How Long to Read Combining Multivariate Stochastic Process Models with Filter Methods for Constrained Optimization

By Tony Pourmohamad

How Long Does it Take to Read Combining Multivariate Stochastic Process Models with Filter Methods for Constrained Optimization?

It takes the average reader 3 hours and 20 minutes to read Combining Multivariate Stochastic Process Models with Filter Methods for Constrained Optimization by Tony Pourmohamad

Assuming a reading speed of 250 words per minute. Learn more

Description

Expensive black box systems arise in many engineering applications but can be difficult to optimize because their output functions may be complex, multi-modal, and difficult to understand. The task becomes even more challenging when the optimization is subject to constraints and no derivative information is available. In this dissertation, we combine response surface modeling, sequential Monte Carlo, and filter methods in order to solve problems of this nature. Furthermore, we propose a new model for correlated outputs of mixed type. Our modeling framework extends Gaussian process methodology for modeling of continuous multivariate spatial outputs by adding a latent process structure that allows for joint modeling of a variety of types of correlated outputs. In addition, we implement fully Bayesian inference using particle learning, which allows us to conduct fast sequential inference. By employing a filter algorithm for solving constrained optimization problems, we also establish two novel probabilistic metrics for guiding the filter. We extend these ideas to a multidimensional filter that outperforms the traditional filter method. Overall, this hybridization of statistical modeling and nonlinear programming efficiently utilizes both global and local search in order to converge to a global solution to the constrained optimization problem. To demonstrate the effectiveness of the proposed methods, we perform numerical tests on both synthetic examples and real-world hydrology computer experiment optimization problems.

How long is Combining Multivariate Stochastic Process Models with Filter Methods for Constrained Optimization?

Combining Multivariate Stochastic Process Models with Filter Methods for Constrained Optimization by Tony Pourmohamad is 200 pages long, and a total of 50,000 words.

This makes it 67% the length of the average book. It also has 61% more words than the average book.

How Long Does it Take to Read Combining Multivariate Stochastic Process Models with Filter Methods for Constrained Optimization Aloud?

The average oral reading speed is 183 words per minute. This means it takes 4 hours and 33 minutes to read Combining Multivariate Stochastic Process Models with Filter Methods for Constrained Optimization aloud.

What Reading Level is Combining Multivariate Stochastic Process Models with Filter Methods for Constrained Optimization?

Combining Multivariate Stochastic Process Models with Filter Methods for Constrained Optimization is suitable for students ages 12 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

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