A generalization of the Solis-Wets method

DOI10.1016/J.JSPI.2011.08.016zbMATH Open1235.90110OpenAlexW2004694381MaRDI QIDQ651065FDOQ651065

Miguel De Carvalho

Publication date: 8 December 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.08.016

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zbMATH Keywords

stochastic optimizationextremum estimatorsimproving hit-and-run algorithmSolis-Wets methodzigzag algorithm

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cites Work

• Generalized Simulated Annealing for Function Optimization
• Numerical Optimization
• Estimation When a Parameter is on a Boundary
• Introduction to Stochastic Search and Optimization
• Clustering Using Objective Functions and Stochastic Search
• Probability with Martingales
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• Stochastic adaptive search for global optimization.
• Stochastic algorithms
• Inference for the Identified Set in Partially Identified Econometric Models
• Minimization by Random Search Techniques
• Testing for a Global Maximum in an Econometric Context
• Confidence intervals for the minimum of a function using extreme value statistics
• Stochastic Algorithms, Symmetric Markov Perfect Equilibrium, and the 'curse' of Dimensionality
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• Hit and run as a unifying device
• Improving hit-and-run for global optimization
• A Test for Global Maximum
• Estimation of the Minimum of a Function Using Order Statistics
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• Comparing double minimization and zigzag algorithms in Joint Regression Analysis: the complete case

Cited In (2)

• Unimodal density estimation using Bernstein polynomials
• A flexible and tractable class of one-factor copulas

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