The convergence of the kinetic Langevin simulated annealing is proven under mild assumptions on the potential $U$ for slow logarithmic cooling schedules. Moreover, non-convergence for fast logarithmic and non-logarithmic cooling schedules is established. The results are based on an adaptation to non-elliptic non-reversible kinetic settings of a localization/local convergence strategy developed by Fournier and Tardif in the overdamped elliptic case, and on precise quantitative high order Sobolev hypocoercive estimates.Comment: 37 pages, 2 figure
This paper is concerned with tuning friction and temperature in Langevin dynamics for fast sampling ...
28 pagesInternational audienceUsing classical simulated annealing to maximise a function $\psi$ defi...
This paper is concerned with tuning friction and temperature in Langevin dynamics for fast sampling ...
34 pages, 2 figuresThe convergence of the kinetic Langevin simulated annealing is proven under mild ...
In this paper, we consider the generalised (higher order) Langevin equation for the purpose of simul...
AbstractConsider a continuous analogue of the simulated annealing algorithm in Rd, namely the soluti...
Combining classical arguments for the analysis of the simulated annealing algorithm with the more re...
We provide a framework to prove convergence rates for discretizations of kinetic Langevin dynamics f...
AbstractConsider a continuous analogue of the simulated annealing algorithm in Rd, namely the soluti...
Caption title. Series from publisher's list.Includes bibliographical references (leaves [15]-[16]).S...
AbstractWe analyze the simulated annealing algorithm with an energy function Ut that depends on time...
International audienceSimulated annealing (SA) is a generic optimization method that is quite popula...
International audienceSimulated annealing (SA) is a generic optimization method that is quite popula...
International audienceSimulated annealing (SA) is a generic optimization method that is quite popula...
We provide a set of conditions which ensure the almost sure convergence of a class of simulated anne...
This paper is concerned with tuning friction and temperature in Langevin dynamics for fast sampling ...
28 pagesInternational audienceUsing classical simulated annealing to maximise a function $\psi$ defi...
This paper is concerned with tuning friction and temperature in Langevin dynamics for fast sampling ...
34 pages, 2 figuresThe convergence of the kinetic Langevin simulated annealing is proven under mild ...
In this paper, we consider the generalised (higher order) Langevin equation for the purpose of simul...
AbstractConsider a continuous analogue of the simulated annealing algorithm in Rd, namely the soluti...
Combining classical arguments for the analysis of the simulated annealing algorithm with the more re...
We provide a framework to prove convergence rates for discretizations of kinetic Langevin dynamics f...
AbstractConsider a continuous analogue of the simulated annealing algorithm in Rd, namely the soluti...
Caption title. Series from publisher's list.Includes bibliographical references (leaves [15]-[16]).S...
AbstractWe analyze the simulated annealing algorithm with an energy function Ut that depends on time...
International audienceSimulated annealing (SA) is a generic optimization method that is quite popula...
International audienceSimulated annealing (SA) is a generic optimization method that is quite popula...
International audienceSimulated annealing (SA) is a generic optimization method that is quite popula...
We provide a set of conditions which ensure the almost sure convergence of a class of simulated anne...
This paper is concerned with tuning friction and temperature in Langevin dynamics for fast sampling ...
28 pagesInternational audienceUsing classical simulated annealing to maximise a function $\psi$ defi...
This paper is concerned with tuning friction and temperature in Langevin dynamics for fast sampling ...