Essays about: "Line-Search Algorithm"

Found 4 essays containing the words Line-Search Algorithm.

  1. 1. Parameter Update Schemes for Hidden Markov Models applied to Financial Returns

    University essay from Lunds universitet/Matematisk statistik

    Author : Sigfrid Forsberg; [2022]
    Keywords : Markov Chain; Finance; Hidden Markov Model; Generalized Autoregressive Score Model; S P-500; Nikkei; Adaptive Model; Volatility; Regime-switching Model; Line-Search Algorithm; Predictor-Corrector; Quasi-Newton; Mathematics and Statistics;

    Abstract : This thesis was dedicated to investigating the use of different parameter update schemes for Hidden Markov models with time-varying parameters, with an emphasis on developing alternatives to the quasi-Newton step. The focus was on applications to financial returns, using data from the S\&P-500 and the Nikkei index, and for comparison, a trial using synthetic data was also performed. READ MORE

  3. 2. Motion planning for coverage with vision-inspired sensors

    University essay from KTH/Skolan för elektro- och systemteknik (EES)

    Author : Giorgio Corrà; [2016]
    Keywords : ;

    Abstract : In this work, we address the problem of deploying a team of mobile sensing agents for monitoring a 3-D structure. A function for measuring the quality of the vision is defined and we use a line search method for optimizing the pose of single sensors. READ MORE

  4. 3. Inversion of 2D Magnetotelluric and Radiomagnetotelluric data with Non-Linear Conjugate Gradient techniques

    University essay from Uppsala universitet/Geofysik

    Author : Dominik Zbinden; [2015]
    Keywords : Numerical solutions; inverse theory; non-linear conjugate gradients; preconditioning; electromagnetic theory; magnetotellurics;

    Abstract : I implemented and tested the method of Non-Linear Conjugate Gradients (NLCG) to invert magnetotelluric (MT) and radiomagnetotelluric (RMT) data in two dimensions. The forward problem and the objective function gradients were computed using finite-difference methods. READ MORE

  5. 4. Improving SIR : A Semi-Implicit Root Solver with Particular Applications to Global Solution of PDEs

    University essay from Institutionen för informationsteknologi

    Author : Cristian Håkansson; [2009]
    Keywords : ;

    Abstract : The computational core of the Generalized Weighted Residual Method (GWRM) is the Semi-implicit Root Solver (SIR), originally written in Maple. In this paper, we improve the performance of the SIR algorithm. This improvedversion is then implemented in MATLAB. READ MORE