Statistical Inference with Local Optima
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DOI: 10.1080/01621459.2021.2023550
Abstract: We study the statistical properties of an estimator derived by applying a gradient ascent method with multiple initializations to a multi-modal likelihood function. We derive the population quantity that is the target of this estimator… read more here.
Keywords: test; local optima; inference local; statistical inference ... See more keywords
Evaluating the Risk of Local Optima in Aerodynamic Shape Optimization
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DOI: 10.2514/1.j059826
Abstract: A gradient-based multistart method based on a set of 17 to 33 random initial geometries is used to examine the risk associated with multimodality when applying gradient-based optimization to aerody... read more here.
Keywords: risk; local optima; evaluating risk; risk local ... See more keywords