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Article: On constrained simulation and optimization by Metropolis chains

TitleOn constrained simulation and optimization by Metropolis chains
Authors
Yao, J
KeywordsConstrained optimization
Constrained simulation
Metropolis algorithm
Issue Date2000
PublisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/stapro
Citation
Statistics And Probability Letters, 2000, v. 46 n. 2, p. 187-193 How to Cite?
AbstractGiven an everywhere positive probability measure π on a finite state space E and the associated energy function H, this note gives convergence results for time-inhomogeneous Metropolis chains which are used to simulate π or minimize H under some constraints.
Persistent Identifierhttp://hdl.handle.net/10722/132635
ISSN
0167-7152
2021 Impact Factor: 0.718
2020 SCImago Journal Rankings: 0.576
References
References in Scopus

 

DC FieldValueLanguage
dc.contributor.authorYao, Jen_HK
dc.date.accessioned2011-03-28T09:27:08Z-
dc.date.available2011-03-28T09:27:08Z-
dc.date.issued2000en_HK
dc.identifier.citationStatistics And Probability Letters, 2000, v. 46 n. 2, p. 187-193en_HK
dc.identifier.issn0167-7152en_HK
dc.identifier.urihttp://hdl.handle.net/10722/132635-
dc.description.abstractGiven an everywhere positive probability measure π on a finite state space E and the associated energy function H, this note gives convergence results for time-inhomogeneous Metropolis chains which are used to simulate π or minimize H under some constraints.en_HK
dc.languageengen_US
dc.publisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/staproen_HK
dc.relation.ispartofStatistics and Probability Lettersen_HK
dc.subjectConstrained optimizationen_HK
dc.subjectConstrained simulationen_HK
dc.subjectMetropolis algorithmen_HK
dc.titleOn constrained simulation and optimization by Metropolis chainsen_HK
dc.typeArticleen_HK
dc.identifier.emailYao, J: jeffyao@hku.hken_HK
dc.identifier.authorityYao, J=rp01473en_HK
dc.description.naturelink_to_subscribed_fulltexten_US
dc.identifier.scopuseid_2-s2.0-0042785043en_HK
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-0042785043&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume46en_HK
dc.identifier.issue2en_HK
dc.identifier.spage187en_HK
dc.identifier.epage193en_HK
dc.publisher.placeNetherlandsen_HK
dc.identifier.scopusauthoridYao, J=7403503451en_HK
dc.identifier.issnl0167-7152-

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