate under the Wiener measure
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Cites work
- Approximation and optimization on the Wiener space
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- Global optimization
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- On the joint distribution of the maximum and its location for a linear diffusion
- Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
- Sequential Minimax Search for a Maximum
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- On the convergence of the P-algorithm for one-dimensional global optimization of smooth functions
- Lower bound on complexity of optimization of continuous functions
- Achieving the ergodically optimal convergence rate for a one-dimensional minimization problem
- An adaptive stochastic global optimization algorithm for one-dimensional functions
- Optimal random non-adaptive algorithm for global optimization of Brownian motion
- One dimensional consensus based algorithm for non-convex optimization
- Adaptive quantile computation for Brownian bridge in change-point analysis
- Consistency of a myopic Bayesian algorithm for one-dimensional global optimization
- A lower bound on complexity of optimization on the Wiener space
- Small sample estimation of parameters for Wiener process with noise
- Designing an optimal search algorithm with respect to prior information
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- A lower bound on complexity of optimization under the \(r\)-fold integrated Wiener measure
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- Continuous global optimization on fractals through \(\alpha\)-dense curves
- One-dimensional global optimization for observations with noise
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