Stochastic algorithms

zbMath0882.60001MaRDI QIDQ1910803

Marie Duflo

Publication date: 20 March 1996

Published in: Mathématiques \& Applications (Berlin) (Search for Journal in Brave)

zbMATH Keywords

simulated annealinglarge deviationsGibbs samplerFreidlin-Wentzell theorydevelopments in stochastic algorithms

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic approximation (62L20) Diffusion processes (60J60) Large deviations (60F10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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