State space emulation and annealed sequential Monte Carlo for high dimensional optimization
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Cites work
- `` Direct Search Solution of Numerical and Statistical Problems
- A mean field view of the landscape of two-layer neural networks
- A Simplex Method for Function Minimization
- Adaptive joint detection and decoding in flat-fading channels via mixture Kalman filtering
- An Automatic Method of Solving Discrete Programming Problems
- Blind Deconvolution via Sequential Imputations
- Computing a nonnegative matrix factorization -- provably
- Cooling Schedules for Optimal Annealing
- Ensemble Kalman methods for inverse problems
- Equation of state calculations by fast computing machines
- Error bounds for convolutional codes and an asymptotically optimum decoding algorithm
- Filtering via Simulation: Auxiliary Particle Filters
- Following a moving target -- Monte Carlo inference for dynamic Bayesian models
- scientific article; zbMATH DE number 1666084 (Why is no real title available?)
- scientific article; zbMATH DE number 41891 (Why is no real title available?)
- Independent Particle Filters
- Lookahead strategies for sequential Monte Carlo
- Monte Carlo sampling methods using Markov chains and their applications
- Monte Carlo Smoothing for Nonlinear Time Series
- Non-convex optimization for machine learning
- Optimization by simulated annealing
- Sequential Imputations and Bayesian Missing Data Problems
- Sequential Monte Carlo Methods for Dynamic Systems
- Smoothing algorithms for state-space models
- Stochastic Estimation of the Maximum of a Regression Function
- Tensor decompositions for learning latent variable models
- Very fast simulated re-annealing
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