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Yinan Cao


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fminsearch how to stop optimization if constantly return Inf and continue to use a new set of initial values
I feed fminsearch with a pre-defined grids of initial values. Some initial values result in Inf function value. I want to stop t...

9 years ago | 2 answers | 1

2

answers

Question


Slice sampling for multivariate distribution?
How to write a joint probability density function for the slice sampler? I have 15 dimensions [x1, x2, x3,..., x15] for the PDF,...

10 years ago | 1 answer | 0

1

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How to generate random samples for a custom probability density function
I am using 'fmincon' and 'patternsearch' of the OptimizationToolbox, R2016a. My ObjectiveFunction involves estimating the mean a...

10 years ago | 1 answer | 0

1

answer