On the efficiency of Gaussian adaptation

  title={On the efficiency of Gaussian adaptation},
  author={Gregor Kjellstr{\"o}m},
  journal={Journal of Optimization Theory and Applications},
  • G. Kjellström
  • Published 1 November 1991
  • Mathematics, Computer Science
  • Journal of Optimization Theory and Applications
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. 

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