Dynamic weighting in Monte Carlo and optimization

DOI10.1073/PNAS.94.26.14220MaRDI QIDQ4377188zbMATH OpenOpenAlexWikidataFDO

Authors Wing H. Wong, Faming Liang

Publication date 3 November 1998

Published in Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1073/pnas.94.26.14220

zbMATH Keywords

dynamic weightingglobal optimization tasksMonte Carlo methodnumerical tests

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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• Dynamic importance sampling computation in Bayesian networks

Cites work

• An Effective Heuristic Algorithm for the Traveling-Salesman Problem
• Computer Solutions of the Traveling Salesman Problem
• Optimization by simulated annealing

Cited in

(22)

• On the use of stochastic approximation Monte Carlo for Monte Carlo integration
• Hybrid parallel tempering and simulated annealing method
• Concepts of quantum non-markovianity: a hierarchy
• Annealing stochastic approximation Monte Carlo algorithm for neural network training
• Accelerated simulated tempering
• Weak Convergence Rates of Population Versus Single-Chain Stochastic Approximation MCMC Algorithms
• Cumulative weighting optimization
• A Theory for Dynamic Weighting in Monte Carlo Computation
• Dynamically Weighted Importance Sampling in Monte Carlo Computation
• Sequential predictive scheduling in partitioned data domains
• Analysis and optimization of weighted ensemble sampling
• A multiresolution method for parameter estimation of diffusion processes
• Simulated stochastic approximation annealing for global optimization with a square-root cooling schedule
• Global minimum search using DMC algorithm with continuous weights
• Warp Bridge Sampling: The Next Generation
• Annealing evolutionary stochastic approximation Monte Carlo for global optimization
• Annealing evolutionary stochastic approximation Monte Carlo for global optimization
• The importance Markov chain
• An overview of stochastic approximation Monte Carlo
• Improving SAMC using smoothing methods: Theory and applications to Bayesian model selection problems
• Learning Bayesian networks for discrete data
• Distributed evolutionary Monte Carlo for Bayesian computing

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Uses Software

• TSPLIB

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