• Adam

  • Referenced in 194 articles [sw22205]
  • Adam: A Method for Stochastic Optimization. We introduce Adam, an algorithm for first-order gradient ... stochastic objective functions, based on adaptive estimates of lower-order moments. The method is straightforward ... terms of data and/or parameters. The method is also appropriate for non-stationary 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...
  • CMA-ES

  • Referenced in 100 articles [sw05063]
  • Strategy. Evolution strategies (ES) are stochastic, derivative-free methods for numerical optimization of non-linear ... 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...
  • Kiva-2

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

  • 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 S-ROCK (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 quasi-gradient 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 simulation-based aspects...
  • KIVA-4

  • 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 bi-factor and two-tier 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...