Results 31 to 40 of about 114,557 (285)
Archives of Control Sciences, 2014 This paper presents an automatic tuning of multivariable Fractional-Order Proportional, Integral and Derivative controller (FO-PID) parameters using Covariance Matrix Adaptation Evolution Strategy (CMAES) algorithm.
Sivananaithaperumal Sudalaiandi +1 more
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Robust Covariance Adaptation in Adaptive Importance Sampling
, 2018 Importance sampling (IS) is a Monte Carlo methodology that allows for approximation of a target distribution using weighted samples generated from another proposal distribution.
Bugallo, Monica F. +2 more
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A bayesian approach to adaptive detection in nonhomogeneous environments [PDF]
, 2008 We consider the adaptive detection of a signal of interest embedded in colored noise, when the environment is nonhomogeneous, i.e., when the training samples used for adaptation do not share the same covariance matrix as the vector under test. A Bayesian
Besson, Olivier +2 more
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Adaptive multivariate dispersion control chart with application to bimetal thermostat data
Scientific Reports, 2023 Adaptive EWMA (AEWMA) control charts have gained remarkable recognition by monitoring productions over a wide range of shifts. The adaptation of computational statistic as per system shift is the main aspect behind the proficiency of these charts.
Muhammad Noor-ul-Amin +5 more
doaj +1 more source
APPLICATION OF RESTART COVARIANCE MATRIX ADAPTATION EVOLUTION STRATEGY (RCMA-ES) TO GENERATION EXPANSION PLANNING PROBLEM [PDF]
ICTACT Journal on Soft Computing, 2012 This paper describes the application of an evolutionary algorithm, Restart Covariance Matrix Adaptation Evolution Strategy (RCMA-ES) to the Generation Expansion Planning (GEP) problem.
K. Karthikeyan +3 more
doaj
Black-Box Optimization Using Geodesics in Statistical Manifolds
Entropy, 2015 Information geometric optimization (IGO) is a general framework for stochastic optimization problems aiming at limiting the influence of arbitrary parametrization choices: the initial problem is transformed into the optimization of a smooth function on a
Jérémy Bensadon
doaj +1 more source
On the Effect of Mirroring in the IPOP Active CMA-ES on the Noiseless BBOB Testbed [PDF]
, 2012 International audienceMirrored mutations and active covariance matrix adaptation are two recent ideas to improve the well-known covariance matrix adaptation evolution strategy (CMA-ES)---a state-of-the-art algorithm for numerical optimization.
Auger, Anne +2 more
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IEEE AccessAccurate target tracking is essential for the effectiveness of air surveillance, air-traffic monitoring, and defense-support systems. This paper presents a comparative study of several dynamic motion models applied to Kalman-based filters for aerial ...
Arthur Medeiros Macedo +1 more
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Enabling scalable stochastic gradient-based inference for Gaussian processes by employing the Unbiased LInear System SolvEr (ULISSE) [PDF]
, 2015 In applications of Gaussian processes where quantification of uncertainty is of primary interest, it is necessary to accurately characterize the posterior distribution over covariance parameters.
Engler, Raphael, Filippone, Maurizio
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Adaptive covariance matrix estimation through block thresholding
The Annals of Statistics, 2012 Estimation of large covariance matrices has drawn considerable recent attention, and the theoretical focus so far has mainly been on developing a minimax theory over a fixed parameter space. In this paper, we consider adaptive covariance matrix estimation where the goal is to construct a single procedure which is minimax rate optimal simultaneously ...
Cai, T. Tony, Yuan, Ming
openaire +4 more sources