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An Optimization Problem Related to Bloom Filters with Bit Patterns
2017Bloom filters are hash-based data structures for membership queries without false negatives widely used across many application domains. They also have become a central data structure in bioinformatics. In genomics applications and DNA sequencing the number of items and number of queries are frequently measured in the hundreds of billions. Consequently,
Peter Damaschke, Alexander Schliep
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Problems in Optimal Filtering and Stochastic Control.
1981Abstract : In this research we continue our investigations of approximation techniques for a wide class of discrete and continuous time stochastic control problems. Emphasis is placed on the development and theoretical justification of techniques which yield computationally tractable algorithms that answer the following: (1) approximations to the ...
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On Stochastic Lyapunov Functon Method in Optimal Linear Filtering Problem
IFAC Proceedings Volumes, 1992Abstract The stable filters (SF) designed by inversion of direct Lyapunov function (LF) method are proposed. Some properties of SF are studied. The stability of SF can be easily established by using the equation constructed for given stochastic LF. The existence and uniqueness conditions of design problem are investigated.
H.S. Hoang, O. Talagrand
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Application of particle filter algorithm in nonlinear constraint optimization problems
2012 8th International Conference on Natural Computation, 2012To overcome the shortcomings of low solution precision of the nonlinear constraint optimization problems, a new optimization algorithm based on the particle filter, which is used to solve nonlinear constraint optimization problems, is brought forward in this paper.
Xinjie Wu, Guoxing Huang
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A Filter-Genetic Algorithm for Constrained Optimization Problems
2014A filter-genetic method for constrained optimization problems is presented. It uses the filter technique instead of a fitness function to determine the merits of individuals. The method not only ensures the optimization of the offspring, but also avoids selecting the penalty parameter of a penalty function, which often leads to computational ...
Junjie Tang, Wei Wang
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A Filter Active-Set Algorithm for Ball/Sphere Constrained Optimization Problem
SIAM Journal on Optimization, 2016Summary: In this paper, we propose a filter active-set algorithm for the minimization problem over a product of multiple ball/sphere constraints. By making effective use of the special structure of the ball/sphere constraints, a new limited memory BFGS (L-BFGS) scheme is presented.
Chungen Shen +2 more
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Solving Portfolio Optimization Problems with Particle Filter
2022Zeming Yang +4 more
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Optimal Filtering Problems for Time-Delay Systems
2008Let (Ω,F,P) be a complete probability space with an increasing right-continuous family of σ-algebras F t ,t ≥ 0, and let (W1(t),F t ,t ≥ 0) and (W2(t),F t ,t ≥ 0) be independent Wiener processes. The partially observed F t -measurable random process (x(t),y(t)) is described by an ordinary differential equation for the dynamic system state $$ dx(t) =
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The General Filtering Problem and the Stochastic Equation of the Optimal Filter (Part I)
1980Before discussing the filtering problem, we prove a number of results in preparation for the martingale approach to the stochastic differential equation of the optimal filter which will be derived in the later sections of this chapter. Let us recall that (Ω,A,P) is a complete probability space and (ℱ t ) (t ∈ R + ) is an increasing family of sub σ ...
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Adaptive optimal nonlinear filtering and some related problems. II
2002zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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