On the efficiency of Gaussian adaptation
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.
Key WordsMathematical programming Monte Carlo optimization stochastic adaptation Gaussian adaptation evolution
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