Posterior exploration based sequential Monte Carlo for global optimization

DOI10.1007/S10898-017-0543-8zbMath1385.90021arXiv1509.08870OpenAlexW2964167589WikidataQ59221187 ScholiaQ59221187MaRDI QIDQ1685582

Bin Liu

Publication date: 14 December 2017

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.08870

zbMATH Keywords

global optimizationsequential Monte Carlomixture modelexpectation-maximizationStudent's \(t\) distributionadaptive annealing scheduleparticle filter optimization

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Nonconvex programming, global optimization (90C26)

Cites Work

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