Lanzhou University of Technology Institutional Repository (LUT_IR)
Estimation of distribution algorithm based on sequential importance sampling particle filters and Cholesky decomposition | |
Zhang, Jianhua1,2,3; Zeng, Jianchao2 | |
2010-11-01 | |
发表期刊 | Jisuanji Yanjiu yu Fazhan/Computer Research and Development
![]() |
ISSN | 10001239 |
卷号 | 47期号:11页码:1978-1985 |
摘要 | Estimation of distribution algorithm is a new intelligent stochastic optimization algorithm. It is more effectively to solve the non-linear, variable coupling optimization problem. Estimation of distribution algorithm in continuous domains is generally based on the assumptions that variables subject to Gauss distribution and the probability model is single-peaked one, which is not capable of describing the solutions distribution effectively for complex optimization problems. Aiming to overcome such drawbacks, an estimation of distribution algorithm depending upon sequential importance sampling particle filters is presented. In this algorithm, the variables are not required to subject to Gauss distribution. Instead, the distribution of samples is represented by weighted particles through the particle filter iteration on selection set of population. The probability model of this algorithm is multi-peaked and the relations among each dimension are handled using the covariance matrix. In sampling, the covariance matrix is shrunken for each particle and the shrunken covariance matrix is decomposed using Cholesky decomposition, and a method of handling the situation that the covariance matrix is zero matrix is presented. The next generation of population is produced from the decomposition result. Finally, the experimental results of several benchmark functions for complex optimization problems indicate the validity of the algorithm. |
关键词 | Covariance matrix Distributed computer systems Genetic algorithms Iterative methods Monte Carlo methods Probability distributions Cholesky decomposition Estimation of distribution algorithms Particle filter Probability modeling Sequential importance sampling |
收录类别 | EI |
语种 | 中文 |
出版者 | Science Press |
EI入藏号 | 20105113512596 |
EI主题词 | Importance sampling |
EI分类号 | 921 Mathematics - 921.6 Numerical Methods - 922 Statistical Methods |
来源库 | Compendex |
分类代码 | 722.4 Digital Computers and Systems - 921 Mathematics - 921.6 Numerical Methods - 922 Statistical Methods |
文献类型 | 期刊论文 |
条目标识符 | https://ir.lut.edu.cn/handle/2XXMBERH/111993 |
专题 | 兰州理工大学 |
作者单位 | 1.College of Electrical and Information Engineering, Lanzhou University of Technology, Lanzhou 730050, China; 2.Complex System and Computational Intelligence Laboratory, Taiyuan University of Science and Technology, Taiyuan 030024, China; 3.School of Electronics and Computer Science and Technology, North University of China, Taiyuan 030051, China |
第一作者单位 | 兰州理工大学 |
第一作者的第一单位 | 兰州理工大学 |
推荐引用方式 GB/T 7714 | Zhang, Jianhua,Zeng, Jianchao. Estimation of distribution algorithm based on sequential importance sampling particle filters and Cholesky decomposition[J]. Jisuanji Yanjiu yu Fazhan/Computer Research and Development,2010,47(11):1978-1985. |
APA | Zhang, Jianhua,&Zeng, Jianchao.(2010).Estimation of distribution algorithm based on sequential importance sampling particle filters and Cholesky decomposition.Jisuanji Yanjiu yu Fazhan/Computer Research and Development,47(11),1978-1985. |
MLA | Zhang, Jianhua,et al."Estimation of distribution algorithm based on sequential importance sampling particle filters and Cholesky decomposition".Jisuanji Yanjiu yu Fazhan/Computer Research and Development 47.11(2010):1978-1985. |
条目包含的文件 | 条目无相关文件。 |
个性服务 |
查看访问统计 |
谷歌学术 |
谷歌学术中相似的文章 |
[Zhang, Jianhua]的文章 |
[Zeng, Jianchao]的文章 |
百度学术 |
百度学术中相似的文章 |
[Zhang, Jianhua]的文章 |
[Zeng, Jianchao]的文章 |
必应学术 |
必应学术中相似的文章 |
[Zhang, Jianhua]的文章 |
[Zeng, Jianchao]的文章 |
相关权益政策 |
暂无数据 |
收藏/分享 |
除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。
修改评论