11. Considerations for Optimization and Estimation in the Real (Noisy) World

  1. James R. Thompson

Published Online: 29 NOV 2011

DOI: 10.1002/9781118109656.ch11

Empirical Model Building: Data, Models, and Reality, Second Edition

Empirical Model Building: Data, Models, and Reality, Second Edition

How to Cite

Thompson, J. R. (2011) Considerations for Optimization and Estimation in the Real (Noisy) World, in Empirical Model Building: Data, Models, and Reality, Second Edition, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118109656.ch11

Publication History

  1. Published Online: 29 NOV 2011
  2. Published Print: 24 OCT 2011

ISBN Information

Print ISBN: 9780470467039

Online ISBN: 9781118109656

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Keywords:

  • Newton's method;
  • simulation-based estimation;
  • Nelder-Mead algorithm;
  • Box-Hunter algorithm;
  • high dimensions

Summary

This chapter contains sections titled:

  • Introduction

  • The Nelder–Mead Algorithm

  • The Box–Hunter Algorithm

  • Simulated Annealing

  • Exploration and Estimation in High Dimensions