On the efficiency of Gaussian adaptation
- Cite this article as:
- Kjellström, G. J Optim Theory Appl (1991) 71: 589. doi:10.1007/BF00941405
- 81 Views
Gaussian Adaptation (GA) is a stochastic process that adapts a Gaussian distribution to a region or set of feasible points in parameter space. As a result of the adaptation, GA becomes a maximum dispersion process extending the sampling over the largest possible volume in parameter space while keeping the probability of finding feasible points at a suitable level. For such a process, a general measure of efficiency is defined and an efficiency theorem is proved.