Convergence of the kinetic annealing for general potentials
DOI10.1214/22-EJP891MaRDI QIDQ2679544FDOQ2679544
Authors: Lucas Journel, Pierre Monmarché
Publication date: 23 January 2023
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2107.11619
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- On the simulated annealing in \(\mathbb{R}^d\)
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- Hypocoercivity in metastable settings and kinetic simulated annealing
- Strongly degenerate time inhomogeneous SDEs: densities and support properties. Application to Hodgkin-Huxley type systems
Cited In (10)
- An entropic approach for Hamiltonian Monte Carlo: the idealized case
- On the Generalized Langevin Equation for Simulated Annealing
- Hypocoercivity in metastable settings and kinetic simulated annealing
- Weak error expansion of a numerical scheme with rejection for singular Langevin process
- Convergence of simulated annealing using kinetic Langevin dynamics
- Convergence of the kinetic annealing for general potentials
- Switched diffusion processes for non-convex optimization and saddle points search
- Optimization by linear kinetic equations and mean-field Langevin dynamics
- Appropriate state-dependent friction coefficient accelerates kinetic Langevin dynamics
- Langevin dynamics with general kinetic energies
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