
Adam
 Referenced in 194 articles
[sw22205]
 Adam: A Method for Stochastic Optimization. We introduce Adam, an algorithm for firstorder gradient ... stochastic objective functions, based on adaptive estimates of lowerorder moments. The method is straightforward ... terms of data and/or parameters. The method is also appropriate for nonstationary objectives ... practice and compares favorably to other stochastic optimization methods. Finally, we discuss AdaMax, a variant...

DAKOTA
 Referenced in 62 articles
[sw05202]
 uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares...

CMAES
 Referenced in 100 articles
[sw05063]
 Strategy. Evolution strategies (ES) are stochastic, derivativefree methods for numerical optimization of nonlinear ... generated by variation, usually in a stochastic way, and then some individuals are selected ... covariance matrix adaptation (CMA) is a method to update the covariance matrix of this distribution...

Pegasos
 Referenced in 84 articles
[sw08752]
 contrast, previous analyses of stochastic gradient descent methods for SVMs require Ω(1/ϵ2) iterations...

ALEA
 Referenced in 37 articles
[sw10167]
 lies on: generalised polynomial chaos (gpc) methods; stochastic Galerkin FEM; adaptive numerical methods; tensor methods...

AdaGrad
 Referenced in 85 articles
[sw22202]
 gradient algorithm; Adaptive subgradient methods for online learning and stochastic optimization. We present ... family of subgradient methods that dynamically incorporate knowledge of the geometry of the data observed ... paradigm stems from recent advances in stochastic optimization and online learning which employ proximal functions ... theoretical analysis and show that adaptive subgradient methods outperform state...

Kiva2
 Referenced in 62 articles
[sw08987]
 chemical reactions are allowed. A stochastic particle method is used to calculate evaporating liquid sprays...

SROCK
 Referenced in 35 articles
[sw11792]
 ROCK: Chebyshev methods for stiff stochastic differential equations. We present and analyze a new class ... solution of stiff stochastic differential equations (SDEs). These methods, called SROCK (for stochastic orthogonal ... than the standard explicit methods proposed so far for stochastic problems and give significant speed...

MCQueue
 Referenced in 136 articles
[sw05198]
 methods discussed in the book H.C. Tijms, A First Course in Stochastic Models, Wiley...

MLMSRBF
 Referenced in 31 articles
[sw07571]
 stochastic radial basis function method for the global optimization of expensive functions We introduce ... derivatives are unavailable. The proposed Stochastic Response Surface (SRS) Method iteratively utilizes a response surface...

SQG
 Referenced in 19 articles
[sw00907]
 implementation of a complementary set of methods called stochastic quasigradient methods (SQG). These methods ... application area of such methods consists of multiperiod dynamic stochastic models with parametrized decision rules...

gss
 Referenced in 252 articles
[sw06099]
 spline ANOVA models Nonparametric function estimation with stochastic data, otherwise known as smoothing, has been ... ample desktop and laptop computing power, smoothing methods are now finding their ways into everyday...

SSS
 Referenced in 29 articles
[sw07794]
 Shotgun stochastic search for “Large p” regression Model search in regression with very large numbers ... MCMC) methods are often infeasible or ineffective. We describe a novel shotgun stochastic search ... cancer genomics, comparisons with MCMC and other methods, and theoretical and simulationbased aspects...

KIVA4
 Referenced in 23 articles
[sw02561]
 chemical reactions are allowed. A stochastic particle method is used to calculate evaporating liquid sprays...

mirt
 Referenced in 22 articles
[sw13479]
 estimated with quadrature (EM) or stochastic (MHRM) methods. Confirmatory bifactor and twotier analyses...

COSSAN
 Referenced in 9 articles
[sw16555]
 covers a fairly wide field of stochastic methods including various sampling techniques, random fields, fatigue ... considering uncertainties and consequently perform stochastic analyses using methods based on Monte Carlo procedures...

Benchmarking
 Referenced in 18 articles
[sw14630]
 There is also support comparative methods based on Stochastic Frontier Analyses (SFA). In general...

PEPA
 Referenced in 113 articles
[sw10692]
 analysers which use Markov chain or ODE methods or simulation. Performance results are displayed graphically ... model checking properties in the Continuous Stochastic Logic (CSL). Download the PEPA Eclipse Plug...

SPNP
 Referenced in 48 articles
[sw07933]
 versatile modeling tool for solution of Stochastic Petri Net (SPN) models. The SPN models ... well as the parameters of the solution method chosen to solve the model...

na12
 Referenced in 27 articles
[sw11490]
 provides a numerically stable, quadratically convergent method for solving the matrix equation ... column stochastic. In this paper we propose a further improvement of the above method, based...