Combining resampling and reweighting for faithful stochastic optimization

Stochastic actions for diffusive dynamics: reweighting, sampling, and minimization.

In numerical studies of diffusive dynamics, two different action functionals are often used to specify the probability distribution of trajectories, one of which requires the evaluation of the second derivative of the potential in addition to the force. Here it is argued that both actions are equivalent prescriptions for the purposes of reweighting and sampling trajectories, whereas the most pr...

A Stochastic Optimization Model for Groundwater Management

A Stochastic Optimization Model for Groundwater Management

Combining RMT-based filtering with time-stamped resampling for robust portfolio optimization

Finding the optimal weights for a set of financial assets is a difficult task. The mix of real world constrains and the uncertainty derived from the fact that process is based on estimates for parameters that likely to be inaccurate, often result in poor results. This paper suggests that a combination of a filtering mechanism based on random matrix theory with time-stamped resampled evolutionar...

Considering Stochastic and Combinatorial Optimization

Here, issues connected with characteristic stochastic practices are considered. In the first part, the plausibility of covering the arrangements of an improvement issue on subjective subgraphs is studied. The impulse for this strategy is a state where an advancement issue must be settled as often as possible for discretionary illustrations. Then, a preprocessing stage is considered that would q...