Particle Filtering Framework for a Class of Randomized Optimization Algorithms

DOI10.1109/TAC.2013.2281132MaRDI QIDQ2983207zbMATH OpenOpenAlexFDO

Authors Enlu Zhou, Michael C. Fu, Steven I. Marcus

Publication date 16 May 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2013.2281132

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Linear programming (90C05) Filtering in stochastic control theory (93E11)

Cited in

(10)

• Parallel sequential Monte Carlo for stochastic gradient-free nonconvex optimization
• Fast and effective generation of the proposal distribution for particle filters
• An ant stochastic decision based particle filter and its convergence
• Particle Algorithms for Optimization on Binary Spaces
• Functional sampling density design for particle filters
• Interacting and annealing particle filters: mathematics and a recipe for applications
• The particle filter based on random number searching algorithm for parameter estimation
• Posterior exploration based sequential Monte Carlo for global optimization
• Population model-based optimization
• Clustered exact Daum-Huang particle flow filter

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