PROBABILISTIC SEARCH WITH OVERRIDES

被引：23

作者：

Fox, Bennett L. ^{[1
]}

Heine, George W. ^{[1
]}

机构：

[1] Univ Colorado, Dept Math, Denver, CO 80217 USA

来源：

ANNALS OF APPLIED PROBABILITY | 1995年 / 5卷 / 04期

关键词：

Simulated annealing; optimization; loop-skipping; coupling; noisy objective function;

D O I：

10.1214/aoap/1177004607

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Consider a time-inhomogeneous Markov chain which converges in probability to a subset S-0 of its state space. Override the standard move mechanism up to a random transition time, almost surely finite, but not necessarily a stopping time. Under weak conditions, the modified process converges in probability to the same set S-0. Two examples of independent interest illustrate this result.

引用

页码：1087 / 1094

页数：8

共 17 条

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