日時：2015年4月1日(水) 15:00-17:00
場所：セミナー室2 (3階 D304)
講演者：Dr. Frederick Kin Hing Phoa (Institute of Statistical Science, Academia Sinica, Taiwan)
演題：The Swarm Intelligence Based (SIB) Method and its Applications in Statistics
概要：
Natural heuristic methods, like the particle swarm optimization and many others, enjoys fast convergence
towards optimal solution via a series of inter-particle communication. Such methods are common for the
optimization problem in engineering, but few in statistics problem. It is especially difficult to implement in
some fields of statistics as the search spaces are mostly discrete, while most natural heuristic methods
require continuous search domains. This talk introduces a new method called the Swarm Intelligence
Based (SIB) method for optimization in statistics problems, featuring the searches within discrete space.
Such fields include experimental designs, community detection, change-point analysis, variable selection,
etc. The SIB method is a natural heuristic method that include the MIX and MOVE operations, which
combines target units and selects the best units respectively. This method is advantageous over the
traditional particle swarm optimization and many other heuristic approaches in the sense that it is ready
for the search of both continuous and discrete domains, and its global best particle is guaranteed to
monotonically move towards the optimum. The SIB method is demonstrated in several examples.
Seminar by Dr. Frederick Kin Hing Phoa
