• Adam

  • Referenced in 737 articles [sw22205]
  • Adam: A Method for Stochastic Optimization. We introduce Adam, an algorithm for first-order gradient ... based optimization of stochastic objective functions, based on adaptive estimates of lower-order moments ... practice and compares favorably to other stochastic optimization methods. Finally, we discuss AdaMax, a variant...
  • LINDO

  • Referenced in 552 articles [sw04448]
  • Software: Integer Programming, Linear Programming, Nonlinear Programming, Stochastic Programming, Global Optimization LINDO Application Programming Interface...
  • XPPAUT

  • Referenced in 453 articles [sw05543]
  • other useful routines. Differential equations, maps, stochastic systems, delay equations, integral equations, and other systems...
  • LINGO

  • Referenced in 319 articles [sw04942]
  • nonconvex/Global), Quadratic, Quadratically Constrained, Second Order Cone, Stochastic, and Integer optimization models faster, easier...
  • gss

  • Referenced in 293 articles [sw06099]
  • spline ANOVA models Nonparametric function estimation with stochastic data, otherwise known as smoothing, has been...
  • AdaGrad

  • Referenced in 157 articles [sw22202]
  • Adaptive subgradient methods for online learning and stochastic optimization. We present a new family ... paradigm stems from recent advances in stochastic optimization and online learning which employ proximal functions...
  • SUTIL

  • Referenced in 146 articles [sw12322]
  • SUTIL -- A Stochastic Programming Utility Library. SUTIL is a C and C++ library to help ... users build and manipulate stochastic programs...
  • MSLiP

  • Referenced in 110 articles [sw01410]
  • MSLiP: A computer code for the multistage stochastic linear programming problem. This paper describes ... nested decomposition algorithm for the multistage stochastic linear programming problem. Many of the computational tricks ... deterministic staircase problems are adapted to the stochastic setting and their effect on computation times...
  • CMA-ES

  • Referenced in 120 articles [sw05063]
  • Adaptation Evolution Strategy. Evolution strategies (ES) are stochastic, derivative-free methods for numerical optimization ... generated by variation, usually in a stochastic way, and then some individuals are selected...
  • t-SNE

  • Referenced in 159 articles [sw22300]
  • technique is a variation of Stochastic Neighbor Embedding (Hinton and Roweis, 2002) that is much...
  • MCQueue

  • Referenced in 147 articles [sw05198]
  • book H.C. Tijms, A First Course in Stochastic Models, Wiley...
  • Pegasos

  • Referenced in 103 articles [sw08752]
  • describe and analyze a simple and effective stochastic sub-gradient descent algorithm for solving ... training example. In contrast, previous analyses of stochastic gradient descent methods for SVMs require...
  • PEPA

  • Referenced in 117 articles [sw10692]
  • model checking properties in the Continuous Stochastic Logic (CSL). Download the PEPA Eclipse Plug...
  • STABLE

  • Referenced in 110 articles [sw04843]
  • distribution functions”, J. P. Nolan, Commun. Statist.-Stochastic Models, 13(4), 759-774 (1997). Also...
  • bvarsv

  • Referenced in 105 articles [sw11023]
  • Analysis of a Vector Autoregressive Model with Stochastic Volatility and Time-Varying Parameters. R/C++ implementation...
  • HOGWILD

  • Referenced in 65 articles [sw28396]
  • HOGWILD!: A Lock-Free Approach to Parallelizing Stochastic Gradient Descent. Stochastic Gradient Descent...
  • DifferentialEquations.jl

  • Referenced in 55 articles [sw23910]
  • covers discrete equations (function maps, discrete stochastic (Gillespie/Markov) simulations), ordinary differential equations, stochastic differential equations ... equations, hybrid differential equations, jump diffusions, and (stochastic) partial differential equations. Through extensive...
  • HdBCS

  • Referenced in 81 articles [sw29884]
  • code software implementing a an efficient stochastic search algorithm for for exploring spaces of Gaussian...
  • GreatSPN

  • Referenced in 57 articles [sw00384]
  • performance evaluation of distributed systems using Generalized Stochastic Petri Nets and their colored extension: Stochastic...
  • sde

  • Referenced in 57 articles [sw23230]
  • package sde: Simulation and Inference for Stochastic Differential Equations. Companion package to the book Simulation ... Inference for Stochastic Differential Equations With R Examples, ISBN 978-0-387-75838-1, Springer...