Mark L. Stone
Interests: Nonlinear multivariate dynamic stochastic global optimization (everything else is a special case, an approximation, or a compromise)
Simulation Optimization, baby. Bring it on!!
Stochastic Optimizer par excellence.
Nonlinearly optimizing for a third of a century ... and quadratic convergence is about to kick in any moment now.
Top Network Posts
- 36 Do we need gradient descent to find the coefficients of a linear regression model?
- 28 Why are optimization algorithms defined in terms of other optimization problems?
- 19 Why not use the "normal equations" to find simple least squares coefficients?
- 19 Why is logistic regression called a machine learning algorithm?
- 19 For i.i.d. random varianbles $X$, $Y$, can $X-Y$ be uniform [0,1]?
- 18 Expected value vs. most probable value (mode)
- 16 How does the L-BFGS work?
- View more network posts →