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Parallel sequential Monte Carlo for stochastic gradient-free nonconvex optimization |
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| Authors: | Akyildiz Ömer Deniz Crisan Dan Míguez Joaquín |
| Institution: | 1.The Alan Turing Institute, London, UK ;2.University of Warwick, Coventry, UK ;3.Imperial College London, London, England ;4.Instituto de Investigación Sanitaria Gregorio Mara?ón, Madrid, Spain ;5.Instituto de Investigación Sanitaria Gregorio Mara?ón, Universidad Carlos III de Madrid, Leganes, Madrid, Spain ; |
| Abstract: | Statistics and Computing - We introduce and analyze a parallel sequential Monte Carlo methodology for the numerical solution of optimization problems that involve the minimization of a cost... |
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