Steepest descent algorithms in a space of measures

  • Authors:
  • Ilya Molchanov;Sergei Zuyev

  • Affiliations:
  • Department of Statistics, University of Glasgow, Glasgow G12 8QW, UK. ilya@stats.gla.ac.uk. (http://www.stats.gla.ac.uk/~ilya);Department of Statistics and Modelling Science, University of Strathclyde, Glasgow G1 1XH, UK. sergei@stams.strath.ac.uk. (http://www.stams.strath.ac.uk/~sergei)

  • Venue:
  • Statistics and Computing
  • Year:
  • 2002

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Abstract

The paper describes descent type algorithms suitable for solving optimisation problems for functionals that depend on measures. We mention several examples of such problems that appear in optimal design, cluster analysis and optimisation of spatial distribution of coverage processes.