Parallel sequential Monte Carlo for stochastic gradient-free nonconvex optimization
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Publication:2209727
DOI10.1007/s11222-020-09964-4zbMath1452.62025arXiv1811.09469OpenAlexW3045675320MaRDI QIDQ2209727
Joaquín Míguez, Ömer Deniz Akyildiz, Dan Crisan
Publication date: 4 November 2020
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1811.09469
samplingstochastic optimizationnonconvex optimizationsequential Monte Carlogradient-free optimization
Computational methods for problems pertaining to statistics (62-08) Monte Carlo methods (65C05) Nonconvex programming, global optimization (90C26) Parallel numerical computation (65Y05)
Uses Software
Cites Work
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