• SABoost

  • Referenced in 6 articles [sw36832]
  • stochastic approximation view of boosting. The boosting as a stochastic approximation algorithm is considered. This ... investigation. Following the results of stochastic approximation theory a stochastic approximation boosting algorithm, SABoost...
  • CCLS

  • Referenced in 20 articles [sw36049]
  • large, which calls for efficient approximate methods, mainly stochastic local search (SLS) ones. However...
  • PySP

  • Referenced in 21 articles [sw04921]
  • standard deterministic solver. For more complex stochastic programs, we provide an implementation of Rockafellar ... effective heuristic for obtaining approximate solutions to multi-stage stochastic programs. By leveraging the combination...
  • MLMSRBF

  • Referenced in 43 articles [sw07571]
  • proposed Stochastic Response Surface (SRS) Method iteratively utilizes a response surface model to approximate...
  • gk

  • Referenced in 5 articles [sw20526]
  • distributed data, including the finite difference stochastic approximation method, which has not been used before...
  • epiABC

  • Referenced in 10 articles [sw23334]
  • introduction to Bayesian inference for stochastic epidemic models using approximate Bayesian computation. Likelihood-based inference ... incomplete. In this paper we review recent Approximate Bayesian Computation (ABC) methods for the analysis ... such data by fitting to them stochastic epidemic models without having to calculate the likelihood...
  • saemix

  • Referenced in 2 articles [sw08851]
  • saemix: Stochastic Approximation Expectation Maximization (SAEM) algorithm. The SAEMIX package implements the Stochastic Approximation ... model (linearisation, quadrature approximation,...), using the Stochastic Approximation Expectation Maximization (SAEM) algorithm, - provides standard errors...
  • ALEA

  • Referenced in 55 articles [sw10167]
  • framework for spectral methods and low-rank approximations in uncertainty quantification. ALEA is intended ... lies on: generalised polynomial chaos (gpc) methods; stochastic Galerkin FEM; adaptive numerical methods; tensor methods...
  • Church

  • Referenced in 51 articles [sw08946]
  • also includes a novel language construct, the stochastic memoizer, which enables simple description of many ... query on any Church program, exactly and approximately, using Monte Carlo techniques...
  • Pi4U

  • Referenced in 9 articles [sw18320]
  • framework incorporates Laplace asymptotic approximations as well as stochastic algorithms, along with distributed numerical differentiation ... optimization tasks associated with the asymptotic approximations are treated via the Covariance Matrix Adaptation Evolution...
  • CMA-ES

  • Referenced in 120 articles [sw05063]
  • generated by variation, usually in a stochastic way, and then some individuals are selected ... underlying objective function similar to the approximation of the inverse Hessian matrix in the Quasi...
  • SReachTools

  • Referenced in 6 articles [sw30627]
  • likelihood that the state of a stochastic system will remain within a collection of time ... efficiently compute over- and under-approximations of the stochastic reach set. SReachTools can be used...
  • misaem

  • Referenced in 2 articles [sw32291]
  • perform model selection, using algorithm Stochastic Approximation...
  • MsdeParEst

  • Referenced in 22 articles [sw25419]
  • Effects Stochastic Differential Equations. Parametric estimation in stochastic differential equations with random effects ... drift, or in the diffusion or both. Approximate maximum likelihood methods are used. M. Delattre...
  • HSIM

  • Referenced in 2 articles [sw18272]
  • Entity-centered (multi-agents) systems. The stochastic simulation algorithm and its enhanced versions are adapted ... propose a new optimised algorithm for approximate stochastic simulation...
  • qrNLMM

  • Referenced in 2 articles [sw15130]
  • Laplace distribution (ALD). It uses the Stochastic Approximation of the EM (SAEM) algorithm for deriving...
  • abc-sde

  • Referenced in 3 articles [sw24744]
  • MATLAB toolbox for Approximate Bayesian Computation (ABC) in stochastic ... differential equation models. It performs approximate Bayesian computation for stochastic models having latent dynamics defined...
  • spFSR

  • Referenced in 1 article [sw32020]
  • Selection and Ranking by Simultaneous Perturbation Stochastic Approximation. An implementation of feature selection and ranking ... simultaneous perturbation stochastic approximation (SPSA-FSR) based on works by V. Aksakalli and M. Malekipirbazari...
  • GillespieSSA

  • Referenced in 10 articles [sw21016]
  • Gillespie’s exact stochastic simulation algorithm (Direct method) and several approximate methods (Explicit tau-leap...
  • BayesNSGP

  • Referenced in 3 articles [sw30769]
  • using covariates or basis functions) or stochastically (using approximate Gaussian processes). Stationary Gaussian processes...