Hypocoercivity in metastable settings and kinetic simulated annealing

Published 25 Feb 2015 in math.PR | (1502.07263v3)

Abstract: Combining classical arguments for the analysis of the simulated annealing algorithm with the more recent hypocoercive method of distorted entropy, we prove the convergence for large time of the kinetic Langevin annealing with logarithmic cooling schedule.

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Authors (1)

Pierre Monmarché

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