20/11/2019
Radu Stoica (IECL)
Shadow Simulated Annealing algorithm: a new tool for global optimization and statistical inference

Radu Stoica (professor at the Université de Lorraine, Institut Elie Cartan de Lorraine) will give a seminar on November 20th from 2pm to 4pm in the 4th floor's meeting room of the 1st cycle of Faculté des Sciences et Technologies, Nancy.

 

Title:  Shadow Simulated Annealing algorithm: a new tool for global optimization and statistical inference.

Abstract: This talk presents a new global optimisation method that applies to a family of criteria that are not entirely known. This family includes the criteria obtained from the class of posteriors that have normalising constants that are analytically not tractable. The procedure applies to posterior probability densities that are continuously differentiable with respect to their parameters. The proposed approach avoids the re-sampling needed for the classical Monte Carlo maximum likelihood inference, while providing the missing convergence properties of the ABC based methods.