Cross Validated
Mark L. Stone's user avatar
Mark L. Stone's user avatar
Mark L. Stone's user avatar
Mark L. Stone
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About

Interests: Nonlinear multivariate dynamic stochastic global optimization (everything else is a special case, an approximation, or a compromise)

Simulation Optimization, baby. Bring it on!!

Se habla Nonlinear SDP

Nonlinearly optimizing for three eighths of a century ... and quadratic convergence is about to kick in any moment now.

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All Questions Answers
Score Newest
answer
53
Do we need gradient descent to find the coefficients of a linear regression model?
Jul 31, 2015
answer
49
How does the L-BFGS work?
Jun 13, 2017
answer
27
Why are optimization algorithms defined in terms of other optimization problems?
Jan 2, 2017
question
26
Bootstrapping Generalized Least Squares
Sep 21, 2016
answer
26
Why is logistic regression called a machine learning algorithm?
Jun 25, 2015
answer
25
Why not use the "normal equations" to find simple least squares coefficients?
Apr 27, 2018
answer
20
Expected value vs. most probable value (mode)
Aug 14, 2016
answer
19
For i.i.d. random varianbles $X$, $Y$, can $X-Y$ be uniform [0,1]?
Aug 11, 2016
answer
18
Intuitive explanation for dividing by $n-1$ when calculating standard deviation?
Aug 28, 2015
answer
17
Is every correlation matrix positive definite?
Nov 21, 2015
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Is there a way to solicit Cross Validated users to Commit to a proposed Operations Research and Analytics site (in Area 51)?
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Where can I ask questions about "operations research"?
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Optimization Problem Libraries
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How Close Is Linear Programming Class to What Solvers Actually Implement for Pivot Algorithms

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