Switched diffusion processes for non-convex optimization and saddle points search

DOI10.1007/s11222-023-10315-2zbMath1523.62016arXiv2303.13160OpenAlexW4387666788MaRDI QIDQ6089196

Pierre Monmarché, Lucas Journel

Publication date: 17 November 2023

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2303.13160

zbMATH Keywords

metastabilitystochastic optimisationMarkov-modulated processsaddle point searchswitched diffusion process

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Diffusion processes (60J60)

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