Global optimization of statistical functions with simulated annealing.
Many statistical methods rely on numerical optimization to estimate a model's parameters. Unfortunately, conventional algorithms sometimes fail. Even when they do converge, there is no assurance that they have found the global, rather than a local, optimum. We test a new optimization algorithm, s...
| Publicado en: | Journal of Econometrics Vol. 60; pp. 65 - 100 |
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| Autores principales: | , , |
| Formato: | Artículo |
| Publicado: |
Elsevier Science
January/February 1994
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| Materias: | |
| Acceso en línea: | Ver este registro en EBSCOhost |