Stochastic Optimization: A Review

DOI10.2307/1403861MaRDI QIDQ4832026zbMATH OpenOpenAlexFDO

Authors D. Fouskakis, David Draper

Publication date 3 January 2005

Published in International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1403861

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Generalized linear models (logistic models) (62J12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Stochastic programming (90C15)

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• Robust centroid method
• Stochastic optimization. Proceedings of the International Conference, Kiev (USSR), 1984
• A unified framework for stochastic optimization
• Gradient surfing: a new deterministic approach for low-dimensional global optimization
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• Bayesian variable selection in generalized linear models using a combination of stochastic optimization methods
• Distributionally robust optimization. A review on theory and applications
• Bayesian variable selection using cost-adjusted BIC, with application to cost-effective measurement of quality of health care
• A flexible sequential Monte Carlo algorithm for parametric constrained regression
• Local stationarity in small area estimation models
• Discrete stochastic optimization for public health interventions with constraints
• scientific article; zbMATH DE number 433029 (Why is no real title available?)
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• Stochastic optimization and yacht racing
• Stochastic Optimization
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• Procuring load curtailment from local customers under uncertainty
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• Bayesian Measures of Model Complexity and Fit
• scientific article; zbMATH DE number 822899 (Why is no real title available?)
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• Stochastic optimization for the detection of changes in maternal heart rate kinetics during pregnancy
• Stochastic optimization: Algorithms and applications. Conference, Univ. of Florida, Tallahassee, FL, USA, February 20--22, 2000
• Constrained optimization for addressing spatial heterogeneity in principal component analysis: an application to composite indicators
• Function minimization and nonlinear least squares in R
• Improving genetic algorithm with fine-tuned crossover and scaled architecture
• Bayesian kernel projections for classification of high dimensional data
• Stochastic optimization for the calculation of the time dependency of the physiological demand during exercise and recovery
• A novel hybrid RBF neural networks model as a forecaster
• Technological modelling for graphical models: an approach based on genetic algorithms

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