Convergence of simulated annealing using kinetic Langevin dynamics
Author:
Affiliation:
1. Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong
2. Department of Mathematics, The Chinese University of Hong Kong
Publisher
Institute of Mathematical Statistics
Reference42 articles.
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2. D. Bakry, I. Gentil, and M. Ledoux. Analysis and Geometry of Markov Diffusion Operators, volume 348 of Grundlehren der mathematischen Wissenschaften. Springer Cham, 2014.
3. F. Baudoin, M. Gordina, and D. P. Herzog. Gamma calculus beyond Villani and explicit convergence estimates for Langevin dynamics with singular potentials. Archive for Rational Mechanics and Analysis, 241(2):765–804, 2021.
4. E. Bayraktar, Q. Feng, and W. Li. Exponential entropy dissipation for weakly self-consistent Vlasov-Fokker-Planck equations. arXiv:2204.12049, 2022.
5. E. Camrud, A. O. Durmus, P. Monmarché, and G. Stoltz. Second order quantitative bounds for unadjusted generalized Hamiltonian Monte Carlo. arXiv:2306.09513, 2023.
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