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» Using Gaussian Processes to Optimize Expensive Functions
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WSC
2007
13 years 10 months ago
Non-Gaussian asset allocation in the federal thrift savings plan
Historical data suggest that returns of stocks and indices are not distributed independent and identically Normal, as is commonly assumed. Instead, returns of financial assets are...
Scott T. Nestler
PR
2007
107views more  PR 2007»
13 years 7 months ago
Newtonian clustering: An approach based on molecular dynamics and global optimization
Given a data set, a dynamical procedure is applied to the data points in order to shrink and separate, possibly overlapping clusters. Namely, Newton’s equations of motion are em...
Konstantinos Blekas, Isaac E. Lagaris
CEC
2008
IEEE
14 years 2 months ago
NichingEDA: Utilizing the diversity inside a population of EDAs for continuous optimization
— Since the Estimation of Distribution Algorithms (EDAs) have been introduced, several single model based EDAs and mixture model based EDAs have been developed. Take Gaussian mod...
Weishan Dong, Xin Yao
QRE
2008
140views more  QRE 2008»
13 years 7 months ago
Discrete mixtures of kernels for Kriging-based optimization
: Kriging-based exploration strategies often rely on a single Ordinary Kriging model which parametric covariance kernel is selected a priori or on the basis of an initial data set....
David Ginsbourger, Céline Helbert, Laurent ...
JMLR
2012
11 years 10 months ago
A Stick-Breaking Likelihood for Categorical Data Analysis with Latent Gaussian Models
The development of accurate models and efficient algorithms for the analysis of multivariate categorical data are important and longstanding problems in machine learning and compu...
Mohammad Emtiyaz Khan, Shakir Mohamed, Benjamin M....