Long‐Time Behaviour of Langevin Algorithms with Time‐dependent Energy Function
Copyright policy )Long‐Time Behaviour of Langevin Algorithms with Time‐dependent Energy Function
AbstractWe study the Langevin algorithm on C∞ n‐dimensional compact connected Riemannian manifolds and on IRn, allowing the energy function U to vary with time. We find conditions under which the distribution of the process at hand becomes indistinguishable as t → ∞ from the “instantaneous” equilibrium distribution. Such conditions do not necessarily imply that U(t) converges pointwise as t → ∞.
Diffusion processes and stochastic analysis on manifolds, Riemannian manifold, spectral gap, simulated annealing, diffusion process, Markov chains (discrete-time Markov processes on discrete state spaces)
Diffusion processes and stochastic analysis on manifolds, Riemannian manifold, spectral gap, simulated annealing, diffusion process, Markov chains (discrete-time Markov processes on discrete state spaces)
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