On the Generalized Langevin Equation for Simulated Annealing (Q6109158): Difference between revisions

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scientific article; zbMATH DE number 7705326

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English	On the Generalized Langevin Equation for Simulated Annealing	scientific article; zbMATH DE number 7705326

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scholarly article

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On the Generalized Langevin Equation for Simulated Annealing (English)

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Grigorios A. Pavliotis

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SIAM/ASA Journal on Uncertainty Quantification

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publication date

30 June 2023

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full work available at URL

https://arxiv.org/abs/2003.06448

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zbMATH Keywords

nonconvex optimization

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generalized Langevin equation

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simulated annealing

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MaRDI profile type

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Some Remarks on Preconditioning Molecular Dynamics

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Fokker–Planck–Kolmogorov Equations

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Optimization Methods for Large-Scale Machine Learning

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Functional analysis, Sobolev spaces and partial differential equations

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An analytical framework for consensus-based global optimization method

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Hypoellipticity theorems and conditional laws

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Diffusion for Global Optimization in $\mathbb{R}^n $

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Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes

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Variance reduction using nonreversible Langevin samplers

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Using perturbed underdamped Langevin dynamics to efficiently sample from probability distributions

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High-dimensional Bayesian inference via the unadjusted Langevin algorithm

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Couplings and quantitative contraction rates for Langevin dynamics

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Non-equilibrium statistical mechanics of strongly anharmonic chains of oscillators.

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Long time behaviour and stationary regime of memory gradient diffusions

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Recursive Stochastic Algorithms for Global Optimization in $\mathbb{R}^d $

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Weak convergence of Markov chain sampling methods and annealing algorithms to diffusions

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Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images

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Diffusions for Global Optimization

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Accelerated gradient methods for nonconvex nonlinear and stochastic programming

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Nonstationary Markov chains and convergence of the annealing algorithm

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Simulated annealing via Sobolev inequalities

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Asymptotics of the spectral gap with applications to the theory of simulated annealing

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Strongly degenerate time inhomogeneous SDEs: densities and support properties. Application to Hodgkin-Huxley type systems

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Laplace's method revisited: Weak convergence of probability measures

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Large-time behavior of perturbed diffusion Markov processes with applications to the second eigenvalue problem for Fokker-Planck operators and simulated annealing

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Asymptotic Global Behavior for Stochastic Approximation and Diffusions with Slowly Decreasing Noise Effects: Global Minimization via Monte Carlo

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Data-driven parameterization of the generalized Langevin equation

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Molecular dynamics. With deterministic and stochastic numerical methods

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Optimal non-reversible linear drift for the convergence to equilibrium of a diffusion

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Sampling can be faster than optimization

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Convergence rates for annealing diffusion processes

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Poincaré and logarithmic Sobolev inequalities by decomposition of the energy landscape

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Spectrum of Ornstein-Uhlenbeck operators in \(L ^{p}\) spaces with respect to invariant measures

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Recuit simulé sur \(\mathbb{R}{}^ n\). Étude de l'évolution de l'énergie libre. (Simulated annealing on \(\mathbb{R}{}^ n\). Study of the evolution of free energy)

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Hypocoercivity in metastable settings and kinetic simulated annealing

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Generalized \(\Gamma\) calculus and application to interacting particles on a graph

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Lectures on convex optimization

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Asymptotic analysis for the generalized Langevin equation

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Exponential return to equilibrium for hypoelliptic quadratic systems

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Stochastic Processes and Applications

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Scaling limits for the generalized Langevin equation

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Weak convergence rates for stochastic approximation with application to multiple targets and simulated annealing

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A consensus-based model for global optimization and its mean-field limit

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A concise course on stochastic partial differential equations

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A Remark on Simulated Annealing of Diffusion Processes

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A Differential Equation for Modeling Nesterov's Accelerated Gradient Method: Theory and Insights

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Interactive diffusions for global optimization

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Applications of Malliavin's calculus to time-dependent systems of heat equations

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1137/21M1462970

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Sitelinks

Mathematics(1 entry)

mardi Publication:6109158

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