Convergence of Gibbs Measures Associated with Simulated Annealing

DOI10.1137/060657169zbMATH Open1148.60051OpenAlexW2025518987WikidataQ126198331 ScholiaQ126198331MaRDI QIDQ3525968FDOQ3525968

Authors: Dennis D. Cox, Robert Hardt, P. Klouček 

Publication date: 23 September 2008

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/ffbcb538b8fc46e856986e9385175e87ace8083c

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zbMATH Keywords

simulated annealingMarkov chain Monte Carlo methodsdifferential inclusionsHausdorff measureGibbs measure

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Continuous-time Markov processes on general state spaces (60J25) Spaces of measures, convergence of measures (28A33) Phase transitions (general) in equilibrium statistical mechanics (82B26) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Measures (Gaussian, cylindrical, etc.) on manifolds of maps (58D20)

Cited In (8)

• Convergence of grand canonical Gibbs measures
• Convergence rates of Gibbs measures with degenerate minimum
• Spectral solutions of self-adjoint elliptic problems with immersed interfaces
• Convergence of Gibbs measures associated with simulated annealing: The case of distance squared
• Convergence rates for annealing diffusion processes
• Convergence of some partially parallel Gibbs samplers with annealing
• Nonstationary Markov chains and convergence of the annealing algorithm
• Gibbs posterior convergence and the thermodynamic formalism

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