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Statistical estimation in global random search algorithms in case of large dimensions

Pepelyshev, Andrey, Kornikov, Vladimir and Zhigljavsky, Anatoly 2017. Statistical estimation in global random search algorithms in case of large dimensions. Lecture Notes in Computer Science 10556 , pp. 364-369. 10.1007/978-3-319-69404-7_32

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Abstract

We study asymptotic properties of optimal statistical esti- mators in global random search algorithms when the dimension of the feasible domain is large. The results obtained can be helpful in deciding what sample size is required for achieving a given accuracy of estimation.

Item Type: Article
Date Type: Publication
Status: Published
Schools: Mathematics
Uncontrolled Keywords: Global optimization, extreme value, random search, esti- mation of end-point
Publisher: Springer Verlag
ISSN: 0302-9743
Date of First Compliant Deposit: 30 May 2017
Date of Acceptance: 26 February 2017
Last Modified: 30 Jun 2019 05:57
URI: http://orca.cf.ac.uk/id/eprint/100843

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