Non-Gaussian ensemble optimization

DOI10.1007/S11004-024-10148-3MaRDI QIDQ6942968zbMATH OpenFDO

Authors Mathias M. Nilsen, Andreas S. Stordal, Patrick N. Raanes, Rolf J. Lorentzen, Kjersti Solberg Eikrem

Publication date 15 August 2025

Published in Mathematical Geosciences (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S11004-024-10148-3

zbMATH Keywords

black-box optimizationensemble optimizationGaussian copulanatural evolutionreservoir management

Mathematics Subject Classification ID

Geostatistics (86A32)

Cites work

• A stochastic simplex approximate gradient (StoSAG) for optimization under uncertainty
• A theoretical look at ensemble-based optimization in reservoir management
• Estimation of the mean of a multivariate normal distribution
• Gradient-Based Adaptive Stochastic Search for Non-Differentiable Optimization
• Improved sampling strategies for ensemble-based optimization
• Natural evolution strategies
• Stein's lemma for elliptical random vectors
• The open porous media flow reservoir simulator
• Towards a new evolutionary computation. Advances on estimation of distribution algorithms.

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