Hypocoercivity in metastable settings and kinetic simulated annealing
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Publication:1626628
DOI10.1007/S00440-018-0828-YzbMath1404.60120arXiv1502.07263OpenAlexW2098375878MaRDI QIDQ1626628
Publication date: 21 November 2018
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1502.07263
Continuous-time Markov processes on general state spaces (60J25) Applications of functional analysis in probability theory and statistics (46N30) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
Related Items (12)
Trends in Consensus-Based Optimization ⋮ Ergodicity of the infinite swapping algorithm at low temperature ⋮ Convergence of the kinetic annealing for general potentials ⋮ On the Generalized Langevin Equation for Simulated Annealing ⋮ Generalized \(\Gamma\) calculus and application to interacting particles on a graph ⋮ High-dimensional MCMC with a standard splitting scheme for the underdamped Langevin diffusion ⋮ An entropic approach for Hamiltonian Monte Carlo: the idealized case ⋮ Swarm-based gradient descent meets simulated annealing ⋮ Optimization by linear kinetic equations and mean-field Langevin dynamics ⋮ Convergence of simulated annealing using kinetic Langevin dynamics ⋮ The entropy method under curvature-dimension conditions in the spirit of Bakry-Émery in the discrete setting of Markov chains ⋮ Stochastic gradient descent and fast relaxation to thermodynamic equilibrium: A stochastic control approach
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