Title | Some global optimization algorithms in statistics |
Creator | |
Date Issued | 1997 |
Conference Name | The Second International Symposium on Operations Research with Applications in Engineering, Technology, and Management |
Source Publication | Lecture Notes in Operations Research: Operations research and its applications : second international symposium, ISORA'96 Guilin, P.R. China, December 11-14, 1996, proceedings
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Editor | Ding-Zhu Du, Xiang-Sun Zhang, Kan Cheng |
ISBN | 7506220237 |
Pages | 14-24 |
Conference Date | December 11-14, 1996 |
Conference Place | Guilin, China |
Publication Place | Beijing |
Publisher | World Publishing Corporation |
Abstract | There are many problems in statistics that need some powerful global optimization methods. This paper reviews two efficient methods: SNTO (sequential number-theoretic methods for optimization) and TA (the threshold accepting algorithm). A discussion is given of the applications of these methods to various statistics problems: maximum likelihood estimation, regression analysis, model selection, experimental design, projection pursuit, etc. |
Keyword | experimental design nonlinear regression model projection pursuit simulated annealing threshold accepting global optimization number-theoretic methods |
Language | 英语English |
Citation statistics | |
Document Type | Conference paper |
Identifier | http://repository.uic.edu.cn/handle/39GCC9TT/5667 |
Collection | Research outside affiliated institution |
Affiliation | 1.Department of mathematics, Hong Kong Baptist University 2.Institute of applied mathematics, Chinese Academy of Sciences 3.Fakultat fur Wirtschaftswissenschaften and Statistik, Universitat Konstanz |
Recommended Citation GB/T 7714 | Fang, Kaitai,Hickernell, Fred J.,Winker, Peter. Some global optimization algorithms in statistics[C]//Ding-Zhu Du, Xiang-Sun Zhang, Kan Cheng. Beijing: World Publishing Corporation, 1997: 14-24. |
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