Piecewise deterministic simulated annealing
From MaRDI portal
Publication:2805297
zbMath1341.60091arXiv1410.1656MaRDI QIDQ2805297
Publication date: 11 May 2016
Full work available at URL: https://arxiv.org/abs/1410.1656
simulated annealingmetastabilityGibbs measureexit timestochastic algorithmspiecewise deterministic Markov processEyring-Kramers formulakinetic Markov process
Related Items
Hypocoercivity in metastable settings and kinetic simulated annealing, On explicit \(L^2\)-convergence rate estimate for piecewise deterministic Markov processes in MCMC algorithms, Estimation of the average number of continuous crossings for non-stationary non-diffusion processes, Forward Event-Chain Monte Carlo: Fast Sampling by Randomness Control in Irreversible Markov Chains, Spectral analysis of the zigzag process, Explicit lower bounds on \(|L (1, \chi)|\), Geometric ergodicity of the bouncy particle sampler, Strongly self-interacting processes on the circle, Adaptive schemes for piecewise deterministic Monte Carlo algorithms, Optimal scaling of the MALA algorithm with irreversible proposals for Gaussian targets, Probabilistic and Piecewise Deterministic models in Biology, Low-lying eigenvalues and convergence to the equilibrium of some piecewise deterministic Markov processes generators in the small temperature regime, Kinetic walks for sampling, Some results on generalized accelerated motions driven by the telegraph process, How to Calculate the Barycenter of a Weighted Graph, Limit theorems for the zig-zag process, Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates, Large deviations for the empirical measure of the zig-zag process, Piecewise deterministic Markov processes and their invariant measures, Ergodicity of the zigzag process
