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03/07/2023
Systematic approaches to generate reversiblizations of Markov chains
Given a target distribution π and an arbitrary Markov infinitesimal gene...
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02/08/2023
Improved Langevin Monte Carlo for stochastic optimization via landscape modification
Given a target function H to minimize or a target Gibbs distribution π_β...
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08/22/2022
Landscape modification meets spin systems: from torpid to rapid mixing, tunneling and annealing in the low-temperature regime
Given a target Gibbs distribution π^0_β∝ e^-βℋ to sample from in the low...
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11/19/2020
On the convergence of an improved discrete simulated annealing via landscape modification
In this paper, we propose new Metropolis-Hastings and simulated annealin...
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07/24/2019
Universality of the Langevin diffusion as scaling limit of a family of Metropolis-Hastings processes I: fixed dimension
Given a target distribution μ on a general state space X and a proposal ...
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07/24/2019
Universality of the Langevin diffusion as scaling limit of a family of Metropolis-Hastings processes
Given a target distribution μ on a general state space X and a proposal ...
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03/29/2019
Entropy flow and De Bruijn's identity for a class of stochastic differential equations driven by fractional Brownian motion
Motivated by the classical De Bruijn's identity for the additive Gaussia...
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01/29/2019
An accelerated variant of simulated annealing that converges under fast cooling
Given a target function U to minimize on a finite state space X, a propo...
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05/06/2018