On the invariant measure of non-reversible simulated annealing

DOI10.1016/S0167-7152(97)00063-1zbMath0931.60062MaRDI QIDQ1382243

Matthias Loewe

Publication date: 28 February 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

simulated annealinginvariant measure

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)

Cites Work

• Unnamed Item
• Simulated annealing via Sobolev inequalities
• Rough large deviation estimates for simulated annealing: Application to exponential schedules
• Simulated annealing with time-dependent energy function via Sobolev inequalities
• \(L^ 2\) convergence of time nonhomogeneous Markov processes. I: Spectral estimates
• Cooling Schedules for Optimal Annealing
• Markov Chains with Rare Transitions and Simulated Annealing

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