Chaining via annealing

DOI10.1214/AOS/1176347989zbMath0739.65119OpenAlexW2034462741MaRDI QIDQ1175412

Michael Evans

Publication date: 25 June 1992

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347989

zbMATH Keywords

global optimizationnumerical integrationintegralsmetric spacechainingannealingadaptive importance samplingPincus' theorem

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05) General theory of numerical analysis in abstract spaces (65J05) Combinatorial optimization (90C27) Numerical quadrature and cubature formulas (65D32) Probabilistic methods, stochastic differential equations (65C99)

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