Annealing diffusions in a potential function with a slow growth
From MaRDI portal
Publication:2469491
DOI10.1016/j.spa.2007.04.002zbMath1144.60048arXivmath/0607147OpenAlexW1514527242MaRDI QIDQ2469491
Publication date: 6 February 2008
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0607147
Approximation methods and heuristics in mathematical programming (90C59) Diffusion processes (60J60) Limit theorems in probability theory (60F99)
Related Items (8)
Hypocoercivity in metastable settings and kinetic simulated annealing ⋮ Trends to equilibrium in total variation distance ⋮ Convergence of the kinetic annealing for general potentials ⋮ Tail probability estimates of continuous-time simulated annealing processes ⋮ Super Poincaré inequalities, Orlicz norms and essential spectrum ⋮ Subexponential decay in kinetic Fokker-Planck equation: weak hypocoercivity ⋮ Rate of convergence for ergodic continuous Markov processes: Lyapunov versus Poincaré ⋮ On the simulated annealing in \(\mathbb{R}^d\)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An optimal Poincaré inequality for convex domains
- Interpolated inequalities between exponential and Gaussian, Orlicz hypercontractivity and isoperimetry
- Asymptotics of the spectral gap with applications to the theory of simulated annealing
- Simulated annealing via Sobolev inequalities
- Laplace's method revisited: Weak convergence of probability measures
- Asymptotic behaviour of the second eigenvalue of Kolmogorov processes
- 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)
- Exponential integrability and transportation cost related to logarithmic Sobolev inequalities
- Simulated annealing for stochastic semilinear equations on Hilbert spaces
- A note on the Poincaré inequality for convex domains
- A study of subadmissible simulated annealing algorithms
- Ergodicity of stochastic plates
- Simulated annealing algorithms for continuous global optimization: Convergence conditions
- Weak logarithmic Sobolev inequalities and entropic convergence
- A Remark on Simulated Annealing of Diffusion Processes
- On Poincaré Type Inequalities
- Diffusion for Global Optimization in $\mathbb{R}^n $
- Neumann Eigenvalue Estimate on a Compact Riemannian Manifold
- On the Convergence and Applications of Generalized Simulated Annealing
- Strong ergodicity results on wiener space
- Weak Poincaré inequalities and \(L^2\)-convergence rates of Markov semigroups
This page was built for publication: Annealing diffusions in a potential function with a slow growth
