Essays about: "Nelder-Mead search algorithm"

Found 3 essays containing the words Nelder-Mead search algorithm.

  1. 1. A Comparative Study of Black-box Optimization Algorithms for Tuning of Hyper-parameters in Deep Neural Networks

    University essay from Luleå tekniska universitet/Institutionen för teknikvetenskap och matematik

    Author : Skogby Steinholtz Olof; [2018]
    Keywords : ;

    Abstract : Deep neural networks (DNNs) have successfully been applied across various data intensive applications ranging from computer vision, language modeling, bioinformatics and search engines. Hyper-parameters of a DNN are defined as parameters that remain fixed during model training and heavily influence the DNN performance. READ MORE

  3. 2. Performance of alternative option pricing models during spikes in the FTSE 100 volatility index : Empirical evidence from FTSE100 index options 

    University essay from Linköpings universitet/Institutionen för ekonomisk och industriell utveckling

    Author : Nicklas Rehnby; [2017]
    Keywords : option pricing; stochastic volatility; implied volatility; GARCH; risk-neutral; characteristic functions; Gauss-Laguerre quadrature; Nelder-Mead search algorithm;

    Abstract : Derivatives have a large and significant role on the financial markets today and the popularity of options has increased. This has also increased the demand of finding a suitable option pricing model, since the ground-breaking model developed by Black & Scholes (1973) have poor pricing performance. READ MORE

  4. 3. Individualization of fixed-dose combination regimens : Methodology and application to pediatric tuberculosis

    University essay from Uppsala universitet/Institutionen för farmaceutisk biovetenskap

    Author : Gunnar Yngman; [2015]
    Keywords : pharmacometrics; pharmacokinetics; PK; population pharmacokinetics; optimal design; FDC; fixed-dose combination; pediatrics; tuberculosis; rifampicin; pyrazinamide; isoniazid; ethambutol; modeling; simulation; estimation; allometric scaling; stochastical simulation and estimation; NONMEM; MATLAB; FO; FOCE; Expectation-Maximization algorithm; importance sampling; Nelder-Mead method; logistic function; discontinuity; euclidean distance; Sammon mapping; global minimum; local minima;

    Abstract : Introduction: No Fixed-Dose Combination (FDC) formulations currently exist for pediatric tuberculosis (TB) treatment. Earlier work implemented, in the software NONMEM, a rational method for optimizing design and individualization of pediatric anti-TB FDC formulations based on patient body weight, but issues with parameter estimation, dosage strata heterogeneity and representative pharmacokinetics remained. READ MORE