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In this paper, we propose a stratified sampling algorithm in which the random drawings made in the strata to compute the expectation of interest are also used to adaptively modify the proportion of further drawings in each stratum. These…

Methodology · Statistics 2007-12-04 Pierre Etore , Benjamin Jourdain

Under the condition of Karush-Kuhn-Tucker, the Pareto Set (PS) in the decision area of an m-objective optimization problem is a piecewise continuous (m-1)-D manifold. For illustrate the degree of convergence of the population, we employed…

Neural and Evolutionary Computing · Computer Science 2019-11-27 Abel Sa J. R Malano , Guanjun Du , Guoxiang Tong , Naixue Xiong

A balanced sampling design should always be the adopted strategies if auxiliary information is available. Besides, integrating a stratified structure of the population in the sampling process can considerably reduce the variance of the…

Methodology · Statistics 2022-06-03 Raphaël Jauslin , Esther Eustache , Yves Tillé

Estimation of distribution algorithms (EDAs) constitute a new branch of evolutionary optimization algorithms, providing effective and efficient optimization performance in a variety of research areas. Recent studies have proposed new EDAs…

Neural and Evolutionary Computing · Computer Science 2024-07-29 Dae-Won Kim , Song Ko , Bo-Yeong Kang

The progressive hedging algorithm (PHA) is a cornerstone among algorithms for large-scale stochastic programming problems. However, its traditional implementation is hindered by some limitations, including the requirement to solve all…

Optimization and Control · Mathematics 2025-03-13 Di Zhang , Yihang Zhang , Suvrajeet Sen

This paper investigates the use of stratified sampling as a variance reduction technique for approximating integrals over large dimensional spaces. The accuracy of this method critically depends on the choice of the space partition, the…

Probability · Mathematics 2009-09-15 Pierre Etoré , Gersende Fort , Benjamin Jourdain , Eric Moulines

A hybrid evolutionary algorithm with importance sampling method is proposed for multi-dimensional optimization problems in this paper. In order to make use of the information provided in the search process, a set of visited solutions is…

Neural and Evolutionary Computing · Computer Science 2013-08-26 Guanghui Huang , Zhifeng Pan

Large-scale, parallel clusters composed of commodity processors are increasingly available, enabling the use of vast processing capabilities and distributed RAM to solve hard search problems. We investigate Hash-Distributed A* (HDA*), a…

Artificial Intelligence · Computer Science 2015-03-20 Akihiro Kishimoto , Alex Fukunaga , Adi Botea

The performance of multi-objective evolutionary algorithms deteriorates appreciably in solving many-objective optimization problems which encompass more than three objectives. One of the known rationales is the loss of selection pressure…

Neural and Evolutionary Computing · Computer Science 2018-02-27 Yanan Sun , Gary G. Yen , Zhang Yi

Optimally selecting a subset of targets from a larger catalog is a common problem in astronomy and cosmology. A specific example is the selection of targets from an imaging survey for multi-object spectrographic follow-up. We present a new…

Astrophysics · Physics 2009-11-11 E. C. Elson , B. A. Bassett , K. van der Heyden , Z. Z. Vilakazi

The majority of research on estimation-of-distribution algorithms (EDAs) concentrates on pseudo-Boolean optimization and permutation problems, leaving the domain of EDAs for problems in which the decision variables can take more than two…

Neural and Evolutionary Computing · Computer Science 2024-05-21 Firas Ben Jedidia , Benjamin Doerr , Martin S. Krejca

Estimation of distribution algorithms (EDAs) provide a distribution - based approach for optimization which adapts its probability distribution during the run of the algorithm. We contribute to the theoretical understanding of EDAs and…

Neural and Evolutionary Computing · Computer Science 2022-11-28 Tobias Friedrich , Timo Kötzing , Frank Neumann , Aishwarya Radhakrishnan

Data assimilation (DA) combines model forecasts and observations to estimate the optimal state of the atmosphere with its uncertainty, providing initial conditions for weather prediction and reanalyses for climate research. Yet, existing…

Machine Learning · Computer Science 2026-03-05 Hang Fan , Juan Nathaniel , Yi Xiao , Ce Bian , Fenghua Ling , Ben Fei , Lei Bai , Pierre Gentine

The population-based optimization algorithms have provided promising results in feature selection problems. However, the main challenges are high time complexity. Moreover, the interaction between features is another big challenge in FS…

Neural and Evolutionary Computing · Computer Science 2021-10-26 Motahare Namakin , Modjtaba Rouhani , Mostafa Sabzekar

Recent works have proposed optimal subsampling algorithms to improve computational efficiency in large datasets and to design validation studies in the presence of measurement error. Existing approaches generally fall into two categories:…

Methodology · Statistics 2025-12-25 Jasper B. Yang , Thomas Lumley , Bryan E. Shepherd , Pamela A. Shaw

Estimation of distribution algorithms (EDA) are stochastic optimization algorithms. EDA establishes a probability model to describe the distribution of solution from the perspective of population macroscopically by statistical learning…

Neural and Evolutionary Computing · Computer Science 2020-03-19 Zhenyu Liang , Yunfan Li , Zhongwei Wan

Two-stage stochastic optimization is a framework for modeling uncertainty, where we have a probability distribution over possible realizations of the data, called scenarios, and decisions are taken in two stages: we make first-stage…

Data Structures and Algorithms · Computer Science 2023-10-25 Andre Linhares , Chaitanya Swamy

Distributed optimization, where the computations are performed in a localized and coordinated manner using multiple agents, is a promising approach for solving large-scale optimization problems, e.g., those arising in model predictive…

Systems and Control · Electrical Eng. & Systems 2020-04-07 Wentao Tang , Prodromos Daoutidis

Estimating heritability remains a significant challenge in statistical genetics. Diverse approaches have emerged over the years that are broadly categorized as either random effects or fixed effects heritability methods. In this work, we…

Methodology · Statistics 2024-06-18 Yanke Song , Xihong Lin , Pragya Sur

In this paper, we analyze and study a hybrid model for testing and learning probability distributions. Here, in addition to samples, the testing algorithm is provided with one of two different types of oracles to the unknown distribution…

Data Structures and Algorithms · Computer Science 2014-02-18 Clément Canonne , Ronitt Rubinfeld