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

DOI10.1051/ps:2006003zbMath1183.37010OpenAlexW2019793399WikidataQ122965776 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 optimizationtime delayprobabilitylarge deviationPoisson equationSobolev inequalitylow temperaturestochastic inequalityPerron-Frobenius eigenvaluesstochastic couplingPerron-Frobenius eigenvectorsdynamic Feynman-Kac annealing

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Approximation methods and heuristics in mathematical programming (90C59) Stability for nonlinear problems in mechanics (70K20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10) Ergodic theorems, spectral theory, Markov operators (37A30) Schrödinger and Feynman-Kac semigroups (47D08) Sobolev (and similar kinds of) spaces of functions of discrete variables (46E39)

Related Items (4)

Meta-control of an interacting-particle algorithm for global optimization ⋮ Merging for inhomogeneous finite Markov chains. II: Nash and log-Sobolev inequalities ⋮ The interacting-particle algorithm with dynamic heating and cooling ⋮ The quasispecies regime for the simple genetic algorithm with ranking selection

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

This page was built for publication: Dynamiques recuites de type Feynman-Kac : résultats précis et conjectures