An adaptively weighted stochastic gradient MCMC algorithm for Monte Carlo simulation and global optimization.
Wei DengGuang LinFaming LiangPublished in: Stat. Comput. (2022)
Keyphrases
- global optimization
- stochastic gradient
- monte carlo simulation
- monte carlo
- global solution
- cost function
- markov chain
- dynamic programming
- constrained global optimization
- worst case
- particle swarm optimization
- objective function
- search space
- expectation maximization
- optimization algorithm
- simulated annealing
- k means
- lower bound