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Article: On constrained simulation and optimization by Metropolis chains

TitleOn constrained simulation and optimization by Metropolis chains
Authors
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
2015 Impact Factor: 0.506
2015 SCImago Journal Rankings: 0.720
References

 

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

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