On constrained simulation and optimization by Metropolis chains

DOI10.1016/S0167-7152(99)00105-4MaRDI QIDQ1971384zbMATH OpenOpenAlexFDO

Authors Jian-Feng Yao

Publication date 29 July 2002

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(99)00105-4

zbMATH Keywords

constrained optimizationMetropolis algorithmconstrained simulation

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites work

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• Equation of state calculations by fast computing machines
• Markov chains for exploring posterior distributions. (With discussion)
• Monte Carlo sampling methods using Markov chains and their applications
• Optimization by simulated annealing
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images

Cited in

(2)

• ON THE CONVERGENCE OF METROPOLIS-TYPE RELAXATION AND ANNEALING WITH CONSTRAINTS
• On the convergence of inhomogeneous Markov chains approximating equilibrium placements of flexible objects

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