Estimation de la densité du recuit simulé

D. Concordet

Annales de l'I.H.P. Probabilités et statistiques (1994)

  • Volume: 30, Issue: 2, page 265-302
  • ISSN: 0246-0203

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Concordet, D.. "Estimation de la densité du recuit simulé." Annales de l'I.H.P. Probabilités et statistiques 30.2 (1994): 265-302. <http://eudml.org/doc/77483>.

@article{Concordet1994,
author = {Concordet, D.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {spectral gap; symmetric annealing process; compact manifold; weak Sobolev inequalities; Radon-Nikodym derivative; instantaneous invariant measure},
language = {fre},
number = {2},
pages = {265-302},
publisher = {Gauthier-Villars},
title = {Estimation de la densité du recuit simulé},
url = {http://eudml.org/doc/77483},
volume = {30},
year = {1994},
}

TY - JOUR
AU - Concordet, D.
TI - Estimation de la densité du recuit simulé
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1994
PB - Gauthier-Villars
VL - 30
IS - 2
SP - 265
EP - 302
LA - fre
KW - spectral gap; symmetric annealing process; compact manifold; weak Sobolev inequalities; Radon-Nikodym derivative; instantaneous invariant measure
UR - http://eudml.org/doc/77483
ER -

References

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  1. [B1] D. Bakry, Weak Sobolev Inequalities, Stochastic Analysis and Applications, Birkhäuser, Boston, 1991, p. 63-81, édité par A. B. CRUZEIRO et J. C. ZAMBRINI. Zbl0751.60070MR1168068
  2. [B2] D. Bakry, Inégalités de Sobolev faibles: un critère Γ2, Séminaire de Probabilités XXV, Lecture Notes in Math., vol. 1485, 1991, Springer-Verlag, p. 234-261. Zbl0745.60084MR1187783
  3. [BM] D. Bakry et D. Michel, Inégalités de Sobolev et minorations du semi groupe de la chaleur, Ann. Fac. Sc. Toulouse, vol. XI, n° 2, 1990, p. 23-66. Zbl0731.46015MR1191710
  4. [C] O. Catoni, Rough Large Deviation Estimates for Simulated Annealing, Preprint, 1990. Zbl0755.60021
  5. [CS] E. Carlen et D.W. Stroock, Hypercontractivity, Ultracontractivity, Sobolev Inequalities and all that, Preprint, 1984. 
  6. [D] E.B. Davies, Heat Kernels and Spectral Theory, Cambridge University Press, Berlin-Heidelberg-New York, 1989. Zbl0699.35006MR990239
  7. [DS] J.D. Deuschel et D.W. Stroock, Large Deviations, Academic Press, Berlin- Heidelberg-New York, 1989. Zbl0705.60029MR997938
  8. [G] L. Gross, Logarithmic Sobolev Inequalities, Amer. J. Math., vol. 97, 1976, p. 1061- 1083. Zbl0318.46049MR420249
  9. [HKS] R.A. Holley, S. Kusuoka, et D.W. Stroock, Asymptotics of the Spectral Gap with Applications to the Theory of Simulated Annealing, J. Funct. Anal., vol. 83, 1989, p. 333-347. Zbl0706.58075MR995752
  10. [HS] R.A. Holley et D.W. Stroock, Annealing via Sobolev Inequalities, Commun. Math. Phys., vol. 115, 1988, p. 553-569. Zbl0643.60092MR933455
  11. [M] L. Miclo, Évolution de l'énergie libre. Application à l'étude de la convergence des algorithmes du recuit simulé, ThèseUniversité de Paris-VI, 1991. 
  12. [SV] D.W. Stroock et S.R.S. Varadhan, Multidimensional Diffusion Processes, Springer-Verlag, 1979. Zbl0426.60069MR532498

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