Differential Evolution Markov Chain with snooker updater and fewer chains.
Cajo J. F. ter BraakJasper A. VrugtPublished in: Stat. Comput. (2008)
Keyphrases
- differential evolution
- markov chain
- evolutionary algorithm
- steady state
- optimization algorithm
- differential evolution algorithm
- particle swarm optimization
- transition probabilities
- markov model
- mutation operator
- genetic algorithm
- monte carlo
- state space
- stationary distribution
- random walk
- monte carlo method
- particle swarm optimization pso
- crossover operator
- transition matrix
- numerical optimization problems
- monte carlo simulation
- solving global optimization problems
- multi objective
- machine learning
- artificial neural networks
- neural network