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Optimization via Information Geometry

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Topics in Statistical Simulation

Part of the book series: Springer Proceedings in Mathematics & Statistics ((PROMS,volume 114))

Abstract

Information Geometry has been used to inspire efficient algorithms for black-box optimization, both in the combinatorial and in the continuous case. We give an overview of the authors’ research program and some specific contribution to the underlying theory.

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Correspondence to Giovanni Pistone .

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Malagò, L., Pistone, G. (2014). Optimization via Information Geometry. In: Melas, V., Mignani, S., Monari, P., Salmaso, L. (eds) Topics in Statistical Simulation. Springer Proceedings in Mathematics & Statistics, vol 114. Springer, New York, NY. https://doi.org/10.1007/978-1-4939-2104-1_33

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