Dynamiques recuites de type Feynman-Kac : résultats précis et conjectures

DOI10.1051/ps:2006003zbMath1183.37010WikidataQ122965776 ScholiaQ122965776MaRDI QIDQ5429570

Pierre Del Moral, Laurent Miclo

Publication date: 30 November 2007

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=PS_2006__10__76_0

zbMATH Keywords

stochastic optimization; time delay; probability; large deviation; Poisson equation; Sobolev inequality; low temperature; stochastic inequality; Perron-Frobenius eigenvalues; stochastic coupling; Perron-Frobenius eigenvectors; dynamic Feynman-Kac annealing

Mathematics Subject Classification ID

68T05: Learning and adaptive systems in artificial intelligence

90C59: Approximation methods and heuristics in mathematical programming

70K20: Stability for nonlinear problems in mechanics

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

60F10: Large deviations

37A30: Ergodic theorems, spectral theory, Markov operators

47D08: Schrödinger and Feynman-Kac semigroups

46E39: Sobolev (and similar kinds of) spaces of functions of discrete variables

Related Items

Merging for inhomogeneous finite Markov chains. II: Nash and log-Sobolev inequalities, Meta-control of an interacting-particle algorithm for global optimization, The interacting-particle algorithm with dynamic heating and cooling

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Simulated annealing via Sobolev inequalities
• Non-negative matrices and Markov chains. 2nd ed
• Estimation of the density of simulated annealing
• On discrete inhomogeneous exit problems
• Annealed Feynman-Kac models
• On contraction properties of Markov kernels
• On the stability of nonlinear Feynman-Kac semigroups
• A study of subadmissible simulated annealing algorithms
• About relaxation time of finite generalized Metropolis algorithms
• On the convergence of genetic algorithms -- a variational approach
• The dynamics of mutation-selection algorithms with large population sizes
• A new genetic algorithm
• Cooling Schedules for Optimal Annealing
• On the Convergence and Applications of Generalized Simulated Annealing
• Une variante de l'inégalité de Cheeger pour les chaînes de Markov finies
• Sur les temps d'occupations des processus de markov finis inhomogènes à basse température
• Cycle Decompositions and Simulated Annealing
• On the stability of interacting processes with applications to filtering and genetic algorithms