2 papers
stat.ME2014
A global optimization paradigm based on change of measures
Saikat Sarkar, Debasish Roy
A global optimization framework, acronymed COMBEO (Change OfMeasure Based Evolutionary Optimization), is proposed. An important aspect in the development is a set of derivative-fre…
stat.ME2014
Evolutionary global optimization posed as a randomly perturbed martingale problem and applied to parameter recovery of chaotic oscillators
Saikat Sarkar, Debasish Roy, Ram Mohan Vasu
A new global stochastic search, guided mainly through derivative-free directional information computable from the sample statistical moments of the design variables within a Monte…