1 citations · 2 across the 2 of their papers we have counts for
3 papers
math.OC2023★ 1 cited
Iteration Complexity and Finite-Time Efficiency of Adaptive Sampling Trust-Region Methods for Stochastic Derivative-Free Optimization
Yunsoo Ha, Sara Shashaani
Adaptive sampling with interpolation-based trust regions or ASTRO-DF is a successful algorithm for stochastic derivative-free optimization with an easy-to-understand-and-implement…
stat.ME2022★ 1 cited
Robust Output Analysis with Monte-Carlo Methodology
Kimia Vahdat, Sara Shashaani
In predictive modeling with simulation or machine learning, it is critical to accurately assess the quality of estimated values through output analysis. In recent decades output an…
math.OC2016
ASTRO-DF: A Class of Adaptive Sampling Trust-Region Algorithms for Derivative-Free Stochastic Optimization
Sara Shashaani, Fatemeh Hashemi, Raghu Pasupathy
We consider unconstrained optimization problems where only "stochastic" estimates of the objective function are observable as replicates from a Monte Carlo oracle. The Monte Carlo…