Browsing Department of Mathematics by Author "Eikrem, Kjersti Solberg"
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Non-Gaussian Ensemble Optimization
Nilsen, Mathias Methlie; Stordal, Andreas Størksen; Raanes, Patrick Nima; Lorentzen, Rolf Johan; Eikrem, Kjersti Solberg (Journal article; Peer reviewed, 2024)Ensemble-based optimization (EnOpt), commonly used in reservoir management, can be seen as a special case of a natural evolution algorithm. Stein’s lemma gives a new interpretation of EnOpt. This interpretation enables us ...