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Mark L. Stone

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

Simulation Optimization, baby. Bring it on!!

Stochastic Optimizer par excellence.

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

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  • Nonlinear Multivariate Dynamic Stochastic Global Optimum
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  • Member for 3 years, 10 months
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Top Posts (265) All Questions Answers | Votes Newest

36 Do we need gradient descent to find the coefficients of a linear regression model? Jul 31 '15
28 Why are optimization algorithms defined in terms of other optimization problems? Jan 2 '17
19 Why not use the “normal equations” to find simple least squares coefficients? Apr 27 '18
19 For i.i.d. random varianbles $X$, $Y$, can $X-Y$ be uniform [0,1]? Aug 11 '16
18 Expected value vs. most probable value (mode) Aug 14 '16
18 Why is logistic regression called a machine learning algorithm? Jun 25 '15
16 How does the L-BFGS work? Jun 13 '17
15 Does there exist any univariate distribution that we can't sample from? Aug 25 '16
15 Bootstrapping Generalized Least Squares Sep 21 '16
15 Is every correlation matrix positive definite? Nov 21 '15
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