Annealing evolutionary stochastic approximation Monte Carlo for global optimization.
Faming LiangPublished in: Stat. Comput. (2011)
Keyphrases
- monte carlo
- global optimization
- stochastic approximation
- multi start
- monte carlo simulation
- markov chain
- particle swarm optimization
- genetic algorithm
- monte carlo tree search
- simulated annealing
- particle filter
- pso algorithm
- deterministic annealing
- temporal difference learning
- temporal difference
- convergence speed
- objective function