Fast simulated annealing in $\R^d$ and an application to maximum likelihood estimation
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Publication:6477845
arXivmath/0609353MaRDI QIDQ6477845
Sylvain Rubenthaler, Tobias Rydén, Magnus Wiktorsson
Publication date: 13 September 2006
Computational methods in Markov chains (60J22) Central limit and other weak theorems (60F05) Continuous-time Markov processes on general state spaces (60J25) Monte Carlo methods (65C05) Stochastic programming (90C15) Sequential estimation (62L12)
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