Logarithmic Sobolev inequalities and Langevin algorithms inRn

DOI10.1080/07362999408809354zbMath0805.60065OpenAlexW2016209754MaRDI QIDQ4303235

Gabriele Grillo

Publication date: 29 January 1995

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999408809354

zbMATH Keywords

simulated annealinglogarithmic Sobolev inequalitiesFeynman-Kac formulaLangevin algorithm

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Stochastic analysis (60H99)

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Cites Work

• Optimization by Simulated Annealing
• Global optimization and stochastic differential equations
• Simulated annealing via Sobolev inequalities
• Laplace's method revisited: Weak convergence of probability measures
• Asymptotic behaviour of the second eigenvalue of Kolmogorov processes
• Semi-classical analysis for the Schrödinger operator and applications
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Diffusions for Global Optimization
• Diffusion for Global Optimization in $\mathbb{R}^n $
• Logarithmic Sobolev Inequalities